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        <name>NATIONSTAR MTG HLD INC</name>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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                <indexName>CME E-Mini Standard &amp; Poor's 500 Index Future</indexName>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <name>CML HYATT LOST PINES</name>
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        <name>Options Clearing Corp.</name>
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        <name>LVMH Moet Hennessy Louis Vuitton SE</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank N.A.</name>
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          <other otherDesc="Trade Identifier" value="22FLKBBWTXC"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Starwood Residential Mortgage Trust</name>
        <lei>N/A</lei>
        <title>STAR 2021-1 Trust</title>
        <cusip>85573GAE2</cusip>
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          <isin value="US85573GAE26"/>
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        <balance>3758500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3571559.35000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.52000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Rad CLO Ltd</name>
        <lei>N/A</lei>
        <title>Rad CLO 3 Ltd</title>
        <cusip>48661WAQ1</cusip>
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          <isin value="US48661WAQ15"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>232682.70000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.79000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MIP V Waste Holdings, LLC</name>
        <lei>254900RELOGHR3ZGIQ56</lei>
        <title>MIP V Waste Holdings, LLC Term Loan B</title>
        <cusip>000000000</cusip>
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          <other otherDesc="LoanX ID" value="LX199422"/>
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        <balance>1509217.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1456394.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.92000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Albemarle Corp</name>
        <lei>HDBLS2Q6GV1LSKQPBS54</lei>
        <title>Albemarle Corp</title>
        <cusip>012653101</cusip>
        <identifiers>
          <isin value="US0126531013"/>
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        <balance>28293.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5912671.14000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Structured Asset Securities Corporation</name>
        <lei>N/A</lei>
        <title>Structured Asset Securities Corp Mortgage Loan Trust 2005-WF2</title>
        <cusip>86359DDJ3</cusip>
        <identifiers>
          <isin value="US86359DDJ37"/>
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        <balance>182214.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>168466.18000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.42000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ares Euro CLO</name>
        <lei>635400CUKHLJ66G85B27</lei>
        <title>Ares European CLO VII DAC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1650060202"/>
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        <balance>500000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.95424400"/>
        <valUSD>446229.79000000</valUSD>
        <pctVal>0.023367698616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.26000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Salesforce Inc</name>
        <lei>RCGZFPDMRW58VJ54VR07</lei>
        <title>Salesforce Inc</title>
        <cusip>79466L302</cusip>
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          <isin value="US79466L3024"/>
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        <balance>72296.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11931731.84000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Intuit Inc</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>Intuit Inc</title>
        <cusip>461202103</cusip>
        <identifiers>
          <isin value="US4612021034"/>
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        <balance>2796.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1077690.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dynatrace Inc</name>
        <lei>N/A</lei>
        <title>Dynatrace Inc</title>
        <cusip>268150109</cusip>
        <identifiers>
          <isin value="US2681501092"/>
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        <balance>85538.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3373618.72000000</valUSD>
        <pctVal>0.176666164521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHINA AOYUAN GROUP LTD</name>
        <lei>549300YSOKQO5QD6MP25</lei>
        <title>China Aoyuan Group Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2258822233"/>
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        <balance>410000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38898.75000000</valUSD>
        <pctVal>0.002037009377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.98000000</annualizedRt>
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          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EQUATE PETROCHEMICAL BV</name>
        <lei>635400Y3Z5R4NJSMQ630</lei>
        <title>Equate Petrochemical BV</title>
        <cusip>29441WAD7</cusip>
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          <isin value="US29441WAD74"/>
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        <balance>405000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>357412.50000000</valUSD>
        <pctVal>0.018716606933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.63000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>OMAN GOV INTERNTL BOND</name>
        <lei>549300SZ20F0QTKNQC75</lei>
        <title>Oman Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2288906857"/>
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        <balance>316000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>278080.00000000</valUSD>
        <pctVal>0.014562204892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>OM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sonos Inc</name>
        <lei>549300WEPU6075I77M08</lei>
        <title>Sonos Inc</title>
        <cusip>83570H108</cusip>
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          <isin value="US83570H1086"/>
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        <balance>25912.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>467452.48000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ARES CLO Ltd</name>
        <lei>N/A</lei>
        <title>ARES Loan Funding I Ltd</title>
        <cusip>04018YAC1</cusip>
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          <isin value="US04018YAC12"/>
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        <balance>2150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1624439.60000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>BARDOT CLO LTD</name>
        <lei>549300KP12IHV6MTDK86</lei>
        <title>Bardot CLO Ltd</title>
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        <curCd>USD</curCd>
        <valUSD>233045.23000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>EXSCIENTIA PLC</name>
        <lei>213800XOQHH5CV85AD30</lei>
        <title>EXSCIENTIA PLC</title>
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          <other otherDesc="BlackRock Identifier" value="BRY0YE6N9"/>
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        <curCd>USD</curCd>
        <valUSD>2185623.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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        <name>BANK OF AMERICA NA</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>EUR P USD C @1.005000 EO</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRY3N7J63"/>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                    <counterpartyName>Bank of America N.A.</counterpartyName>
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                    <lei>B4TYDEB6GKMZO031MB27</lei>
                    <title>FX Contract</title>
                    <cusip>N/A</cusip>
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                      <other otherDesc="Internal Identifier" value="OP001RHJ0E"/>
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                    <balance>1.00000000</balance>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>MORGAN STANLEY &amp; CO. INTERNATIONAL</name>
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        <name>Options Clearing Corp.</name>
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        <name>Alphawave IP Group PLC</name>
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        <name>Options Clearing Corp.</name>
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      <invstOrSec>
        <name>GRUPO AVAL LTD</name>
        <lei>549300J4FW1ELLQ80113</lei>
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          <isin value="US40053FAC23"/>
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        <curCd>USD</curCd>
        <valUSD>531235.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>UKRAINE GOVERNMENT</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>Ukraine Government International Bond</title>
        <cusip>000000000</cusip>
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          <isin value="XS1303921487"/>
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        <balance>515000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>159650.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STEM INC</name>
        <lei>549300GVWIYFILN5V546</lei>
        <title>Stem Inc</title>
        <cusip>85859NAA0</cusip>
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          <isin value="US85859NAA00"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122947.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Stem Inc</name>
              <title>Stem Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="34.19650000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>Mirion Technologies Inc</name>
        <lei>549300BNTOWVWFNVTJ65</lei>
        <title>Mirion Technologies Inc</title>
        <cusip>60471A101</cusip>
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          <isin value="US60471A1016"/>
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        <balance>200869.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Stratus CLO</name>
        <lei>N/A</lei>
        <title>Stratus CLO 2021-1 Ltd</title>
        <cusip>863171AE4</cusip>
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          <isin value="US863171AE40"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>395200.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-29</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Eurex Deutschland</name>
        <lei>529900LN3S50JPU47S06</lei>
        <title>EURO-BTP FUTURE SEP22</title>
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          <other otherDesc="BlackRock Identifier" value="IK1U22020"/>
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        <balance>-205.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.95424400"/>
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        <pctVal>0.015178812258</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>Eurex Deutschland</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <indexBasketInfo>
                <indexName>Euro-BTP Italian Bond Futures</indexName>
                <indexIdentifier>IKU2 Comdty</indexIdentifier>
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            <expDate>2022-09-08</expDate>
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        <securityLending>
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      <invstOrSec>
        <name>GALAXY UNIVERSAL LLC</name>
        <lei>N/A</lei>
        <title>Galaxy Universal LLC 1st Lien Term Loan</title>
        <cusip>000000000</cusip>
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          <other otherDesc="LoanX ID" value="LX200679"/>
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        <balance>13291282.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12959000.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.16000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FIVE POINT OP CO LP/FIVE</name>
        <lei>N/A</lei>
        <title>Five Point Operating Co LP / Five Point Capital Corp</title>
        <cusip>33834YAA6</cusip>
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          <isin value="US33834YAA64"/>
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        <balance>2464000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2066680.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.88000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>EQT CORP</title>
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          <other otherDesc="BlackRock Identifier" value="Z95NN3J80"/>
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        <balance>-235.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-57575.00000000</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>EQT Corp</issuerName>
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            <shareNo>100.00000000</shareNo>
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      <invstOrSec>
        <name>BROOKFIELD RESID PROPERT</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>KENBOURNE INVEST SA</name>
        <lei>222100QGH6Y9KFYZ4B27</lei>
        <title>Kenbourne Invest SA</title>
        <cusip>48855KAC4</cusip>
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          <isin value="US48855KAC45"/>
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        <balance>340000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>263032.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>COMCAST CORP</title>
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          <other otherDesc="BlackRock Identifier" value="Z95R3J7D0"/>
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        <balance>-77.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4543.00000000</valUSD>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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                <issuerName>Comcast Corp</issuerName>
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            <shareNo>100.00000000</shareNo>
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      <invstOrSec>
        <name>Lendmark Funding Trust</name>
        <lei>N/A</lei>
        <title>Lendmark Funding Trust 2021-1</title>
        <cusip>52607MAD1</cusip>
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          <isin value="US52607MAD11"/>
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        <balance>2320000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1877828.18000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United Mexican States</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>Mexico Government International Bond</title>
        <cusip>91087BAC4</cusip>
        <identifiers>
          <isin value="US91087BAC46"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>197100.00000000</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>KINETIK HOLDINGS LP</name>
        <lei>549300RD6AJIMYC0HY12</lei>
        <title>Kinetik Holdings LP</title>
        <cusip>49461MAA8</cusip>
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          <isin value="US49461MAA80"/>
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        <balance>562000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>535369.63000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.88000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Volvo AB</name>
        <lei>549300HGV012CNC8JD22</lei>
        <title>Volvo AB</title>
        <cusip>000000000</cusip>
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          <isin value="SE0000115446"/>
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        <balance>396700.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810TA6</cusip>
        <identifiers>
          <isin value="US912810TA60"/>
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        <name>Freddie Mac - SLST</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Chicago Mercantile Exchange</name>
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        <name>BX Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <title>ELI LILLY + CO</title>
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                <issuerName>Eli Lilly &amp; Co</issuerName>
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        <name>Republic of Indonesia</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>Indonesia Government International Bond</title>
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        <invCountry>ID</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Whitebox CLO I Ltd</name>
        <lei>549300C89ZJ5IWOT1F21</lei>
        <title>Whitebox Clo II Ltd</title>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-10-24</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>OneMain Financial Issuance Trust</name>
        <lei>N/A</lei>
        <title>OneMain Financial Issuance Trust 2019-1</title>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>KROGER CO/THE</title>
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        <name>HSBC BANK PLC</name>
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        <name>Redstone Holdco 2 LP</name>
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      <invstOrSec>
        <name>Liberty Broadband Corp</name>
        <lei>549300MIX43II8JLN536</lei>
        <title>Liberty Broadband Corp</title>
        <cusip>530307305</cusip>
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        <fairValLevel>1</fairValLevel>
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        <name>JP Morgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Mortgage Trust 2021-4</title>
        <cusip>46652VCB9</cusip>
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          <isin value="US46652VCB99"/>
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        <balance>933583.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>593911.95000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
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      <invstOrSec>
        <name>THETA CAPITAL PTE LTD</name>
        <lei>2549003I5QVCGQHCYJ52</lei>
        <title>Theta Capital Pte Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="XS2099273737"/>
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        <balance>1400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1204000.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Gulf Stream Meridian 7 Ltd</name>
        <lei>N/A</lei>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VISTRA CORP</name>
        <lei>549300KP43CPCUJOOG15</lei>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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                <issuerName>Alphabet Inc</issuerName>
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        <name>Chicago Mercantile Exchange</name>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>Lendmark Funding Trust</name>
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        <cusip>51507KAC0</cusip>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>Johnson &amp; Johnson</title>
        <cusip>478160104</cusip>
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          <isin value="US4781601046"/>
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        <balance>37925.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6732066.75000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>DOMINICAN REPUBLIC</name>
        <lei>254900EHU7Q8FGVPI369</lei>
        <title>Dominican Republic International Bond</title>
        <cusip>25714PEF1</cusip>
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          <isin value="US25714PEF18"/>
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        <balance>656000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>504218.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>DO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.88000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>RAYMOND JAMES FINANCIAL INC</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="Z95EWSXM8"/>
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        <balance>-51.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6502.50000000</valUSD>
        <pctVal>-0.00034051617</pctVal>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>Raymond James Financial Inc</issuerName>
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      <invstOrSec>
        <name>McDonald's Corp</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>McDonald's Corp</title>
        <cusip>580135101</cusip>
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          <isin value="US5801351017"/>
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        <balance>2074.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>512029.12000000</valUSD>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED EUR / SOLD USD</title>
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        <fairValLevel>2</fairValLevel>
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        <name>ORACLE CORP</name>
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        <title>Oracle Corp</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>INVESCO QQQ TRUST SERIES 1</title>
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                <issuerName>Invesco QQQ Trust Series 1</issuerName>
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        <name>MORGAN STANLEY &amp; CO. INTERNATIONAL</name>
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        <name>Excelerate Energy Inc</name>
        <lei>N/A</lei>
        <title>Excelerate Energy Inc</title>
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        <name>AGILE GROUP HOLDINGS LTD</name>
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        <name>Chicago Board of Trade</name>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <name>Intercontinental Exchange, Inc.</name>
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        <name>Options Clearing Corp.</name>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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          <other otherDesc="Trade Identifier" value="22FJKBB04RC"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Kaisa Group Holdings Ltd</name>
        <lei>254900N8L3L7NRJT0120</lei>
        <title>Kaisa Group Holdings Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="XS1627598094"/>
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        <curCd>USD</curCd>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-06-30</maturityDt>
          <couponKind>None</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>CML ST REGIS ASPEN</name>
        <lei>N/A</lei>
        <title>CML ST Regis Aspen Term Loan</title>
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          <other otherDesc="BlackRock Identifier" value="BRWY4FHV7"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>GLOBALFOUNDRIES Inc</name>
        <lei>549300BA76VK784VMX48</lei>
        <title>GLOBALFOUNDRIES Inc</title>
        <cusip>000000000</cusip>
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          <isin value="KYG393871085"/>
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        <balance>67419.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Valero Energy Corp</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>Valero Energy Corp</title>
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          <isin value="US91913Y1001"/>
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        <balance>41865.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4449412.20000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BOYD GAMING CORP</name>
        <lei>254900787YGRYS2A1Z35</lei>
        <title>Boyd Gaming Corp</title>
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          <isin value="US103304BU40"/>
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        <balance>1803000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1631715.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
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          <annualizedRt>4.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Wells Fargo &amp; Co</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co</title>
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          <isin value="US9497461015"/>
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        <balance>93954.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
        <lei>4PQUHN3JPFGFNF3BB653</lei>
        <title>PURCHASED USD / SOLD CAD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="22FHKBBK7BW"/>
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        <fairValLevel>2</fairValLevel>
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        <name>BX Trust</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-02-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GoldenTree Loan Management US CLO1, LTD</name>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-20</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Diversey Holdings Ltd</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ECOPETROL SA</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>BANCO MERCANTIL DE NORTE</name>
        <lei>549300QTVYRPFHS0J362</lei>
        <title>Banco Mercantil del Norte SA/Grand Cayman</title>
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          <isin value="US05971PAA66"/>
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        <balance>913000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>857078.75000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>MX</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>SALESFORCE INC</name>
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        <title>Salesforce Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Emerald Technologies (U.S.) Acquisitionco, Inc</name>
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        <name>COMMERCIAL METALS CO</name>
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        <name>Goldman Sachs International</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>United States Steel Corp</name>
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        <name>YANLORD LAND HK CO LTD</name>
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        <name>Science Strategic Acquisition Corp Alpha</name>
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        <name>DR Horton Inc</name>
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        <name>LIGHTNING EMOTORS INC</name>
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        <name>KANE BIDCO LTD</name>
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        <name>Offerpad Solutions Inc</name>
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        <name>GS Mortgage Securities Trust</name>
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        <name>Ariston Holding NV</name>
        <lei>815600CC86D25A205563</lei>
        <title>Ariston Holding NV</title>
        <cusip>000000000</cusip>
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          <isin value="NL0015000N33"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.95424400"/>
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        <pctVal>0.204169730940</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FANTASIA HOLDINGS GROUP</name>
        <lei>5493005JQNLB3I01JW62</lei>
        <title>Fantasia Holdings Group Co Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="XS2210790783"/>
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        <balance>1200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>99000.00000000</valUSD>
        <pctVal>0.005184329273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>XEROX HOLDINGS CORP</name>
        <lei>5493000Y33XDVO2CXC18</lei>
        <title>Xerox Holdings Corp</title>
        <cusip>98421MAA4</cusip>
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          <isin value="US98421MAA45"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1860360.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF GUATEMALA</name>
        <lei>529900QKDFFU9UWW5315</lei>
        <title>Guatemala Government Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="USP5015VAM83"/>
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        <balance>596000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>458286.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMAZON.COM INC</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>Amazon.com Inc</title>
        <cusip>023135CB0</cusip>
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          <isin value="US023135CB05"/>
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        <balance>502000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>395306.86000000</valUSD>
        <pctVal>0.020701019457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>SWP: USD 0.700000 22-FEB-2026</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRWHLV5R2"/>
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        <balance>4157941.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>334686.57000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - 3M US Dollar LIBOR BBA" floatingRtSpread="0.00000000" pmntAmt="6778.55000000">
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            <upfrontRcpt>-28.04000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>4157941.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>334714.61000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Schlumberger NV</name>
        <lei>213800ZUA17OK3QLGM62</lei>
        <title>Schlumberger NV</title>
        <cusip>806857108</cusip>
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          <isin value="AN8068571086"/>
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        <balance>4639.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>165890.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREEWIRE TECH NOTES + WTS</name>
        <lei>N/A</lei>
        <title>FREEWIRE TECH NOTES + WTS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRY0DBUF8"/>
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        <balance>2255000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2308218.00000000</valUSD>
        <pctVal>0.120874365121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Republic of Guatemala</name>
        <lei>529900QKDFFU9UWW5315</lei>
        <title>Guatemala Government Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="USP5015VAF33"/>
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        <balance>487000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>467915.69000000</valUSD>
        <pctVal>0.024503323325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810TB4</cusip>
        <identifiers>
          <isin value="US912810TB44"/>
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        <balance>11615200.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8715029.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.88000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>ABBOTT LABORATORIES</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94Y6ATS5"/>
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        <balance>100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>30850.00000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>Abbott Laboratories</issuerName>
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            <shareNo>100.00000000</shareNo>
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      <invstOrSec>
        <name>MARRIOTT OWNERSHIP RESOR</name>
        <lei>BW4532OH033VURR0IT68</lei>
        <title>Marriott Ownership Resorts Inc</title>
        <cusip>57164PAF3</cusip>
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          <isin value="US57164PAF36"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>COCA-COLA CO/THE</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>Coca-Cola Co/The</title>
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          <isin value="US191216DC18"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIBANK NA</name>
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        <name>Park Avenue Institutional Advisers CLO</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>PUMA INTERNATIONAL FINAN</name>
        <lei>222100YFBPO7IDRUBR17</lei>
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        <cusip>000000000</cusip>
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          <isin value="XS1696810743"/>
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        <balance>585000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>529425.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-06</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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          <other otherDesc="BlackRock Identifier" value="BRY39XXC3"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3920.84000000</valUSD>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>JP MORGAN CHASE BANK</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                    <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
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                  <derivAddlInfo>
                    <name>Intercontinental Exchange, Inc.</name>
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                      <other otherDesc="Internal Identifier" value="OP001QVR8E"/>
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                    <balance>3707999.00000000</balance>
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                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>N/A</curCd>
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                    <indexBasketInfo>
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                  <otherRecDesc fixedOrFloating="Other">buy protection</otherRecDesc>
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                  <upfrontRcpt>0.00000000</upfrontRcpt>
                  <rcptCurCd>N/A</rcptCurCd>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>13185.64000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie Inc</title>
        <cusip>00287Y109</cusip>
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          <isin value="US00287Y1091"/>
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        <balance>60083.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9202312.28000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Lendmark Funding Trust</name>
        <lei>N/A</lei>
        <title>Lending Funding Trust 2020-2</title>
        <cusip>51507KAD8</cusip>
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          <isin value="US51507KAD81"/>
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        <balance>2830000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2741229.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tractor Supply Co</name>
        <lei>549300OJ9VZHZRO6I137</lei>
        <title>Tractor Supply Co</title>
        <cusip>892356106</cusip>
        <identifiers>
          <isin value="US8923561067"/>
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        <balance>12145.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2354308.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP Morgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Mortgage Trust 2021-4</title>
        <cusip>46652VCA1</cusip>
        <identifiers>
          <isin value="US46652VCA17"/>
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        <balance>1244940.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>919461.39000000</valUSD>
        <pctVal>0.048149400000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IBM CORP</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>International Business Machines Corp</title>
        <cusip>459200KC4</cusip>
        <identifiers>
          <isin value="US459200KC42"/>
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        <balance>194000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171438.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
        <lei>4PQUHN3JPFGFNF3BB653</lei>
        <title>PURCHASED USD / SOLD HKD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22FGKBB2QV2"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83040133"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Morgan Stanley &amp; Co. International PLC</counterpartyName>
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            <amtCurPur>23001777.75000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Verus Securitization Trust</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust 2020-5</title>
        <cusip>92538CAE1</cusip>
        <identifiers>
          <isin value="US92538CAE12"/>
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        <balance>2400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2153312.88000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.71000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Republic of Paraguay</name>
        <lei>529900UXKJTJPCU0HK83</lei>
        <title>Paraguay Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="USP75744AF25"/>
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        <balance>529000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>415860.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.60000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DAVE &amp; BUSTER'S INC</name>
        <lei>549300JAVWTAY1FT5Z45</lei>
        <title>Dave &amp; Buster's Inc</title>
        <cusip>23833NAH7</cusip>
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          <isin value="US23833NAH70"/>
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        <balance>154000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>152075.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.63000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Unilever PLC</name>
        <lei>549300MKFYEKVRWML317</lei>
        <title>Unilever PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB00B10RZP78"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Air Products and Chemicals Inc</name>
        <lei>7QEON6Y1RL5XR3R1W237</lei>
        <title>Air Products and Chemicals Inc</title>
        <cusip>009158106</cusip>
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          <isin value="US0091581068"/>
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        <balance>35799.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8608943.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Pronovias SL</name>
        <lei>95980020140005338087</lei>
        <title>Pronovias SL EUR Term Loan B3</title>
        <cusip>000000000</cusip>
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          <other otherDesc="LoanX ID" value="LX171236"/>
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        <balance>3719637.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.95424400"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-02</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AGL CLO 5 Ltd</name>
        <lei>549300N06ILVP775P131</lei>
        <title>AGL CLO 5 Ltd</title>
        <cusip>00119UAC5</cusip>
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          <isin value="US00119UAC53"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2671054.20000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Springs Windows Fashions, LLC</name>
        <lei>N/A</lei>
        <title>Springs Windows Fashions, LLC 2021 Term Loan B</title>
        <cusip>78489HAB4</cusip>
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          <isin value="US78489HAB42"/>
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        <balance>550000.00000000</balance>
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        <valUSD>450312.50000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>XEROX HOLDINGS CORP</name>
        <lei>5493000Y33XDVO2CXC18</lei>
        <title>Xerox Holdings Corp</title>
        <cusip>98421MAB2</cusip>
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        <balance>1185000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>990740.79000000</valUSD>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>White Cap Buyer LLC</name>
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        <name>VICI PROPERTIES LP</name>
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        <name>Tricon Residential</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>Options Clearing Corp.</name>
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        <name>Avoca CLO</name>
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        <name>VanEck Semiconductor ETF</name>
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        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>GENERAL MOTORS CO</title>
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        <name>Thermo Fisher Scientific Inc</name>
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        <name>HTA GROUP LTD</name>
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        <name>Costco Wholesale Corp</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
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        <name>Cordatus CLO PLC</name>
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        <name>Options Clearing Corp.</name>
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        <name>Pear Therapeutics Inc</name>
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        <name>Eurex Deutschland</name>
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      <invstOrSec>
        <name>Palmer Square Loan Funding Ltd</name>
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        <name>NEW HOME CO INC/THE</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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      <invstOrSec>
        <name>AZUL INVESTMENTS LLP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Carval CLO LTD</name>
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        <name>Green Plains Inc</name>
        <lei>VJ5WLTHARBSDR14KIZ98</lei>
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        <name>Options Clearing Corp.</name>
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        <name>MORGAN STANLEY &amp; CO. INTERNATIONAL</name>
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        <name>PROMIGAS/GASES PACIFICO</name>
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        <name>Highland Transcend Partners I Corp</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SMB Private Education Loan Trust</name>
        <lei>N/A</lei>
        <title>SMB Private Education Loan Trust 2021-C</title>
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      <invstOrSec>
        <name>Masco Corp</name>
        <lei>5GCSNMQXHEYA1JO8QN11</lei>
        <title>Masco Corp</title>
        <cusip>574599106</cusip>
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        <balance>18600.00000000</balance>
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        <name>Constellation Automotive Limited</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GMR HYDERABAD INTERNATIO</name>
        <lei>335800NSPGIN89SVOU83</lei>
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          <isin value="USY3004WAA00"/>
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        <name>ARAB REPUBLIC OF EGYPT</name>
        <lei>529900GFIVH4086NMH82</lei>
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        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <name>Chicago Mercantile Exchange</name>
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      <invstOrSec>
        <name>CENTENNIAL RESOURCE PROD</name>
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        <name>ICE Futures Europe - Financial Products Division</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>SAP SE</title>
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        <fairValLevel>1</fairValLevel>
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        <name>MEXICO CITY ARPT TRUST</name>
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        <title>Mexico City Airport Trust</title>
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        <name>Marqeta Inc</name>
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        <name>Options Clearing Corp.</name>
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        <name>NIKE Inc</name>
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        <name>DEUCE FINCO</name>
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        <title>Deuce Finco Plc</title>
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        <name>Options Clearing Corp.</name>
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        <title>DYNATRACE INC</title>
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        <name>KENBOURNE INVEST SA</name>
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        <name>Wells Fargo Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Green Plains Operating Company LLC</name>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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                <issuerName>iShares iBoxx High Yield Corporate Bond ETF</issuerName>
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        <name>EQUINIX INC</name>
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        <name>Micron Technology Inc</name>
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        <name>EARTHSTONE ENERGY HOL</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>REPUBLIC OF INDONESIA</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CHARTER COMM OPT LLC/CAP</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating LLC / Charter Communications Operating Capital</title>
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        <identifiers>
          <isin value="US161175BY99"/>
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        <balance>328000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215704.47000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>RRP AZUL INVEST</title>
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          <other otherDesc="BlackRock Identifier" value="BRY31DDZ6"/>
        </identifiers>
        <balance>-207975.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-207975.00000000</valUSD>
        <pctVal>-0.01089101899</pctVal>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.00000000</repurchaseRt>
          <maturityDt>2049-12-31</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>207975.00000000</principalAmt>
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              <collateralVal>208071.77000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mariner Finance Issuance Trust</name>
        <lei>N/A</lei>
        <title>Mariner Finance Issuance Trust 2021-A</title>
        <cusip>56848DAE9</cusip>
        <identifiers>
          <isin value="US56848DAE94"/>
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        <balance>1420000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1280263.20000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.40000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PITNEY BOWES INC</name>
        <lei>549300N2O26NW4ST6W55</lei>
        <title>Pitney Bowes Inc</title>
        <cusip>724479AP5</cusip>
        <identifiers>
          <isin value="US724479AP57"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1588427.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.88000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Grupo KUO SAB De CV</name>
        <lei>549300WIYIAVCFZI6Z04</lei>
        <title>Grupo KUO SAB De CV</title>
        <cusip>40052CAC0</cusip>
        <identifiers>
          <isin value="US40052CAC01"/>
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        <balance>585000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>527962.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PENINSULA PACIFIC ENTERT</name>
        <lei>N/A</lei>
        <title>Peninsula Pacific Entertainment LLC / Peninsula Pacific Entertainment Finance In</title>
        <cusip>70715XAA4</cusip>
        <identifiers>
          <isin value="US70715XAA46"/>
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        <balance>5448000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5718220.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2015-CCRE25 Mortgage Trust</title>
        <cusip>12593PBA9</cusip>
        <identifiers>
          <isin value="US12593PBA93"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1841973.60000000</valUSD>
        <pctVal>0.096458562176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.68000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UKRAINE GOVERNMENT</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>Ukraine Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1902171591"/>
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        <balance>1113000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>278250.00000000</valUSD>
        <pctVal>0.014571107276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.99000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>DYNATRACE INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z95CNX3P7"/>
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        <balance>-111.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-37185.00000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>Dynatrace Inc</issuerName>
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            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
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            <delta>XXXX</delta>
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      </invstOrSec>
      <invstOrSec>
        <name>Sixth Street CLO XVI, LTD.</name>
        <lei>N/A</lei>
        <title>Sixth Street CLO XIX Ltd</title>
        <cusip>83011MAA2</cusip>
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          <isin value="US83011MAA27"/>
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        <balance>3750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3310627.50000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CEMEX SAB DE CV</name>
        <lei>549300RIG2CXWN6IV731</lei>
        <title>Cemex SAB de CV</title>
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          <isin value="USP2253TJR16"/>
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        <balance>428000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>322369.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>IPS CORPORATION</name>
        <lei>25490024F0AS5UR7DB02</lei>
        <title>IPS Corporation 2021 Term Loan</title>
        <cusip>12659EAC2</cusip>
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          <isin value="US12659EAC21"/>
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        <balance>632391.49000000</balance>
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        <curCd>USD</curCd>
        <valUSD>579428.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-02</maturityDt>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>LITIGATION FEE RESIDUAL</name>
        <lei>N/A</lei>
        <title>LITIGATION FEE RESIDUAL</title>
        <cusip>53689HAA7</cusip>
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          <isin value="US53689HAA77"/>
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        <balance>4386198.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4194521.43000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>SERVICENOW INC</title>
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        <curCd>USD</curCd>
        <valUSD>-12485.00000000</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>ServiceNow Inc</issuerName>
                <issueTitle>ServiceNow Inc</issueTitle>
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                  <isin value="US81762P1021"/>
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            <shareNo>100.00000000</shareNo>
            <exercisePrice>550.00000000</exercisePrice>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SVF INVESTMENT CORP 3</name>
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        <name>BX Trust</name>
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      <invstOrSec>
        <name>CITIBANK NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Capri Holdings Ltd</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Chicago Mercantile Exchange</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freedom Mortgage Corp</name>
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      <invstOrSec>
        <name>Porsche Automobil Holding SE</name>
        <lei>52990053Z17ZYM1KFV27</lei>
        <title>Porsche Automobil Holding SE</title>
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        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS SA</name>
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        <name>TAYLOR MORRISON COMM</name>
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        <name>Options Clearing Corp.</name>
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        <name>MOODY'S CORPORATION</name>
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        <title>Moody's Corp</title>
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        <name>China Evergrande Group</name>
        <lei>549300CUF7B1LAB15T90</lei>
        <title>China Evergrande Group</title>
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        <balance>500000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <name>STAR ENERGY CO ISSUE</name>
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        <name>Options Clearing Corp.</name>
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        <name>UBS AG</name>
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        <name>Citibank N.A.</name>
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        <name>Bausch Health Cos Inc</name>
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        <name>Park Avenue Institutional Advisers CLO</name>
        <lei>N/A</lei>
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        <name>Crown Point CLO Ltd</name>
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        <name>Oportun Funding LLC</name>
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        <name>Pikes Peak CLO</name>
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        <name>JINGRUI HOLDINGS LTD</name>
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        <name>Akzo Nobel NV</name>
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        <name>YPF SOCIEDAD ANONIMA</name>
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        <name>Goldman Sachs International</name>
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        <name>OCP CLO Ltd</name>
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        <name>INDIA CLEANTECH ENERGY</name>
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        <name>Options Clearing Corp.</name>
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        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <name>iShares China Large-Cap ETF</name>
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        <name>Palmer Square CLO Ltd</name>
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        <name>Societe Generale SA</name>
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        <name>Morgan Stanley Capital I Trust</name>
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        <name>CONTINUUM ENERGY LEVANTE</name>
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        <name>Seagen Inc</name>
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        <name>College Ave Student Loans</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Oracle Corp</name>
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        <name>ARABIAN CENTRES SUKUK II</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <name>Apidos CLO</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Post CLO LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS SECURITIES LLC</name>
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        <name>RENEW POWER PVT LTD</name>
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        <name>Alphabet Inc</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Lehman Brothers Small Balance Commercial</name>
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        <name>PLANET LABS PBC</name>
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        <valUSD>678597.60000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NATIONSTAR MTG HLD INC</name>
        <lei>N/A</lei>
        <title>Nationstar Mortgage Holdings Inc</title>
        <cusip>63861CAE9</cusip>
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          <isin value="US63861CAE93"/>
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        <balance>488000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>373661.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MARCOLIN SPA</name>
        <lei>815600C8D55034EB5379</lei>
        <title>Marcolin SpA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2346564060"/>
        </identifiers>
        <balance>928000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.95424400"/>
        <valUSD>840206.80000000</valUSD>
        <pctVal>0.043999077868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.13000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KANE BIDCO LTD</name>
        <lei>213800IT8MD1MLYZWC24</lei>
        <title>Kane Bidco Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2436311570"/>
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        <balance>615000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.95424400"/>
        <valUSD>569447.50000000</valUSD>
        <pctVal>0.029820235797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARES CLO Ltd</name>
        <lei>N/A</lei>
        <title>Ares LIX CLO Ltd</title>
        <cusip>04018GAA4</cusip>
        <identifiers>
          <isin value="US04018GAA40"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>624005.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.43000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MNTN DIGITAL</name>
        <lei>N/A</lei>
        <title>MNTN DIGITAL</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRWV0TJ78"/>
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        <balance>58924.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>853808.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VTR COMUNICACIONES SPA</name>
        <lei>213800XDZJKMC1AEUV94</lei>
        <title>VTR Comunicaciones SpA</title>
        <cusip>000000000</cusip>
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          <isin value="USP9810XAA92"/>
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        <balance>434000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>321648.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.13000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ROTOR ACQUI</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRWCPCJ47"/>
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        <balance>25291.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10116.40000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>N/A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Rotor Acquisition Corp</issuerName>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-15174.60000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>ROMANIA</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>Romanian Government International Bond</title>
        <cusip>77586RAH3</cusip>
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          <isin value="US77586RAH30"/>
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        <balance>74000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56924.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Whitebox CLO I Ltd</name>
        <lei>549300E4AC0513DYO913</lei>
        <title>Whitebox Clo I Ltd</title>
        <cusip>96467CAC1</cusip>
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          <isin value="US96467CAC10"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>596700.00000000</valUSD>
        <pctVal>0.031247366439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cenovus Energy Inc</name>
        <lei>549300EIRQ0Z2B9C1W06</lei>
        <title>Cenovus Energy Inc</title>
        <cusip>15135U109</cusip>
        <identifiers>
          <isin value="CA15135U1093"/>
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        <balance>194649.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.28720000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lloyds Banking Group PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB0008706128"/>
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        <balance>19525007.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.82149000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AVAYA INC</name>
        <lei>J6LB5QIFSP2MFEFG4U76</lei>
        <title>Avaya Inc</title>
        <cusip>053499AL3</cusip>
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          <isin value="US053499AL36"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42412.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.13000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>10Y RTP 3.200000 12-AUG-2022</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRY2BATM5"/>
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        <balance>-5845183.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24132.01000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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            <shareNo>1.00000000</shareNo>
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      <invstOrSec>
        <name>Mello Warehouse Securitization Trust</name>
        <lei>N/A</lei>
        <title>Mello Warehouse Securitization Trust 2020-2</title>
        <cusip>58551VAF9</cusip>
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        <balance>1368000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1347707.50000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>ABBOTT LABORATORIES</title>
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          <other otherDesc="BlackRock Identifier" value="Z94Y6ADV5"/>
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        <balance>-100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-71250.00000000</valUSD>
        <pctVal>-0.00373114606</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Abbott Laboratories</issuerName>
                <issueTitle>Abbott Laboratories</issueTitle>
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                  <isin value="US0028241000"/>
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            <shareNo>100.00000000</shareNo>
            <exercisePrice>105.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-01-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-18474.14000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <name>Bank of America N.A.</name>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>KINS TECHNOLOGY</name>
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        <name>Avoca CLO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Enbridge Inc</name>
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        <name>Pandora A/S</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ALPHABET INC</name>
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        <name>Alibaba Group Holding Ltd</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <name>Chicago Mercantile Exchange</name>
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      <invstOrSec>
        <name>EVgo Inc</name>
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        <name>SUZANO AUSTRIA GMBH</name>
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        <name>Eurex Deutschland</name>
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                <issuerName>Mercedes-Benz Group AG</issuerName>
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        <name>Carval CLO LTD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Raymond James Financial Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <title>HUMANA INC</title>
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        <fairValLevel>1</fairValLevel>
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        <name>COMCAST CORP</name>
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        <name>Naked Juice LLC</name>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <name>CALPINE CORP</name>
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        <name>Republic of Sri Lanka</name>
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        <name>BANK OF AMERICA CORP</name>
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        <name>KWG GROUP HOLDINGS</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Nelnet Student Loan Trust</name>
        <lei>N/A</lei>
        <title>Nelnet Student Loan Trust 2021-B</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Great Canadian Gaming Corporation</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <fairValLevel>2</fairValLevel>
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                <issuerName>iShares iBoxx High Yield Corporate Bond ETF</issuerName>
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      <invstOrSec>
        <name>AMN HEALTHCARE INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Generac Holdings Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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        <name>State Street Bank &amp; Trust Co.</name>
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        <name>Henley CLO</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>Madison Park Funding Ltd</name>
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        <name>American Auto Auction Group, LLC</name>
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        <name>AltC Acquisition Corp</name>
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        <name>Bank of America N.A.</name>
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        <name>Liberty Media Corp-Liberty SiriusXM</name>
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        <name>Options Clearing Corp.</name>
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        <invCountry>GG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UNITED WHOLESALE MTGE LL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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      <invstOrSec>
        <name>Herschend Entertainment Company, LLC</name>
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        <name>Workday Inc</name>
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        <name>VENTURE GLOBAL CALCASIEU</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Chicago Mercantile Exchange</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>APRES STATIC CLO 1, LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NETWORK I2I LTD</name>
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        <title>Network i2i Ltd</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>MU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Birch Grove CLO Ltd.</name>
        <lei>N/A</lei>
        <title>Birch Grove CLO 2 Ltd</title>
        <cusip>09077MAC4</cusip>
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          <isin value="US09077MAC47"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CONNECT FINCO SARL/CONNE</name>
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      <invstOrSec>
        <name>AGL CLO 3 Ltd.</name>
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        <name>Options Clearing Corp.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Aimco</name>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Chicago Board of Trade</name>
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        <name>Stryker Corp</name>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Coupang Inc</name>
        <lei>549300XR4L1D80AK4W76</lei>
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        <curCd>USD</curCd>
        <valUSD>581999.25000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CENTENE CORP</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corp</title>
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          <isin value="US15135BAZ40"/>
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        <balance>1017000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>809023.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-08-01</maturityDt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TEXAS CAPITAL BANK NA</name>
        <lei>38PG5GG0OEQK4QMSKE59</lei>
        <title>Texas Capital Bank NA</title>
        <cusip>88225GAA6</cusip>
        <identifiers>
          <isin value="US88225GAA67"/>
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        <balance>3800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3645602.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-30</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PARK INTERMED HOLDINGS</name>
        <lei>N/A</lei>
        <title>Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer</title>
        <cusip>70052LAC7</cusip>
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          <isin value="US70052LAC72"/>
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        <balance>1126000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>966856.79000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.88000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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          <other otherDesc="Trade Identifier" value="22FKKBB2MQX"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Deutsche Bank AG</counterpartyName>
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      <invstOrSec>
        <name>GALAXY PIPELINE ASSETS</name>
        <lei>549300L82YB0C6JQIC26</lei>
        <title>Galaxy Pipeline Assets Bidco Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="XS2249741245"/>
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        <balance>436000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>352424.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.63000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>ALPHABET INC</title>
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          <other otherDesc="BlackRock Identifier" value="Z95KTG1N7"/>
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        <balance>-21.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-76440.00000000</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>Alphabet Inc</issuerName>
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      <invstOrSec>
        <name>Anchorage Capital Europe CLO</name>
        <lei>635400DODOOELVF8BK72</lei>
        <title>Anchorage Capital Europe CLO 2021-4 DAC</title>
        <cusip>000000000</cusip>
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          <isin value="XS2294170886"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.95424400"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Adyen NV</name>
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        <title>Adyen NV</title>
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          <isin value="NL0012969182"/>
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        <balance>3795.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.95424400"/>
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        <assetCat>EC</assetCat>
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        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>HCA Inc</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA Inc</title>
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        <balance>881000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>876383.56000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>XHR LP</name>
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        <title>XHR LP</title>
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        <balance>861000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>830311.70000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Chicago Mercantile Exchange</name>
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        <title>FSWP: USD 1.400000 12-OCT-2031</title>
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      <invstOrSec>
        <name>NPC UKRENERGO</name>
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        <title>NPC Ukrenergo</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>URSA MAJOR TECHNOLOGIES INC</name>
        <lei>N/A</lei>
        <title>URSA MAJOR TECHNOLOGIES INC</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD MXN</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="22FJKBB04RJ"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurPur>343657.52000000</amtCurPur>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TICP CLO Ltd</name>
        <lei>N/A</lei>
        <title>TICP CLO XV Ltd</title>
        <cusip>87250TAA8</cusip>
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          <isin value="US87250TAA88"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>448683.60000000</valUSD>
        <pctVal>0.023496197192</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Dun &amp; Bradstreet Corporation (The)</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Chevron Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SERVICE PROPERTIES TRUST</name>
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        <balance>226000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>N/A</lei>
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          <isin value="US35564KKL25"/>
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        <balance>1166667.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>924810.05000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Adobe Inc</name>
        <lei>FU4LY2G4933NH2E1CP29</lei>
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          <isin value="US00724F1012"/>
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        <balance>1416.00000000</balance>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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          <other otherDesc="Trade Identifier" value="22FQKBBVF3X"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc</title>
        <cusip>92343VFW9</cusip>
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        <balance>328000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>ELI LILLY + CO</title>
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        <curCd>USD</curCd>
        <valUSD>-6965.00000000</valUSD>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <putOrCall>Put</putOrCall>
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                <issuerName>Eli Lilly &amp; Co</issuerName>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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                      <other otherDesc="Internal Identifier" value="OP001LQR5E"/>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>ALPHABET INC</title>
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                <issuerName>Alphabet Inc</issuerName>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2021-FCMT</title>
        <cusip>95003EAG1</cusip>
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          <isin value="US95003EAG17"/>
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        <balance>750000.00000000</balance>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SAUDI INTERNATIONAL BOND</name>
        <lei>635400FMICXSM3SI3H65</lei>
        <title>Saudi Government International Bond</title>
        <cusip>80413TAK5</cusip>
        <identifiers>
          <isin value="US80413TAK51"/>
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        <balance>452000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>457650.00000000</valUSD>
        <pctVal>0.023965740323</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Latch Inc</name>
        <lei>N/A</lei>
        <title>Latch Inc</title>
        <cusip>51818V114</cusip>
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          <isin value="US51818V1145"/>
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        <balance>10196.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1223.52000000</valUSD>
        <pctVal>0.000064072025</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>N/A</counterpartyName>
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                <issuerName>Latch Inc</issuerName>
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            <unrealizedAppr>-21431.50000000</unrealizedAppr>
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      <invstOrSec>
        <name>Alphabet Inc</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>Alphabet Inc</title>
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          <isin value="US02079K1079"/>
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        <balance>4742.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Verus Securitization Trust</name>
        <lei>N/A</lei>
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          <isin value="US92538CAF86"/>
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        <balance>1400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1243486.44000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP Paribas SA</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BONOS Y OBLIG DEL ESTADO</name>
        <lei>9598007A56S18711AH60</lei>
        <title>Spain Government Bond</title>
        <cusip>000000000</cusip>
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          <isin value="ES0000012I32"/>
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        <balance>1487000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.95424400"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Invesco QQQ Trust Series 1</name>
        <lei>549300VY6FEJBCIMET58</lei>
        <title>Invesco QQQ Trust Series 1</title>
        <cusip>46090E103</cusip>
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          <isin value="US46090E1038"/>
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        <balance>14100.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cie Financiere Richemont SA</name>
        <lei>549300YIPGJ6UX2QPS51</lei>
        <title>Cie Financiere Richemont SA</title>
        <cusip>000000000</cusip>
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          <isin value="CH0210483332"/>
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        <balance>22068.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.95465000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HILONG HOLDING LTD</name>
        <lei>5493007WSRWZ0UF15X65</lei>
        <title>Hilong Holding Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2344083139"/>
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        <balance>410000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>222758.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>OCCIDENTAL PETROLEUM CORP</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="Z95MWTLU3"/>
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        <balance>122.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1403.00000000</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>Occidental Petroleum Corp</issuerName>
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      <invstOrSec>
        <name>BONOS Y OBLIG DEL ESTADO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
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      <invstOrSec>
        <name>FRONTIER COMMUNICATIONS</name>
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      <invstOrSec>
        <name>SINIC HOLDINGS GROUP CO</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>State Street Bank &amp; Trust Co.</name>
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        <name>JUMPCLOUD INC</name>
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      <invstOrSec>
        <name>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>Sempra Energy</title>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Dartry Park CLO</name>
        <lei>549300EK539GMKPB1K76</lei>
        <title>Dartry Park CLO DAC</title>
        <cusip>000000000</cusip>
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        <invCountry>IE</invCountry>
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      <invstOrSec>
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        <name>LCH Limited</name>
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      <invstOrSec>
        <name>LG Energy Solution Ltd</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CIFC European Funding CLO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AMAZON.COM INC</name>
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        <name>Target Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Signet Jewelers Ltd</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>United States Treasury</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Playstudios Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>JPMORGAN CHASE &amp; CO</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Marsh &amp; McLennan Cos Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Walmart Inc</name>
        <lei>Y87794H0US1R65VBXU25</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>Medical Solutions Holdings, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>JPMorgan Chase Bank N.A.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ICE Futures Europe</name>
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        <name>Compass Group PLC</name>
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        <name>Golub Capital Partners CLO, LTD</name>
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        <name>Citigroup Commercial Mortgage Trust</name>
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        <name>Vantage Towers AG</name>
        <lei>213800BBQO965UPQ7J59</lei>
        <title>Vantage Towers AG</title>
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        <name>BRASKEM IDESA SAPI</name>
        <lei>YH0V7ZHY352ITDGEYB83</lei>
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        <invCountry>MX</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Databricks, Inc, Series G</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Elmwood CLO I Ltd.</name>
        <lei>N/A</lei>
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        <cusip>29001QAE0</cusip>
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          <isin value="US29001QAE08"/>
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        <curCd>USD</curCd>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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            <putOrCall>Put</putOrCall>
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      <invstOrSec>
        <name>DOMINICAN REPUBLIC</name>
        <lei>254900EHU7Q8FGVPI369</lei>
        <title>Dominican Republic International Bond</title>
        <cusip>000000000</cusip>
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          <isin value="USP3579EBV85"/>
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        <invCountry>DO</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>BRF SA</name>
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        <balance>383000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>BR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN TOWER CORP</name>
        <lei>5493006ORUSIL88JOE18</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>IVORY COAST</name>
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        <title>Ivory Coast Government International Bond</title>
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        <balance>906000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>800847.38000000</valUSD>
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        <invCountry>CI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
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        <title>SWP: USD 1.400000 07-APR-2031</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHARTER COMM OPT LLC/CAP</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Whitebox CLO III Ltd</name>
        <lei>549300JXCQSPB1A61C68</lei>
        <title>Whitebox CLO III Ltd</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Li Auto Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SUN COUNTRY AIRLINES HOLDINGS INC</name>
        <lei>N/A</lei>
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        <name>MILLICOM INTL CELLULAR</name>
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        <title>Millicom International Cellular SA</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Altus Power Inc</name>
        <lei>5493005V83PBRWNLK259</lei>
        <title>Altus Power Inc</title>
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        <name>COVANTA HOLDING CORP</name>
        <lei>40XIFLS8XDQGGHGPGC04</lei>
        <title>Covanta Holding Corp</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>EUR P CHF C @1.000000 EO</title>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                <fwdDeriv derivCat="FWD">
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                    <counterpartyName>JPMorgan International Bank Ltd.</counterpartyName>
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                  <derivAddlInfo>
                    <name>JPMorgan International Bank Ltd.</name>
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                      <other otherDesc="Internal Identifier" value="OP001S4X1E"/>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-1154.41000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>CAESARS ENTERTAIN INC</name>
        <lei>549300FA4CTCW903Y781</lei>
        <title>Caesars Entertainment Inc</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hedosophia European Growth</name>
        <lei>549300Q5OZTF68OGPY72</lei>
        <title>Hedosophia European Growth</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>GENERAL MOTORS CO</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                <issuerName>General Motors Co</issuerName>
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            <shareNo>100.00000000</shareNo>
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            <unrealizedAppr>-7121.10000000</unrealizedAppr>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>DOLLAR TREE INC</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                <issuerName>Dollar Tree Inc</issuerName>
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            <shareNo>100.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>1334.71000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Cano Health Inc</name>
        <lei>N/A</lei>
        <title>Cano Health Inc</title>
        <cusip>13781Y111</cusip>
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          <isin value="US13781Y1111"/>
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        <balance>33630.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>N/A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
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                <issuerName>Cano Health Inc</issuerName>
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            <shareNo>11.50000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-136874.10000000</unrealizedAppr>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <title>INVESCO QQQ TRUST SERIES 1</title>
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        <fairValLevel>1</fairValLevel>
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            <putOrCall>Call</putOrCall>
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                <issuerName>Invesco QQQ Trust Series 1</issuerName>
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            <shareNo>100.00000000</shareNo>
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      <invstOrSec>
        <name>ALPEK SA DE CV</name>
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        <title>Alpek SAB de CV</title>
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          <isin value="US020564AE00"/>
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        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Arab Republic of Egypt</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>Egypt Government International Bond</title>
        <cusip>038461AM1</cusip>
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          <isin value="US038461AM14"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>235000.00000000</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>EG</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Nice Ltd</name>
        <lei>254900YTY4EF5Z4W0A51</lei>
        <title>Nice Ltd</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Exxon Mobil Corp</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>Exxon Mobil Corp</title>
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      <invstOrSec>
        <name>Cellnex Telecom SA</name>
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        <name>OSD CLO 2021-23 Ltd</name>
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        <name>BANK BAHRAIN &amp; KUWAIT</name>
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        <name>Ajax Mortgage Loan Trust</name>
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        <title>Ajax Mortgage Loan Trust 2021-E</title>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>FEDEX CORP</title>
        <cusip>000000000</cusip>
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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            <putOrCall>Put</putOrCall>
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        <name>SASOL Financing USA LLC</name>
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        <name>SPDR Bloomberg High Yield Bond ETF</name>
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        <name>Options Clearing Corp.</name>
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        <name>ELEVANCE HEALTH INC</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Bank of America N.A.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Kingdom of Bahrain</name>
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        <name>iShares Russell 2000 ETF</name>
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        <name>Options Clearing Corp.</name>
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        <name>BX Trust</name>
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      <invstOrSec>
        <name>BROADCOM INC</name>
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        <name>Verus Securitization Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SANI/IKOS FINANCIAL HLDG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>LEVEL 3 FINANCING INC</name>
        <lei>254900AE5FEFIJOXWL19</lei>
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        <balance>1880000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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      <invstOrSec>
        <name>SRS DISTRIBUTION INC</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>One New York Plaza Trust 2020-1NYP</name>
        <lei>N/A</lei>
        <title>One New York Plaza Trust 2020-1NYP</title>
        <cusip>68249DAJ8</cusip>
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          <isin value="US68249DAJ81"/>
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        <balance>630000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>599330.78000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>LEVIATHAN BOND LTD</name>
        <lei>254900D9T8VKYVQNZ220</lei>
        <title>Leviathan Bond Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="IL0011677668"/>
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        <balance>1110236.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1092611.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TJX Cos Inc/The</name>
        <lei>V167QI9I69W364E2DY52</lei>
        <title>TJX Cos Inc/The</title>
        <cusip>872540109</cusip>
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        <balance>77617.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>GENERAL MOTORS CO</title>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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                <issuerName>General Motors Co</issuerName>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>SWP: USD 1.575000 01-FEB-2051</title>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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      <invstOrSec>
        <name>BUCKEYE PARTNERS LP</name>
        <lei>549300C1PQJLVEIUBK50</lei>
        <title>Buckeye Partners LP</title>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>REPUBLIC OF PANAMA</name>
        <lei>549300SHS4T08CL0LP14</lei>
        <title>Panama Government International Bond</title>
        <cusip>698299BK9</cusip>
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        <balance>878000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DELL INT LLC / EMC CORP</name>
        <lei>N/A</lei>
        <title>Dell International LLC / EMC Corp</title>
        <cusip>24703TAK2</cusip>
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        <balance>37000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>DOMINO'S PIZZA INC</title>
        <cusip>000000000</cusip>
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        <balance>-11.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4070.00000000</valUSD>
        <pctVal>-0.00021313353</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                <issuerName>Domino's Pizza Inc</issuerName>
                <issueTitle>Domino's Pizza Inc</issueTitle>
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                  <isin value="US25754A2015"/>
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            <shareNo>100.00000000</shareNo>
            <exercisePrice>300.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-09-16</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>2739.50000000</unrealizedAppr>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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      <invstOrSec>
        <name>MONG DUONG FIN HLDGS BV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRASKEM IDESA SAPI</name>
        <lei>YH0V7ZHY352ITDGEYB83</lei>
        <title>Braskem Idesa SAPI</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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                <issuerName>Marathon Oil Corp</issuerName>
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        <name>Chicago Mercantile Exchange</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GVC Holdings (Gibraltar) Limited</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>ELI LILLY + CO</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MEXICO CITY ARPT TRUST</name>
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      <invstOrSec>
        <name>American Rock Salt Company LLC</name>
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        <title>American Rock Salt Company LLC 2021 Term Loan</title>
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      <invstOrSec>
        <name>Digital Room Holdings, Inc.</name>
        <lei>549300I680V3FDWE2N30</lei>
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        <name>HERENS MIDCO SARL</name>
        <lei>222100BJH5XPZD1JHF79</lei>
        <title>Herens Midco Sarl</title>
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          <isin value="XS2340137426"/>
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        <invCountry>LU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>PARAMOUNT GLOBAL</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>Paramount Global</title>
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          <isin value="US92556HAC16"/>
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        <curCd>USD</curCd>
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        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
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        <name>LOGMEIN INC</name>
        <lei>549300D12V5KRBV00592</lei>
        <title>LogMeIn Inc</title>
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        <name>Intesa Sanpaolo SpA</name>
        <lei>2W8N8UU78PMDQKZENC08</lei>
        <title>Intesa Sanpaolo SpA</title>
        <cusip>000000000</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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        <name>Options Clearing Corp.</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BX Commercial Mortgage Trust 2019-XL</name>
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          <isin value="US056054AL36"/>
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        <name>Citigroup Mortgage Loan Trust Inc</name>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>Palmer Square CLO Ltd</name>
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          <isin value="US69688LAA52"/>
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      <invstOrSec>
        <name>MODERN LAND CHINA CO LTD</name>
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      <invstOrSec>
        <name>City Brewing Company, LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Republic of Panama</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Banc of America Merrill Lynch Large Loan Inc</name>
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        <name>BNP PARIBAS SA</name>
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        <name>ARES CLO Ltd</name>
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        <name>FEL ENERGY VI SARL</name>
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        <name>WHEEL BIDCO LTD</name>
        <lei>213800GGDN5YSVU1G348</lei>
        <title>Wheel Bidco Ltd</title>
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        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>NASDAQ 100 E-MINI SEP22</title>
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        <name>Chicago Board of Trade</name>
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        <name>CARRIER GLOBAL CORP</name>
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        <name>Options Clearing Corp.</name>
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        <name>Intuitive Surgical Inc</name>
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        <name>Ares Euro CLO</name>
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        <title>Talen Energy Supply LLC</title>
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        <name>Diameter Capital CLO</name>
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        <title>Diameter Capital Clo 2 Ltd</title>
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        <name>Mastercard Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Arkema SA</name>
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        <name>Birch Grove CLO Ltd.</name>
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        <name>Eurex Deutschland</name>
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                <issuerName>Cie Financiere Richemont SA</issuerName>
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        <name>HPCL-MITTAL ENERGY LTD</name>
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        <name>State of Qatar</name>
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        <name>Prodigy Finance Designated Activity Co</name>
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        <title>Prodigy Finance CM2021-1 DAC</title>
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        <name>PITNEY BOWES INC</name>
        <lei>549300N2O26NW4ST6W55</lei>
        <title>Pitney Bowes Inc</title>
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        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>INVESCO QQQ TRUST SERIES 1</title>
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            <shareNo>100.00000000</shareNo>
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      <invstOrSec>
        <name>ICON PLC</name>
        <lei>6354008SRQGEMC4XFI67</lei>
        <title>ICON PLC</title>
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        <name>JP MORGAN CHASE BANK</name>
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        <name>Chicago Board of Trade</name>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>CITIBANK NA</name>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
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        <name>AEROPUERTOS DOMINICANOS</name>
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      <invstOrSec>
        <name>ING Groep NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING Groep NV</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>SUZANO AUSTRIA GMBH</name>
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      <invstOrSec>
        <name>Home Depot Inc/The</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>Home Depot Inc/The</title>
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      <invstOrSec>
        <name>ALLEGIANT TRAVEL CO</name>
        <lei>549300JM9OZXOHWL2K18</lei>
        <title>Allegiant Travel Co</title>
        <cusip>01748XAC6</cusip>
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          <isin value="US01748XAC65"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Volta Inc</name>
        <lei>N/A</lei>
        <title>Volta Inc</title>
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          <isin value="US92873V1109"/>
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        <balance>41430.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12843.30000000</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
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              <counterpartyName>N/A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>OVG Business Services, LLC</name>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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          <other otherDesc="BlackRock Identifier" value="Z95F8HNG0"/>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Ajax Mortgage Loan Trust</name>
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      <invstOrSec>
        <name>Energy Transfer LP</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <name>Elmwood CLO V Ltd</name>
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        <name>Options Clearing Corp.</name>
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        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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          <other otherDesc="BlackRock Identifier" value="BRY44L962"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>JP MORGAN CHASE BANK</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                  <derivAddlInfo>
                    <name>JPMorgan International Bank Ltd.</name>
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                      <other otherDesc="Internal Identifier" value="OP001S4Z6E"/>
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                    <units>NC</units>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>829.76000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>KINGDOM OF BAHRAIN</name>
        <lei>549300RODM1WN85LFQ95</lei>
        <title>Bahrain Government International Bond</title>
        <cusip>000000000</cusip>
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          <isin value="XS2226916216"/>
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        <curCd>USD</curCd>
        <valUSD>383537.25000000</valUSD>
        <pctVal>0.020084680733</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.45000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>SWP: OIS 2.380000 08-APR-2032</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRY112RX4"/>
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        <balance>2084753.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>64916.64000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>-32.50000000</upfrontRcpt>
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            <notionalAmt>2084753.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>64949.14000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Auto1 Group SE</name>
        <lei>391200S2LPXG5ZD5G304</lei>
        <title>Auto1 Group SE</title>
        <cusip>000000000</cusip>
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          <isin value="DE000A2LQ884"/>
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        <balance>169548.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.95424400"/>
        <valUSD>1248614.04000000</valUSD>
        <pctVal>0.065386124432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ONCOR ELECTRIC DELIVERY</name>
        <lei>549300SP2X2BS1KERD24</lei>
        <title>Oncor Electric Delivery Co LLC</title>
        <cusip>68233JCD4</cusip>
        <identifiers>
          <isin value="US68233JCD46"/>
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        <balance>1365000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>997498.01000000</valUSD>
        <pctVal>0.052235940742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>SWP: OIS 2.580000 24-MAY-2032</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRY2LWHR8"/>
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        <balance>14246078.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>264846.66000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="15381.90000000">
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            <unrealizedAppr>250932.45000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Republic of Paraguay</name>
        <lei>529900UXKJTJPCU0HK83</lei>
        <title>Paraguay Government International Bond</title>
        <cusip>699149AH3</cusip>
        <identifiers>
          <isin value="US699149AH36"/>
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        <balance>643000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>497239.94000000</valUSD>
        <pctVal>0.026038945221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>Colombia Government International Bond</title>
        <cusip>195325DR3</cusip>
        <identifiers>
          <isin value="US195325DR36"/>
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        <balance>0.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WYNN LAS VEGAS LLC/CORP</name>
        <lei>N/A</lei>
        <title>Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp</title>
        <cusip>983130AX3</cusip>
        <identifiers>
          <isin value="US983130AX35"/>
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        <balance>1363000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1167395.87000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>SWP: USD 1.912000 22-FEB-2051</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRWHLV915"/>
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        <balance>1178616.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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                  <other otherDesc="N/A" value="N/A"/>
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            <unrealizedAppr>235226.02000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GILEAD SCIENCES INC</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>Gilead Sciences Inc</title>
        <cusip>375558BT9</cusip>
        <identifiers>
          <isin value="US375558BT99"/>
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        <balance>578000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>403351.27000000</valUSD>
        <pctVal>0.021122280773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>COCA-COLA CO/THE</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="Z95PB6V53"/>
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        <balance>595.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9817.50000000</valUSD>
        <pctVal>0.000514112652</pctVal>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                <issuerName>Coca-Cola Co/The</issuerName>
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            <shareNo>100.00000000</shareNo>
            <exercisePrice>57.50000000</exercisePrice>
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            <delta>XXXX</delta>
            <unrealizedAppr>-36728.84000000</unrealizedAppr>
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      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 10YR FUT OPTN SEP22P 115</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z95KAQBJ3"/>
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        <balance>226.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>102406.25000000</valUSD>
        <pctVal>0.005362704239</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                  <derivAddlInfo>
                    <name>Chicago Board of Trade</name>
                    <lei>549300EX04Q2QBFQTQ27</lei>
                    <title>CBOT 10 Year US Treasury Note Future</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <name>Gracechurch Mortgage Finance Plc</name>
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        <name>Options Clearing Corp.</name>
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        <name>TVC DSCR 21 1 CERT</name>
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        <name>United States Treasury</name>
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        <name>Abbott Laboratories</name>
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        <name>GENESIS ENERGY LP/FIN</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>Options Clearing Corp.</name>
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        <name>Invesco Euro CLO</name>
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        <name>ICE Futures Europe - Financial Products Division</name>
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        <name>BAXTER INTERNATIONAL INC</name>
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        <name>REPUBLIC OF GUATEMALA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
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        <name>Ares Euro CLO</name>
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        <name>Options Clearing Corp.</name>
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        <name>Commerzbank AG</name>
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        <name>Options Clearing Corp.</name>
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        <name>Project Ruby Ultimate Parent Corp.</name>
        <lei>549300UGGIEE7YT1C741</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Exo Imaging, Inc. SERIES C</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Domino's Pizza Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>MORGAN STANLEY &amp; CO. INTERNATIONAL</name>
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        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
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        <name>Options Clearing Corp.</name>
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        <name>Republic of South Africa</name>
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        <name>Ajax Mortgage Loan Trust</name>
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        <title>Ajax Mortgage Loan Trust 2021-E</title>
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          <isin value="US009740AF82"/>
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        <name>YUZHOU GROUP</name>
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        <name>REPUBLIC OF GUATEMALA</name>
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        <name>Jack Ohio Finance LLC</name>
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        <title>Jack Ohio Finance LLC Term Loan</title>
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        <name>Republic Finance Issuance Trust</name>
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        <name>Chicago Mercantile Exchange</name>
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      <invstOrSec>
        <name>CSX Corp</name>
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        <name>Eurex Deutschland</name>
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        <fairValLevel>1</fairValLevel>
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        <name>BFLD Trust</name>
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      <invstOrSec>
        <name>Park Avenue Trust</name>
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        <name>CITIBANK NA</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>Freddie Mac - SCRT</name>
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        <name>Freddie Mac - STACR</name>
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        <name>Cypher Bidco</name>
        <lei>N/A</lei>
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        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
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      <invstOrSec>
        <name>AZURE POWER ENERGY LTD</name>
        <lei>54930051LQDFHGQMHF47</lei>
        <title>Azure Power Energy Ltd</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MORGAN STANLEY &amp; CO. INTERNATIONAL</name>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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        <name>Options Clearing Corp.</name>
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                <issuerName>Eli Lilly &amp; Co</issuerName>
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        <name>Options Clearing Corp.</name>
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                <issuerName>SPDR S&amp;P 500 ETF Trust</issuerName>
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        <name>Kose Corp</name>
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        <name>REPUBLIC OF ARGENTINA</name>
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        <invCountry>AR</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Commonwealth of Puerto Rico</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Talen Energy Supply, LLC</name>
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        <name>VICI PROPERTIES / NOTE</name>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc</title>
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          <couponKind>Fixed</couponKind>
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        <name>Dexcom Inc</name>
        <lei>549300YSK3QDSFR5EU59</lei>
        <title>Dexcom Inc</title>
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        <name>RKPF OVERSEAS 2020 A LTD</name>
        <lei>254900LKOLISWWIE7W36</lei>
        <title>RKPF Overseas 2020 A Ltd</title>
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          <isin value="XS2281039771"/>
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        <curCd>USD</curCd>
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        <invCountry>VG</invCountry>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Eurex Deutschland</name>
        <lei>529900LN3S50JPU47S06</lei>
        <title>EURO STOXX 50 SEP22</title>
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          <other otherDesc="BlackRock Identifier" value="VGU220226"/>
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        <isRestrictedSec>N</isRestrictedSec>

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                <indexName>EUX EURO STOXX 50 Future</indexName>
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        <name>CONSTELLATION AUTOMOTIVE</name>
        <lei>254900HVTSU7VICDRM89</lei>
        <title>Constellation Automotive Financing PLC</title>
        <cusip>000000000</cusip>
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          <isin value="XS2366652597"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>RONSHINE CHINA</name>
        <lei>549300GNBBT32SFSEC47</lei>
        <title>Ronshine China Holdings Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="XS2290308845"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Starwood Mortgage Residential Trust 2020-INV1</name>
        <lei>N/A</lei>
        <title>Starwood Mortgage Residential Trust 2020-INV</title>
        <cusip>85573EAF4</cusip>
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        <balance>1225000.00000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Altar Bidco, Inc.</name>
        <lei>N/A</lei>
        <title>Altar Bidco, Inc. 2021 Term Loan</title>
        <cusip>02090CAE0</cusip>
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          <isin value="US02090CAE03"/>
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        <balance>852000.00000000</balance>
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        <valUSD>781284.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ROCKETMTGE CO-ISSUER INC</name>
        <lei>N/A</lei>
        <title>Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc</title>
        <cusip>74841CAB7</cusip>
        <identifiers>
          <isin value="US74841CAB72"/>
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        <balance>1282000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>960589.78000000</valUSD>
        <pctVal>0.050303168851</pctVal>
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        <name>Progress Residential Trust</name>
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        <name>Talen Energy Supply LLC</name>
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        <name>Mello Warehouse Securitization Trust</name>
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      <invstOrSec>
        <name>GoTo Group, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <title>SPDR S+P 500 ETF TRUST</title>
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        <name>INSPIRED ENTERTAINMENT</name>
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        <name>Danone SA</name>
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        <name>Dominican Republic</name>
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        <name>Options Clearing Corp.</name>
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        <name>MED Trust</name>
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        <name>Sarcos Technology and Robotics Corp</name>
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        <name>CSC Holdings LLC</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Nelnet Student Loan Trust</name>
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      <invstOrSec>
        <name>CHESAPEAKE ENERGY CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ballyrock Ltd</name>
        <lei>N/A</lei>
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          <isin value="US05875JAQ22"/>
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      <invstOrSec>
        <name>Elmwood CLO I Ltd.</name>
        <lei>N/A</lei>
        <title>Elmwood CLO I Ltd</title>
        <cusip>290015AS5</cusip>
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          <isin value="US290015AS57"/>
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        <curCd>USD</curCd>
        <valUSD>5565453.18000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KLABIN AUSTRIA GMBH</name>
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          <isin value="US49836AAC80"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Hoya Corp</name>
        <lei>353800X4VR3BHEUCJB42</lei>
        <title>Hoya Corp</title>
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          <isin value="JP3837800006"/>
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        <balance>37686.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>SWP: USD 0.557000 12-AUG-2024</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRWRBMFK5"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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                <issuerName>N/A</issuerName>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - 3M US Dollar LIBOR BBA" floatingRtSpread="0.00000000" pmntAmt="47971.64000000">
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        <securityLending>
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      <invstOrSec>
        <name>Ultimate Software Group Inc (The)</name>
        <lei>529900FKHWSTQ1GXK240</lei>
        <title>Ultimate Software Group Inc (The) 2021 Term Loan</title>
        <cusip>90385KAK7</cusip>
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          <isin value="US90385KAK79"/>
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        <balance>407852.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>381089.67000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-04</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>WYNN LAS VEGAS LLC/CORP</name>
        <lei>N/A</lei>
        <title>Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp</title>
        <cusip>983130AV7</cusip>
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          <isin value="US983130AV78"/>
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        <balance>1776000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1625040.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>ANHEUSER-BUSCH INBEV WOR</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>Anheuser-Busch InBev Worldwide Inc</title>
        <cusip>035240AT7</cusip>
        <identifiers>
          <isin value="US035240AT78"/>
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        <balance>361000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>324530.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>INVESCO QQQ TRUST SERIES 1</title>
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          <other otherDesc="BlackRock Identifier" value="Z95P0MQU1"/>
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        <balance>150.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1425.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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                <issuerName>Invesco QQQ Trust Series 1</issuerName>
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      <invstOrSec>
        <name>Flatiron CLO Ltd</name>
        <lei>N/A</lei>
        <title>Flatiron CLO 19 Ltd</title>
        <cusip>33883JAU5</cusip>
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        <balance>700000.00000000</balance>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
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      <invstOrSec>
        <name>Deephaven Residential Mortgage Trust</name>
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        <title>Deephaven Residential Mortgage Trust 2021-1</title>
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      <invstOrSec>
        <name>HONO 2021-LULU Mortgage Trust</name>
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        <title>HONO 2021-LULU Mortgage Trust</title>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>ISHARES IBOXX INVESTMENT GRA</title>
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        <balance>-683.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BLUE RACER MID LLC/FINAN</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>AIVEN SERIES D PREFERRED</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FLYR SECURED NOTES WTS</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <name>Motorola Solutions Inc</name>
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        <name>Highland Transcend Partners I Corp</name>
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      <invstOrSec>
        <name>LATCH INC</name>
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        <name>Rad CLO Ltd</name>
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        <name>SHIBA BIDCO SPA</name>
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        <name>Ajax Mortgage Loan Trust</name>
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        <name>PICARD BONDCO</name>
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        <name>TVC DSCR 21 1 A</name>
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        <name>Chicago Board of Trade</name>
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        <name>Autodesk Inc</name>
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        <name>CITIBANK NA</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Apidos CLO</name>
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        <name>Eskom Holdings SOC Ltd</name>
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        <name>Options Clearing Corp.</name>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>Amazon.com Inc</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS SA</name>
        <lei>QHSFEYI7HUOXXZ413E03</lei>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BNP PARIBAS SA</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>PPG Industries Inc</issuerName>
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                  <cusip value="693506107"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="-0.08000000" pmntAmt="383.29000000">
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      <invstOrSec>
        <name>SHRIRAM TRANSPORT FIN</name>
        <lei>335800TM2YO24B76XL26</lei>
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        <cusip>000000000</cusip>
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          <isin value="USY7758EEF44"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>Petroleos Mexicanos</title>
        <cusip>71654QDE9</cusip>
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          <isin value="US71654QDE98"/>
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        <balance>1189000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>867494.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.95000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>OQ SAOC</name>
        <lei>549300YK417GKI6EQ392</lei>
        <title>OQ SAOC</title>
        <cusip>67624L2A5</cusip>
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          <isin value="US67624L2A50"/>
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        <balance>592000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>557516.00000000</valUSD>
        <pctVal>0.029195419386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>OM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.13000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>10Y RTP 3.570000 11-MAY-2023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRY28BET8"/>
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        <balance>-33632725.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-460836.61000000</valUSD>
        <pctVal>-0.02413261340</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                    <counterpartyName>Goldman Sachs International</counterpartyName>
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                  <derivAddlInfo>
                    <name>Goldman Sachs International</name>
                    <lei>W22LROWP2IHZNBB6K528</lei>
                    <title>IRS Swap</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="Internal Identifier" value="OP001P4L3E"/>
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                    <balance>33632725.00000000</balance>
                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>N/A</curCd>
                    <valUSD>-460836.61000000</valUSD>
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                    <assetCat>DIR</assetCat>
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                    <invCountry>US</invCountry>
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                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>N/A</issueTitle>
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                        <other otherDesc="N/A" value="N/A"/>
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                  </descRefInstrmnt>
                  <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.57000000"/>
                  <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                  <upfrontRcpt>0.00000000</upfrontRcpt>
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                  <notionalAmt>33632725.00000000</notionalAmt>
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            <shareNo>1.00000000</shareNo>
            <exercisePrice>3.57000000</exercisePrice>
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            <delta>XXXX</delta>
            <unrealizedAppr>185248.04000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WALT DISNEY COMPANY/THE</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>Walt Disney Co/The</title>
        <cusip>254687FM3</cusip>
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          <isin value="US254687FM36"/>
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        <balance>328000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>234124.30000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Maverick Gaming LLC</name>
        <lei>N/A</lei>
        <title>Maverick Gaming LLC Term Loan B</title>
        <cusip>57770JAC0</cusip>
        <identifiers>
          <isin value="US57770JAC09"/>
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        <balance>942265.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>859034.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Eurex Deutschland</name>
        <lei>529900LN3S50JPU47S06</lei>
        <title>EURO-BUXL 30Y BND SEP22</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="UBU220228"/>
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        <balance>-33.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.95424400"/>
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        <pctVal>0.016786050165</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Eurex Deutschland</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Eurex 30 Year Euro BUXL Future</indexName>
                <indexIdentifier>UBU2 Comdty</indexIdentifier>
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            <expDate>2022-09-08</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>320546.57000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RR Ltd</name>
        <lei>549300RJ4N2AJDFNE876</lei>
        <title>RR 19 Ltd</title>
        <cusip>74983BAA9</cusip>
        <identifiers>
          <isin value="US74983BAA98"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230554.75000000</valUSD>
        <pctVal>0.012073451914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.54000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oi SA</name>
        <lei>254900YEMWCRRAGD4978</lei>
        <title>Oi SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="USP7354PAA23"/>
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        <balance>1279000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>588340.00000000</valUSD>
        <pctVal>0.030809578633</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>KINGDOM OF MOROCCO</name>
        <lei>529900F3MBW9XY5K1X07</lei>
        <title>Morocco Government International Bond</title>
        <cusip>617726AL8</cusip>
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          <isin value="US617726AL82"/>
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        <balance>1221000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>866910.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>SWP: USD 1.445000 07-JAN-2051</title>
        <cusip>000000000</cusip>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ACV Auctions Inc</name>
        <lei>N/A</lei>
        <title>ACV Auctions Inc</title>
        <cusip>00091G104</cusip>
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          <isin value="US00091G1040"/>
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        <balance>191733.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1253933.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NXP BV/NXP FDG/NXP USA</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TE Connectivity Ltd</name>
        <lei>894500ZRIX9K13RHXR17</lei>
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        <balance>54432.00000000</balance>
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        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. INTERNATIONAL</name>
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          <other otherDesc="BlackRock Identifier" value="BRY2B9UU8"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ARES CLO Ltd</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-10-25</maturityDt>
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      <invstOrSec>
        <name>Luxembourg Life Fund</name>
        <lei>N/A</lei>
        <title>Luxembourg Life Fund 2021 1st Lien Term Loan</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-27</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>TICP CLO Ltd</name>
        <lei>N/A</lei>
        <title>TICP CLO XI Ltd</title>
        <cusip>87249RAA6</cusip>
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          <isin value="US87249RAA68"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>446863.65000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>SHERWIN-WILLIAMS CO/THE</title>
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        <balance>73.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>162425.00000000</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                <issuerName>Sherwin-Williams Co/The</issuerName>
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            <shareNo>100.00000000</shareNo>
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      <invstOrSec>
        <name>BNP PARIBAS SA</name>
        <lei>QHSFEYI7HUOXXZ413E03</lei>
        <title>TRSWAP: PPG US EQUITY</title>
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        <fairValLevel>2</fairValLevel>
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                <issuerName>PPG Industries Inc</issuerName>
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      <invstOrSec>
        <name>Ballyrock Ltd</name>
        <lei>N/A</lei>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>COBHAM ULTRA SENIORCO SARL</name>
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        <balance>276000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>ENERGY SELECT SECTOR SPDR FUND</title>
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        <balance>235.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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                <issuerName>Energy Select Sector SPDR Fund</issuerName>
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      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB CO</name>
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        <title>Bristol-Myers Squibb Co</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LIONS GATE CAPITAL HOLD</name>
        <lei>549300MWJHNLR35C0837</lei>
        <title>Lions Gate Capital Holdings LLC</title>
        <cusip>53627NAE1</cusip>
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          <isin value="US53627NAE13"/>
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        <balance>90000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>70200.00000000</valUSD>
        <pctVal>0.003676160757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Grupo Bimbo SAB de CV</name>
        <lei>5493000RIXURZEBFEV60</lei>
        <title>Grupo Bimbo SAB de CV</title>
        <cusip>40052VAF1</cusip>
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          <isin value="US40052VAF13"/>
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        <balance>585000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>571837.50000000</valUSD>
        <pctVal>0.029945392837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <name>Mr Cooper Group Inc</name>
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        <name>REPUBLIC OF CHILE</name>
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        <name>T-MOBILE USA INC</name>
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        <name>LyondellBasell Industries NV</name>
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        <name>State Street Bank &amp; Trust Co.</name>
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        <name>Hermes International</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>UPL CORP LTD</name>
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        <name>AMF MF PORTFOLIO</name>
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        <name>Options Clearing Corp.</name>
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        <title>ISHARES IBOXX INVESTMENT GRA</title>
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        <name>Citigroup Commercial Mortgage Trust</name>
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        <name>Options Clearing Corp.</name>
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        <name>Starbucks Corp</name>
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        <name>PACIFIC GAS &amp; ELECTRIC</name>
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        <name>ALBERTSONS COS/SAFEWAY</name>
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        <name>KME SE</name>
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        <invCountry>DE</invCountry>

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        <name>MEDCO OAK TREE PTE LTD</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

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        <name>Freddie Mac - STACR</name>
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        <name>Options Clearing Corp.</name>
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        <name>Tricon Residential</name>
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        <name>Mariner Finance Issuance Trust</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>Options Clearing Corp.</name>
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        <name>DOMINICAN REPUBLIC</name>
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        <name>JINGRUI HOLDINGS LTD</name>
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        <name>BX Trust</name>
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        <name>New Residential Mortgage Loan Trust</name>
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        <name>LEVEL 3 FINANCING INC</name>
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        <name>Options Clearing Corp.</name>
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        <name>INTEL CORP</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>Intel Corp</title>
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        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
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      <invstOrSec>
        <name>GREENLAND GLB INVST</name>
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        <name>COMM Mortgage Trust</name>
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      <invstOrSec>
        <name>Nielsen Holdings PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Chicago Mercantile Exchange</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ARAB REPUBLIC OF EGYPT</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>Gores Holdings VIII Inc</name>
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        <name>SAUDI INTERNATIONAL BOND</name>
        <lei>635400FMICXSM3SI3H65</lei>
        <title>Saudi Government International Bond</title>
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          <isin value="XS1791939066"/>
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        <name>Residential Mortgage Loan Trust</name>
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        <name>FRONTIER COMMUNICATIONS</name>
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        <name>ROMANIA</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>Romanian Government International Bond</title>
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        <name>GENNEIA SA</name>
        <lei>529900YZ70LX0XWS9P67</lei>
        <title>Genneia SA</title>
        <cusip>372319AB9</cusip>
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        <balance>521991.00000000</balance>
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        <invCountry>AR</invCountry>
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      <invstOrSec>
        <name>Datadog Inc</name>
        <lei>549300F6JNO0KRPO1K63</lei>
        <title>Datadog Inc</title>
        <cusip>23804L103</cusip>
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        <balance>1991.00000000</balance>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <name>Shell PLC</name>
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        <name>New Residential Mortgage Loan Trust</name>
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        <name>Stratus CLO</name>
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        <name>Palmer Square Loan Funding Ltd</name>
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        <name>Morgan Stanley</name>
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        <name>MONGOLIA INTL BOND</name>
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        <name>OAFIT A NOTE UPSIZE (PT2)</name>
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        <name>MOTOROLA SOLUTIONS INC</name>
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        <name>REPUBLIC OF NIGERIA</name>
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        <name>UBS AG</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>APPLE INC</name>
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        <title>Apple Inc</title>
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        <name>AIG CLO Ltd</name>
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        <name>Park Avenue Institutional Advisers CLO</name>
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        <name>SINIC HOLDINGS GROUP CO</name>
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        <name>Options Clearing Corp.</name>
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        <name>JP MORGAN CHASE BANK</name>
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        <name>Options Clearing Corp.</name>
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        <name>Eurex Deutschland</name>
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        <name>Options Clearing Corp.</name>
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        <name>Siemens AG</name>
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        <title>Centene Corp</title>
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        <name>Sixth Street CLO XVI, Ltd.</name>
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        <name>Scientific Games Holdings LP</name>
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        <title>Scientific Games Holdings LP 2022 USD Term Loan B</title>
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        <name>PERUSAHAAN PENERBIT SBSN</name>
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        <name>CITIBANK NA</name>
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                <issuerName>iShares iBoxx $ Investment Grade Corporate Bond ETF</issuerName>
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        <name>Options Clearing Corp.</name>
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        <name>Ajax Mortgage Loan Trust</name>
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        <name>VEDANTA RESOURCES</name>
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        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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        <name>Genius Sports Ltd</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CHARTER COMM OPT LLC/CAP</name>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <fairValLevel>1</fairValLevel>
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            <putOrCall>Put</putOrCall>
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                <issuerName>Intuit Inc</issuerName>
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      <invstOrSec>
        <name>NU Holdings Ltd/Cayman Islands</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FORTUNE STAR BVI LTD</name>
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          <isin value="XS2281321799"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Liberty Media Acquisition Corp</name>
        <lei>N/A</lei>
        <title>Liberty Media Acquisition Corp</title>
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          <isin value="US53073L2034"/>
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        <balance>267290.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2651516.80000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CSX CORP</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
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          <isin value="US126408HT35"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CLOROX CO/THE</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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                <issuerName>Clorox Co/The</issuerName>
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            <shareNo>100.00000000</shareNo>
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      <invstOrSec>
        <name>IBM CORP</name>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HOWARD HUGHES CORP</name>
        <lei>549300BVHY25JZC1KI49</lei>
        <title>Howard Hughes Corp/The</title>
        <cusip>44267DAE7</cusip>
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        <balance>1002000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Eurex Deutschland</name>
        <lei>529900LN3S50JPU47S06</lei>
        <title>COMMERZBANK AG</title>
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        <currencyConditional curCd="EUR" exchangeRt="0.95424400"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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                <issuerName>Commerzbank AG</issuerName>
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            <shareNo>100.00000000</shareNo>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
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        <fairValLevel>1</fairValLevel>
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                <issuerName>Alphabet Inc</issuerName>
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      <invstOrSec>
        <name>CROWN PROPTECH ACQUISITIONS</name>
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        <fairValLevel>3</fairValLevel>
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        <name>HCA Healthcare Inc</name>
        <lei>529900PH4ZGUH2MNEU89</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>MAF GLOBAL SECURITIES</name>
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        <title>MAF Global Securities Ltd</title>
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        <balance>366000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Chicago Board of Trade</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Crown City CLO I</name>
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      <invstOrSec>
        <name>CHAMPION PATH HOLDINGS</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Home Partners of America Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>XPO Logistics Inc</name>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Banc of America Merrill Lynch Large Loan Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Republic Finance Issuance Trust</name>
        <lei>N/A</lei>
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          <isin value="US76042EAD13"/>
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        <balance>5110000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>Otis Worldwide Corp</name>
        <lei>549300ZLBKR8VSU25153</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>VODAFONE GROUP PLC</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>Vodafone Group PLC</title>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <title>HOME DEPOT INC/THE</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Glencore PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS SA</name>
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        <title>TRSWAP: UHS US EQUITY</title>
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      <invstOrSec>
        <name>General Motors Co</name>
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        <title>General Motors Co</title>
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        <name>Whitebox CLO I Ltd</name>
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        <title>Whitebox Clo I Ltd</title>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SHIMAO GROUP HOLDINGS LT</name>
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        <title>Shimao Group Holdings Ltd</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Northrop Grumman Corp</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>Northrop Grumman Corp</title>
        <cusip>666807102</cusip>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>REGIONAL MGMT ISSUANCE</name>
        <lei>N/A</lei>
        <title>REGIONAL MGMT ISSUANCE</title>
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        <name>Republic of Paraguay</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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          <other otherDesc="Trade Identifier" value="22FJKBB6ZGS"/>
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      <invstOrSec>
        <name>AMERICAN TOWER CORP</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corp</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Gulf Stream Meridian 1 Ltd.</name>
        <lei>N/A</lei>
        <title>Gulf Stream Meridian 6 Ltd</title>
        <cusip>40256HAA7</cusip>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>UNITED MEXICAN STATES</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>Mexico Government International Bond</title>
        <cusip>91087BAM2</cusip>
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          <isin value="US91087BAM28"/>
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        <balance>1724000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1418852.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22EGKBB0P48"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.95152049"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <unrealizedAppr>3398.43000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BCP MODULAR SERVICES</name>
        <lei>213800227GGD6UI7PI97</lei>
        <title>BCP V Modular Services Finance II PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2397447884"/>
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        <balance>2355000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.82149000"/>
        <valUSD>2234625.50000000</valUSD>
        <pctVal>0.117020549443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.13000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SRS Distribution Inc.</name>
        <lei>549300ZQ3XP75BCYM468</lei>
        <title>SRS Distribution Inc. 2021 Term Loan B</title>
        <cusip>78466YAN8</cusip>
        <identifiers>
          <isin value="US78466YAN85"/>
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        <balance>1863330.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1715195.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.02000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Axtel SAB de CV</name>
        <lei>549300BVRDR8XTSXAD13</lei>
        <title>Axtel SAB de CV</title>
        <cusip>05462GAJ3</cusip>
        <identifiers>
          <isin value="US05462GAJ31"/>
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        <balance>620000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>545910.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-14</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>EQT CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z95R7BBV8"/>
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        <balance>-402.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-57285.00000000</valUSD>
        <pctVal>-0.00299984143</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>EQT Corp</issuerName>
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            <shareNo>100.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-7828.55000000</unrealizedAppr>
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      <invstOrSec>
        <name>Nexa Resources SA</name>
        <lei>549300QRMRHM7GAU7L47</lei>
        <title>Nexa Resources SA</title>
        <cusip>91832CAA4</cusip>
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          <isin value="US91832CAA45"/>
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        <balance>585000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.38000000</annualizedRt>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>WALT DISNEY CO/THE</title>
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          <other otherDesc="BlackRock Identifier" value="Z95QN6ZF2"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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                <issuerName>Walt Disney Co/The</issuerName>
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      <invstOrSec>
        <name>Prodigy Finance Designated Activity Co</name>
        <lei>635400HTAZNW3LYYMQ40</lei>
        <title>Prodigy Finance CM2021-1 DAC</title>
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          <isin value="US742855AC33"/>
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        <balance>340000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC</name>
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        <title>TRS: Blackrock Capital Allocation Trust - CFD CITI</title>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>KraneShares CSI China Internet ETF</name>
        <lei>549300URDNVSGEWBN526</lei>
        <title>KraneShares CSI China Internet ETF</title>
        <cusip>500767306</cusip>
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          <isin value="US5007673065"/>
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        <balance>40520.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>SHELF DRILL HOLD LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Gray Television, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Twilio Inc</name>
        <lei>5493004W8TRGD63APX93</lei>
        <title>Twilio Inc</title>
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          <isin value="US90138F1021"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Cie de Saint-Gobain</name>
        <lei>NFONVGN05Z0FMN5PEC35</lei>
        <title>Cie de Saint-Gobain</title>
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          <isin value="FR0000125007"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>COSTCO WHOLESALE CORP</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>CIFC Funding Ltd</name>
        <lei>254900SVOWCOSOG16T40</lei>
        <title>CIFC Funding 2019-III Ltd</title>
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          <isin value="US12554VAU08"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
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            <swapFlag>Y</swapFlag>
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        <name>REPUBLIC OF SOUTH AFRICA</name>
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        <invCountry>ZA</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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      <invstOrSec>
        <name>ARES CLO Ltd</name>
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        <title>ARES Loan Funding I Ltd</title>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>Apple Inc</name>
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        <title>Apple Inc</title>
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      <invstOrSec>
        <name>China Aoyuan Group Ltd</name>
        <lei>549300YSOKQO5QD6MP25</lei>
        <title>China Aoyuan Group Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="XS1937690128"/>
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        <balance>359000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>32310.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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        <name>CHINA SCE GRP HLDGS LTD</name>
        <lei>549300Q8UEI2ERAP6P49</lei>
        <title>China SCE Group Holdings Ltd</title>
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        <balance>380000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <name>WYNN MACAU LTD</name>
        <lei>254900NMDQ8ENTHU1I31</lei>
        <title>Wynn Macau Ltd</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>INTUIT INC</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WESTERN ALLIANCE BK PHOENIX AZ</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TICP CLO Ltd</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ARDAGH METAL PACKAGING</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Eurex Deutschland</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Goldman Sachs International</name>
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        <name>BP PLC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>REPUBLIC OF PERU</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS-Barclays Commercial Mortgage Trust</name>
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      <invstOrSec>
        <name>522 Funding CLO LTD</name>
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        <name>Commonwealth of Puerto Rico</name>
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        <name>AMGEN INC</name>
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        <title>Amgen Inc</title>
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        <name>Elmwood CLO II Ltd.</name>
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        <name>BANK OF AMERICA NA</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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      <invstOrSec>
        <name>HOWMET AEROSPACE INC</name>
        <lei>549300HO5WFZUT5N2T22</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>InTown Hotel Portfolio Trust</name>
        <lei>N/A</lei>
        <title>InTown Hotel Portfolio Trust 2018-STAY</title>
        <cusip>46117MAQ7</cusip>
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          <isin value="US46117MAQ78"/>
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        <balance>1790000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1763137.47000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Taiwan Semiconductor Manufacturing Co Ltd</name>
        <lei>549300KB6NK5SBD14S87</lei>
        <title>Taiwan Semiconductor Manufacturing Co Ltd</title>
        <cusip>874039100</cusip>
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          <isin value="US8740391003"/>
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        <balance>86068.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GOL FINANCE SA</name>
        <lei>5299007RH8MA67ZC6J07</lei>
        <title>Gol Finance SA</title>
        <cusip>36254VAC2</cusip>
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        <balance>423000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>281295.00000000</valUSD>
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        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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      <invstOrSec>
        <name>PT Pertamina (Persero)</name>
        <lei>254900NDAKGNZ2IBBL45</lei>
        <title>Pertamina Persero PT</title>
        <cusip>69370RAD9</cusip>
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          <isin value="US69370RAD98"/>
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        <balance>950000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DEUTSCHE BANK AG</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="SWO">
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                  <derivAddlInfo>
                    <name>Deutsche Bank AG</name>
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                      <other otherDesc="Internal Identifier" value="OP0017805E"/>
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        <name>VTR COMUNICACIONES SPA</name>
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      <invstOrSec>
        <name>ROCKETMTGE CO-ISSUER INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOYD GAMING CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BRASKEM NETHERLANDS</name>
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        <title>Braskem Netherlands Finance BV</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PARSLEY ENERGY LLC/FINAN</name>
        <lei>N/A</lei>
        <title>Parsley Energy LLC / Parsley Finance Corp</title>
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          <isin value="US701885AJ44"/>
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        <balance>1275000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Alcoa Corp</name>
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        <title>Alcoa Corp</title>
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        <name>STATE OF QATAR</name>
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        <balance>200000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>MGM RESORTS INTL</name>
        <lei>54930066VBP7DZEGGJ87</lei>
        <title>MGM Resorts International</title>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Enterprise Products Partners LP</name>
        <lei>K4CDIF4M54DJZ6TB4Q48</lei>
        <title>Enterprise Products Partners LP</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>OTIS WORLDWIDE CORP</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issueTitle>Otis Worldwide Corp</issueTitle>
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        <name>Options Clearing Corp.</name>
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        <name>Regatta XX Funding Ltd</name>
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        <name>GEOPARK LTD</name>
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        <name>Chicago Mercantile Exchange</name>
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        <name>AIA Group Ltd</name>
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        <name>Benefit Street Partners CLO Ltd</name>
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        <name>SCIH Salt Holdings Inc.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Kronos Acquisition Holdings Inc.</name>
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        <name>Freddie Mac - STACR</name>
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        <name>Options Clearing Corp.</name>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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      <invstOrSec>
        <name>Toast Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Navient Student Loan Trust</name>
        <lei>N/A</lei>
        <title>Navient Private Education Refi Loan Trust 2021-D</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust Inc</name>
        <lei>N/A</lei>
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          <isin value="US17312GAB77"/>
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        <balance>3526771.05000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CIFI HOLDINGS GROUP</name>
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        <title>CIFI Holdings Group Co Ltd</title>
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          <isin value="XS2205316941"/>
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        <balance>850000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>501500.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-20</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <title>OCCIDENTAL PETROLEUM CORP</title>
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          <other otherDesc="BlackRock Identifier" value="Z95MWTJA0"/>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>Occidental Petroleum Corp</issuerName>
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      <invstOrSec>
        <name>HUNGARY</name>
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        <title>Hungary Government International Bond</title>
        <cusip>445545AP1</cusip>
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          <isin value="US445545AP18"/>
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        <balance>973000.00000000</balance>
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        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SIRIUS XM RADIO INC</name>
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        <title>Sirius XM Radio Inc</title>
        <cusip>82967NBC1</cusip>
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          <isin value="US82967NBC11"/>
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        <balance>2321000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
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          <other otherDesc="Trade Identifier" value="22ELKBB2SC8"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc</title>
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        <balance>351000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CSX CORP</title>
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        <valUSD>-36135.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Apidos CLO</name>
        <lei>549300OGB01ASKLNI660</lei>
        <title>Apidos CLO XXXVII</title>
        <cusip>03769FAA9</cusip>
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        <invCountry>KY</invCountry>
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        <name>Republic of Colombia</name>
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        <title>Colombia Government International Bond</title>
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        <balance>1733000.00000000</balance>
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        <name>VICI PROPERTIES / NOTE</name>
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        <name>Booking Holdings Inc</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>Booking Holdings Inc</title>
        <cusip>09857L108</cusip>
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      <invstOrSec>
        <name>Ajax Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Ajax Mortgage Loan Trust 2021-F</title>
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        <balance>705488.47000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Crown PropTech Acquisitions</name>
        <lei>N/A</lei>
        <title>Crown PropTech Acquisitions</title>
        <cusip>000000000</cusip>
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          <isin value="KYG257411283"/>
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        <balance>133056.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>PUMA INTERNATIONAL FINAN</name>
        <lei>222100YFBPO7IDRUBR17</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>Eli Lilly &amp; Co</name>
        <lei>FRDRIPF3EKNDJ2CQJL29</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Bunge Ltd</name>
        <lei>5493007M0RIN8HY3MM77</lei>
        <title>Bunge Ltd</title>
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        <balance>49720.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FORNO D ASOLO SPA</name>
        <lei>81560063C1143F7B5254</lei>
        <title>Forno d'Asolo SpA</title>
        <cusip>000000000</cusip>
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          <isin value="XS2279940022"/>
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        <balance>3040000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.95424400"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-30</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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          <other otherDesc="Trade Identifier" value="22FIKBB1156"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>TICP CLO Ltd</name>
        <lei>549300T5OQR4UD880D68</lei>
        <title>TICP CLO IX Ltd</title>
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          <isin value="US87249AAG04"/>
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        <balance>500000.00000000</balance>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <fairValLevel>2</fairValLevel>
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            <putOrCall>Put</putOrCall>
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                      <other otherDesc="Internal Identifier" value="OP001S1D8E"/>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>MICROSOFT CORP</title>
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            <putOrCall>Put</putOrCall>
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                <issuerName>Microsoft Corp</issuerName>
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            <shareNo>100.00000000</shareNo>
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      <invstOrSec>
        <name>LUYE PHARMA GROUP LTD</name>
        <lei>5299009HZHEY886D5W65</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>Luye Pharma Group Ltd</title>
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          <currencyInfos>
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      <invstOrSec>
        <name>Halliburton Co</name>
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        <fairValLevel>1</fairValLevel>
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        <name>MSCG Trust</name>
        <lei>N/A</lei>
        <title>MSCG Trust 2018-SELF</title>
        <cusip>55358PAQ9</cusip>
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          <isin value="US55358PAQ90"/>
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        <name>JP Morgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Mortgage Trust 2021-4</title>
        <cusip>46652VCC7</cusip>
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        <name>Amazon.com Inc</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>ICE Futures Europe</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>GLENCORE PLC</title>
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      <invstOrSec>
        <name>CLARIFY HEALTH</name>
        <lei>N/A</lei>
        <title>CLARIFY HEALTH</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>TENET HEALTHCARE CORP</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>Tenet Healthcare Corp</title>
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        <balance>4566000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Citibank N.A.</name>
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        <name>Social Professional Loan Program LLC</name>
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      <invstOrSec>
        <name>Eaton Vance CDO Ltd</name>
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        <title>Eaton Vance CLO 2019-1 Ltd</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SASOL FINANCING USA LLC</name>
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      <invstOrSec>
        <name>SITKA HOLDINGS L</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>YANGO JUSTICE INTL</name>
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        <title>Yango Justice International Ltd</title>
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          <isin value="XS2203986927"/>
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        <curCd>USD</curCd>
        <valUSD>120000.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>Altice USA Inc</name>
        <lei>54930064K3612MGCER95</lei>
        <title>Altice USA Inc</title>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>BNP PARIBAS SA</name>
        <lei>QHSFEYI7HUOXXZ413E03</lei>
        <title>TRSWAP: JNK US EQUITY</title>
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        <descOthUnits>Notional Amount</descOthUnits>
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        <fairValLevel>2</fairValLevel>
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                <issuerName>SPDR Bloomberg High Yield Bond ETF</issuerName>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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      <invstOrSec>
        <name>FULL HOUSE RESORTS INC</name>
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        <name>Bank of America N.A.</name>
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      <invstOrSec>
        <name>CCO HLDGS LLC/CAP CORP</name>
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      <invstOrSec>
        <name>Whitebox CLO I Ltd</name>
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        <title>Whitebox Clo I Ltd</title>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <name>OAFIT A NOTE UPSIZE</name>
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        <name>GOLDMAN SACHS GROUP INC</name>
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        <name>The Enterprise Development Authority</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Republic of Panama</name>
        <lei>549300SHS4T08CL0LP14</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>TIMES CHINA HLDG LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>NIKE INC</title>
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        <name>GOLDMAN SACHS INTERNATIONAL</name>
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        <name>Progress Residential Trust</name>
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        <name>ConocoPhillips</name>
        <lei>WPTL2Z3FIYTHSP5V2253</lei>
        <title>ConocoPhillips</title>
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        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>Petroleos Mexicanos</title>
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        <name>Symphony CLO Ltd</name>
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        <title>Symphony CLO XXIII Ltd</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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          <couponKind>Floating</couponKind>
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        <name>Credit Suisse ABS Repackaging Trust</name>
        <lei>549300MV4IKF86LLTT11</lei>
        <title>Credit Suisse ABS Repackaging Trust 2013-A</title>
        <cusip>22546U108</cusip>
        <identifiers>
          <isin value="US22546U1088"/>
        </identifiers>
        <balance>4744.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3700320.00000000</valUSD>
        <pctVal>0.193774518154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="BCAT_CG (Citibank NA): The Fund receives the total return on a portfolio of long positions underlying the total return swap. The Fund pays the total return on a portfolio of short positions underlying the total return swap. In addition, the Fund pays or receives a variable rate of interest, based on a specified benchmark, plus or minus a spread of 26 basis points. The benchmark and spread are determined based upon the country and/or currency of the individual underlying positions. The following are the specified benchmarks used in determining the variable rate of interest: USD - 1D Overnight Bank Funding Rate (OBFR01)" noteItem="C.11.f.i.1"/>
      <explntrNote note="IBORs are undergoing a change as regulators and industry groups have recommended that firms consider adoption of alternative, overnight risk-free rates (RFRs). Floating rate swap terms reflected as Libors may be using the RFR to calculate the actual rate." noteItem="C.11.f.i.2"/>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2022-07-29</ncom:dateSigned>
      <ncom:nameOfApplicant>BlackRock Capital Allocation Trust</ncom:nameOfApplicant>
      <ncom:signature>Ann Frechette</ncom:signature>
      <ncom:signerName>Ann Frechette</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
