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        <title>Lanark Master Issuer PLC</title>
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          <isin value="US513770BB22"/>
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        <curCd>USD</curCd>
        <valUSD>1503401.08000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2069-12-22</maturityDt>
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          <annualizedRt>2.67000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DT Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>DT Auto Owner Trust 2018-3</title>
        <cusip>23343CAE1</cusip>
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          <isin value="US23343CAE12"/>
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        <balance>2155000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2189496.38000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.79000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Invitation Homes Trust</name>
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        <title>Invitation Homes 2018-SFR2 Trust</title>
        <cusip>46185HAJ1</cusip>
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          <isin value="US46185HAJ14"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-06-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.74000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MSCI INC</name>
        <lei>549300HTIN2PD78UB763</lei>
        <title>MSCI Inc</title>
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          <isin value="US55354GAH39"/>
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        <balance>1325000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Preston Ridge Partners Mortgage Trust</name>
        <lei>N/A</lei>
        <title>PRPM 2019-4 LLC</title>
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          <isin value="US69359NAA90"/>
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        <balance>1853780.86000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.35000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WAVE 2017-1 LLC</name>
        <lei>N/A</lei>
        <title>WAVE 2017-1 Trust</title>
        <cusip>94353WAB1</cusip>
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          <isin value="US94353WAB19"/>
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        <balance>1061933.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1093601.78000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.68000000</annualizedRt>
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      <invstOrSec>
        <name>UBS AG</name>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="19JNKBB0S5Q"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="29.93975000"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>UBS AG</counterpartyName>
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      <invstOrSec>
        <name>Apidos CLO</name>
        <lei>N/A</lei>
        <title>Apidos CLO XXXII</title>
        <cusip>03768RAN6</cusip>
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          <isin value="US03768RAN61"/>
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        <balance>475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>475000.00000000</valUSD>
        <pctVal>0.036523419949</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</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>Kestrel Aircraft Funding Limited</name>
        <lei>N/A</lei>
        <title>Kestrel Aircraft Funding LTD</title>
        <cusip>49255PAA1</cusip>
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          <isin value="US49255PAA12"/>
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        <balance>2245583.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2282215.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Popular Inc</name>
        <lei>5493008CARDZMVQ3LO89</lei>
        <title>Popular Inc</title>
        <cusip>000000000</cusip>
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          <isin value="PR7331747001"/>
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        <balance>3376.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>198340.00000000</valUSD>
        <pctVal>0.015250642342</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>John Deere Capital Corp</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>John Deere Capital Corp</title>
        <cusip>24422EUC1</cusip>
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          <isin value="US24422EUC10"/>
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        <balance>6350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6353957.26000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.13000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GCA2014 Holddings Ltd</name>
        <lei>549300P7I2VS2S4LJI66</lei>
        <title>GCA2014 Holdings Ltd</title>
        <cusip>36163UAC4</cusip>
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          <isin value="US36163UAC45"/>
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        <balance>3410000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.0000000</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-05</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Co</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>Bristol-Myers Squibb Co</title>
        <cusip>110122BY3</cusip>
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          <isin value="US110122BY33"/>
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        <balance>8040000.00000000</balance>
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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>
        <debtSec>
          <maturityDt>2022-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust 2019-1</title>
        <cusip>26208NAG9</cusip>
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          <isin value="US26208NAG97"/>
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        <balance>1330000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1369399.79000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED MYR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="19LHKBB4H13"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MYR" exchangeRt="4.09715322"/>
        <valUSD>239369.58000000</valUSD>
        <pctVal>0.018405464617</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T Inc</title>
        <cusip>00206RDB5</cusip>
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          <isin value="US00206RDB50"/>
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        <balance>4670000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4847494.79000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Humana Inc</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>Humana Inc</title>
        <cusip>444859102</cusip>
        <identifiers>
          <isin value="US4448591028"/>
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        <balance>541.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>198287.32000000</valUSD>
        <pctVal>0.015246591703</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>Chesapeake Energy Corp</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
        <title>Chesapeake Energy Corp</title>
        <cusip>165167CY1</cusip>
        <identifiers>
          <isin value="US165167CY16"/>
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        <balance>1280000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>609771.56000000</valUSD>
        <pctVal>0.046886195282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Comcast Corp</name>
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        <name>SMB Private Education Loan Trust</name>
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        <name>Social Professional Loan Program LLC</name>
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        <name>CVS Health Corp</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Procter &amp; Gamble Co/The</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Mastercard Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>OneMain Financial Issuance Trust</name>
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        <name>S-JETS Limited</name>
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        <name>Honeywell International Inc</name>
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        <name>HSBC Bank USA, National Association</name>
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        <name>AmeriCredit Automobile Receivables Trust</name>
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        <name>Residential Funding Mtg Sec I</name>
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        <name>Broadcom Inc</name>
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        <name>DAIMLER FINANCE NA LLC</name>
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        <title>Daimler Finance North America LLC</title>
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        <name>Madison Park Funding Ltd</name>
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        <invCountry>KY</invCountry>
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        <name>Pfizer Inc</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>Pfizer Inc</title>
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      <invstOrSec>
        <name>Castlelake Aircraft Securitization Trust 2018-1</name>
        <lei>N/A</lei>
        <title>Castlelake Aircraft Securitization Trust 2018-1</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>QUALCOMM Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CFCRE Commercial Mortgage Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Progress Residential Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FDG</name>
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          <isin value="US64952WCZ41"/>
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        <balance>6780000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CarMax Auto Owner Trust</name>
        <lei>N/A</lei>
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          <isin value="US14314AAG40"/>
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        <balance>135000.00000000</balance>
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      <invstOrSec>
        <name>DSLA Mortgage Loan Trust</name>
        <lei>N/A</lei>
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          <isin value="US23332UFF66"/>
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      <invstOrSec>
        <name>SMB Private Education Loan Trust</name>
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        <balance>800000.00000000</balance>
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      <invstOrSec>
        <name>Walmart Inc</name>
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        <title>Walmart Inc</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-06-23</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Marlette Funding Trust</name>
        <lei>549300W2612MGSLICQ35</lei>
        <title>Marlette Funding Trust 2019-3</title>
        <cusip>57109MAA9</cusip>
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          <isin value="US57109MAA99"/>
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        <balance>2639382.81000000</balance>
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        <invCountry>US</invCountry>
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          <maturityDt>2029-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PNC Bank NA</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
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        <invCountry>US</invCountry>
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        <name>MARRIOTT INTERNATIONAL</name>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>MVW Owner Trust</name>
        <lei>N/A</lei>
        <title>MVW Owner Trust 2019-1</title>
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        <balance>681922.88000000</balance>
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          <maturityDt>2036-11-20</maturityDt>
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      <invstOrSec>
        <name>AES Corporation</name>
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        <title>AES Corporation 2018 Term Loan B</title>
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        <balance>193572.50000000</balance>
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        <name>Omnicom Group Inc</name>
        <lei>HKUPACFHSSASQK8HLS17</lei>
        <title>Omnicom Group Inc</title>
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      <invstOrSec>
        <name>Morgan Stanley Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Mortgage Loan Trust 2005-7</title>
        <cusip>61748HPQ8</cusip>
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        <balance>888573.14000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-11-25</maturityDt>
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        <name>JPMorgan Chase &amp; Co</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
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        <balance>2550000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>American Homes 4 Rent</name>
        <lei>N/A</lei>
        <title>American Homes 4 Rent 2014-SFR2 Trust</title>
        <cusip>02665UAE5</cusip>
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        <balance>2170000.00000000</balance>
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        <valUSD>2413057.14000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.23000000</annualizedRt>
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      <invstOrSec>
        <name>Microsoft Corp</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>Microsoft Corp</title>
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        <name>CHENIERE CORP CHRISTI HD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ARAMARK SERVICES INC 2019 TERM LOAN B4</name>
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        <name>Deutsche Bank Aktiengesellschaft</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bharti Airtel Ltd</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Motel 6 Trust</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>HOME DEPOT INC</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>Home Depot Inc/The</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-01</maturityDt>
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        <name>Countrywide Alternative Loan Trust</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Iron Mountain, Inc.</name>
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        <name>Dryden Senior Loan Fund</name>
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        <name>Jeld-Wen Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Progress Residential Trust</name>
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        <name>FIRST QUANTUM MINERALS L</name>
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        <invCountry>CA</invCountry>

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        <name>Citigroup Inc</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
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        <name>General Mills Inc</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>General Mills Inc</title>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill</title>
        <cusip>912796SV2</cusip>
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          <isin value="US912796SV23"/>
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        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-18</maturityDt>
          <couponKind>None</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Prudential Financial Inc</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>Prudential Financial Inc</title>
        <cusip>744320102</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LATAM AIR 2015-1 PTT B</name>
        <lei>N/A</lei>
        <title>Latam Airlines 2015-1 Pass Through Trust B</title>
        <cusip>51817UAB5</cusip>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <name>Standard Chartered PLC</name>
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        <name>Universal Display Corp</name>
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        <name>Hewlett Packard Enterprise Co</name>
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        <fairValLevel>1</fairValLevel>
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        <name>MAPS LTD</name>
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        <name>Navient Student Loan Trust</name>
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        <name>Fox Corp</name>
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        <name>Banc of America Alternative Loan Trust</name>
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        <name>Mountain View CLO Ltd</name>
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        <name>POSCO</name>
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        <name>Deutsche Bank Aktiengesellschaft</name>
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        <name>JBS USA/FOOD/FINANCE</name>
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        <name>Drive Auto Receivables Trust</name>
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        <name>RCO Mortgage LLC</name>
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        <name>SMB Private Education Loan Trust</name>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VINE OIL &amp; GAS LP / FIN</name>
        <lei>N/A</lei>
        <title>Vine Oil &amp; Gas LP / Vine Oil &amp; Gas Finance Corp</title>
        <cusip>927375AB1</cusip>
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          <isin value="US927375AB16"/>
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        <balance>3465000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1732500.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OUTFRONT MEDIA CAP LLC/C</name>
        <lei>N/A</lei>
        <title>Outfront Media Capital LLC / Outfront Media Capital Corp</title>
        <cusip>69007TAC8</cusip>
        <identifiers>
          <isin value="US69007TAC80"/>
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        <balance>1075000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1093812.50000000</valUSD>
        <pctVal>0.084104785860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.63000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM Student Loan Trust</name>
        <lei>N/A</lei>
        <title>SLM Private Credit Student Loan Trust 2003-A</title>
        <cusip>78443CAJ3</cusip>
        <identifiers>
          <isin value="US78443CAJ36"/>
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        <balance>828000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>826873.92000000</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>
          <maturityDt>2032-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.05000000</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>Starwood Retail Property Trust</name>
        <lei>5493007115G809OI4R97</lei>
        <title>Starwood Retail Property Trust 2014-STAR</title>
        <cusip>85571XAS6</cusip>
        <identifiers>
          <isin value="US85571XAS62"/>
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        <balance>3575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2770066.41000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.14000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JACKSON NATL LIFE GLOBAL</name>
        <lei>635400PQXLYXWJI5QD78</lei>
        <title>Jackson National Life Global Funding</title>
        <cusip>46849LTE1</cusip>
        <identifiers>
          <isin value="US46849LTE10"/>
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        <balance>7735000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7954076.16000000</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>2022-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMMSCOPE TECH LLC</name>
        <lei>M4TWC4QDOKW45N7T6Y12</lei>
        <title>CommScope Technologies LLC</title>
        <cusip>20338HAB9</cusip>
        <identifiers>
          <isin value="US20338HAB96"/>
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        <balance>4075000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3830500.00000000</valUSD>
        <pctVal>0.294532547613</pctVal>
        <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>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Corp</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>Duke Energy Corp</title>
        <cusip>26441C204</cusip>
        <identifiers>
          <isin value="US26441C2044"/>
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        <balance>1925.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>175579.25000000</valUSD>
        <pctVal>0.013500536172</pctVal>
        <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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OZLM Ltd</name>
        <lei>549300HQQ42NFL2R0S17</lei>
        <title>OZLM XIII Ltd</title>
        <cusip>67110AAQ6</cusip>
        <identifiers>
          <isin value="US67110AAQ67"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249477.08000000</valUSD>
        <pctVal>0.019182644548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.02000000</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>
      <invstOrSec>
        <name>Discover Card Execution Note Trust</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>Discover Card Execution Note Trust</title>
        <cusip>254683CF0</cusip>
        <identifiers>
          <isin value="US254683CF08"/>
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        <balance>5425000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5429814.15000000</valUSD>
        <pctVal>0.417506068312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.97000000</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>Starwood Retail Property Trust</name>
        <lei>5493007115G809OI4R97</lei>
        <title>Starwood Retail Property Trust 2014-STAR</title>
        <cusip>85571XAN7</cusip>
        <identifiers>
          <isin value="US85571XAN75"/>
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        <balance>1060000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1049152.81000000</valUSD>
        <pctVal>0.080670839307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.49000000</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>
        <name>HP Inc</name>
        <lei>WHKXQACZ14C5XRO8LW03</lei>
        <title>HP Inc</title>
        <cusip>40434L105</cusip>
        <identifiers>
          <isin value="US40434L1052"/>
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        <balance>9759.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>200547.45000000</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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          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
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      <invstOrSec>
        <name>1011778 BC / NEW RED FIN</name>
        <lei>N/A</lei>
        <title>1011778 BC ULC / New Red Finance Inc</title>
        <cusip>68245XAJ8</cusip>
        <identifiers>
          <isin value="US68245XAJ81"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5012500.00000000</valUSD>
        <pctVal>0.385418194730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.38000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Axalta Coating Systems US Holdings Inc.</name>
        <lei>549300NZ43V4QV4UGN28</lei>
        <title>Axalta Coating Systems US Holdings Inc. USD Term Loan B3</title>
        <cusip>90347BAH1</cusip>
        <identifiers>
          <isin value="US90347BAH15"/>
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        <balance>3347250.56000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3351903.24000000</valUSD>
        <pctVal>0.257732567715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.69000000</annualizedRt>
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      <invstOrSec>
        <name>Navistar Financial Dealer Note Master Trust</name>
        <lei>549300S28N49H5RT4J50</lei>
        <title>Navistar Financial Dealer Note Master Owner Trust II</title>
        <cusip>63938PBD0</cusip>
        <identifiers>
          <isin value="US63938PBD06"/>
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        <balance>1100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1101816.65000000</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>
          <maturityDt>2023-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.42000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Blackbird Capital Aircraft</name>
        <lei>N/A</lei>
        <title>Blackbird Capital Aircraft Lease Securitization Ltd 2016-1</title>
        <cusip>09228YAB8</cusip>
        <identifiers>
          <isin value="US09228YAB83"/>
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        <balance>1013958.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1034909.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.21000000</annualizedRt>
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      <invstOrSec>
        <name>Banc of America Funding Corporation</name>
        <lei>N/A</lei>
        <title>Banc of America Funding 2005-7 Trust</title>
        <cusip>05946XS61</cusip>
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          <isin value="US05946XS615"/>
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        <balance>580492.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>626620.21000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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      <invstOrSec>
        <name>Bank of America Credit Card Trust</name>
        <lei>5493006DQ60M1CRKHH19</lei>
        <title>BA Credit Card Trust</title>
        <cusip>05522RCW6</cusip>
        <identifiers>
          <isin value="US05522RCW60"/>
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        <balance>4385000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4385438.50000000</valUSD>
        <pctVal>0.337202551575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95000000</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>ADAMS OUTDOOR ADVERTISING</name>
        <lei>549300BTFXNHDCUHER30</lei>
        <title>Adams Outdoor Advertising LP</title>
        <cusip>006346AS9</cusip>
        <identifiers>
          <isin value="US006346AS99"/>
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        <balance>4283573.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4444798.11000000</valUSD>
        <pctVal>0.341766795710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.81000000</annualizedRt>
          <isDefault>N</isDefault>
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        <name>VISTRA OPERATIONS CO LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB CO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dominos Pizza Master Issuer LLC</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Countrywide Alternative Loan Trust</name>
        <lei>N/A</lei>
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          <isin value="US12667FLT02"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Massachusetts Educational Financing Authority</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BELLATRIX EXPLORATION</name>
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        <fairValLevel>3</fairValLevel>
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        <name>American Express Credit Account Master Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fidelity National Information Services Inc</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>FirstEnergy Corp</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FirstEnergy Corp</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>WF-RBS Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>WFRBS Commercial Mortgage Trust 2011-C3</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Exelon Corp</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>DCAL Aviation Finance Limited</name>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>DT Auto Owner Trust</name>
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        <name>PROVINCIA DE BUENOS AIRE</name>
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        <title>Provincia de Buenos Aires/Government Bonds</title>
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        <invCountry>AR</invCountry>
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        <name>SoFi Consumer Loan Program Trust</name>
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        <name>WENDYS FUNDING LLC</name>
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        <title>Wendy's Funding LLC</title>
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        <name>Yanlord Land HK Co Ltd</name>
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        <name>TEVA PHARM FNC NL II</name>
        <lei>549300HSQCIKJAOYIT23</lei>
        <title>Teva Pharmaceutical Finance Netherlands II BV</title>
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        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Ally Auto Receivables Trust</name>
        <lei>N/A</lei>
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        <valUSD>7339535.33000000</valUSD>
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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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      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
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          <other otherDesc="Internal Identifier" value="ADI1HPWG7"/>
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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>Hewlett Packard Enterprise Co</issuerName>
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            <shareNo>100.00000000</shareNo>
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      <invstOrSec>
        <name>Vericrest Opportunity Loan Transferee</name>
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          <isin value="US91833GAD88"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Diamond Resorts Owner Trust</name>
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          <isin value="US25272XAC92"/>
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        <balance>384385.11000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>West CLO Ltd</name>
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        <title>West CLO 2014-1 Ltd</title>
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          <isin value="US951680AJ67"/>
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        <balance>2780876.31000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2778278.42000000</valUSD>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-18</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Gosforth Funding plc</name>
        <lei>213800GD24WOLHNGMP34</lei>
        <title>Gosforth Funding 2018-1 plc</title>
        <cusip>38312RAA1</cusip>
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          <isin value="US38312RAA14"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-08-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>American Homes 4 Rent</name>
        <lei>N/A</lei>
        <title>American Homes 4 Rent 2015-SFR1</title>
        <cusip>02666AAE8</cusip>
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          <isin value="US02666AAE82"/>
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        <balance>3138000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3378298.63000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.64000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Discover Card Execution Note Trust</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>Discover Card Execution Note Trust</title>
        <cusip>254683CH6</cusip>
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          <isin value="US254683CH63"/>
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        <balance>6880000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7049014.77000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.32000000</annualizedRt>
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      <invstOrSec>
        <name>Ludgate Funding PLC</name>
        <lei>213800LADM2GPWI3P269</lei>
        <title>Ludgate Funding PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS0304504003"/>
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        <balance>439359.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>467496.58000000</valUSD>
        <pctVal>0.035946471402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-01-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>SoFi Consumer Loan Program Trust</name>
        <lei>N/A</lei>
        <title>Sofi Consumer Loan Program 2018-2 Trust</title>
        <cusip>78471WAB1</cusip>
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          <isin value="US78471WAB19"/>
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        <balance>1410000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1418502.16000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.35000000</annualizedRt>
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      <invstOrSec>
        <name>CABLE ONDA SA</name>
        <lei>5299008Q5GONPYNF9J32</lei>
        <title>Cable Onda SA</title>
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        <balance>1405000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1479465.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DISH Network Corp</name>
        <lei>529900U350CWHH15G169</lei>
        <title>DISH Network Corp</title>
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          <isin value="US25470MAD11"/>
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        <balance>4280000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3908068.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.38000000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>DISH Network Corp</title>
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                <isin value="US25470M1099"/>
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      <invstOrSec>
        <name>Standard Chartered PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>Standard Chartered PLC</title>
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        <curCd>USD</curCd>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>PRPM 2017-3 LLC</name>
        <lei>N/A</lei>
        <title>PRPM 2017-3 LLC</title>
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        <balance>768687.95000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.47000000</annualizedRt>
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      <invstOrSec>
        <name>Toyota Motor Credit Corp</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>Toyota Motor Credit Corp</title>
        <cusip>89236TEV3</cusip>
        <identifiers>
          <isin value="US89236TEV35"/>
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        <balance>12395000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12415252.44000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.28000000</annualizedRt>
          <isDefault>N</isDefault>
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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>PROCTER + GAMBLE CO/THE FEB20 130 CALL</title>
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          <other otherDesc="Internal Identifier" value="ADI1HPX01"/>
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        <balance>-11.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1237.50000000</valUSD>
        <pctVal>-0.00009515312</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <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>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>Procter &amp; Gamble Co/The</issuerName>
                <issueTitle>Procter &amp; Gamble Co/The</issueTitle>
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                  <cusip value="742718109"/>
                  <isin value="US7427181091"/>
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            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>130</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-02-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>332.28</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROVINCIA DE BUENOS AIRE</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>GCA2014 Holddings Ltd</name>
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        <name>Credit Acceptance Auto Loan Trust</name>
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        <name>Countrywide Alternative Loan Trust</name>
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        <name>BAYVIEW OPPORTUNITY MASTER FUND TRUST</name>
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        <name>Toyota Auto Receivables Owner Trust</name>
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        <name>MET LIFE GLOB FUNDING I</name>
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        <name>CF Industries Holdings Inc</name>
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        <name>Options Clearing Corp.</name>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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      <invstOrSec>
        <name>YPF SOCIEDAD ANONIMA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KAISA GROUP HOLDINGS LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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                <issuerName>AmerisourceBergen Corp</issuerName>
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      <invstOrSec>
        <name>GLS Auto Receivables Trust</name>
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      <invstOrSec>
        <name>Flagship Credit Auto Trust</name>
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          <isin value="US33843PAJ57"/>
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        <balance>650000.00000000</balance>
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      <invstOrSec>
        <name>Sound Point CLO LTD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Co</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>Ameriprise Financial Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Colony American Finance Ltd</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MILLICOM INTL CELLULAR</name>
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        <title>Millicom International Cellular SA</title>
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        <invCountry>LU</invCountry>

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        <name>Apple Inc</name>
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        <title>Apple Inc</title>
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        <name>Towd Point Mortgage Trust</name>
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        <name>BELLATRIX EXPLORATION</name>
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        <title>Bellatrix Exploration Ltd</title>
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        <name>Credit Suisse International</name>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust Inc</name>
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        <name>Chase Issuance Trust</name>
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        <title>Chase Issuance Trust</title>
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        <name>United States Treasury</name>
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        <name>California Resources Corporation</name>
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        <name>California Republic Auto Receivables Trust</name>
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        <name>Best Buy Co Inc</name>
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        <name>Options Clearing Corp.</name>
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        <name>Uber Technologies, Inc.</name>
        <lei>549300B2FTG34FILDR98</lei>
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        <name>COMM Mortgage Trust</name>
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        <name>Applied Materials Inc</name>
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        <name>SLM Student Loan Trust</name>
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        <title>SLM Private Credit Student Loan Trust 2003-B</title>
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        <name>Chicago Board of Trade</name>
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        <name>American Builders &amp; Contractors Supply Co., Inc.</name>
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        <name>Coinstar Funding LLC Series 2017-1</name>
        <lei>N/A</lei>
        <title>Coinstar Funding LLC Series 2017-1</title>
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        <name>Chesapeake Funding II LLC</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>Chesapeake Funding II LLC</title>
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        <balance>775000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>COMCAST CORP FEB20 45 CALL</title>
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          <other otherDesc="Internal Identifier" value="ADI1HF0N9"/>
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            <shareNo>100.00000000</shareNo>
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        <name>MARSH &amp; MCLENNAN COS INC</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>Marsh &amp; McLennan Cos Inc</title>
        <cusip>571748BE1</cusip>
        <identifiers>
          <isin value="US571748BE18"/>
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        <balance>5520000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Accelerated Assets LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Harbour Aircraft Investments Limited</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CFLD CAYMAN INVESTMENT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sprite Limited</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Capital One Multi-Asset Execution Trust</name>
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        <title>Capital One Multi-Asset Execution Trust</title>
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        <balance>3440000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-12-15</maturityDt>
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      <invstOrSec>
        <name>ZIGGO BV</name>
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        <title>Ziggo BV</title>
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        <balance>1725000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bruin E&amp;P Partners LLC</name>
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        <title>Bruin E&amp;P Partners LLC</title>
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        <balance>4155000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
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      <invstOrSec>
        <name>Nissan Auto Receivables Owner Trust</name>
        <lei>N/A</lei>
        <title>Nissan Auto Receivables 2018-A Owner Trust</title>
        <cusip>65478DAD9</cusip>
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          <isin value="US65478DAD93"/>
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        <balance>3162965.10000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</annualizedRt>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>BRISTOL-MYERS SQUIBB CO FEB20 65 CALL</title>
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        <assetCat>DE</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Santander Drive Auto Receivables Trust</name>
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      <invstOrSec>
        <name>Volkswagen Auto Loan Enhanced Trust</name>
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        <title>Volkswagen Auto Loan Enhanced Trust 2018-1</title>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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      <invstOrSec>
        <name>Onslow Bay Financial LLC</name>
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      <invstOrSec>
        <name>GM Financial Automobile Leasing Trust</name>
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        <title>GM Financial Automobile Leasing Trust 2018-3</title>
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        <name>WF-RBS Commercial Mortgage Trust</name>
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        <title>WF-RBS Commercial Mortgage Trust 2011-C2</title>
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        <name>Starbucks Corp</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>Starbucks Corp</title>
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        <name>NISSAN MOTOR ACCEPTANCE</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>Nissan Motor Acceptance Corp</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Garmin Ltd</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>BRISTOL-MYERS SQUIBB CO</name>
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      <invstOrSec>
        <name>Chesapeake Funding II LLC</name>
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        <name>Unilever Capital Corp</name>
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        <name>Yum! Brands Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Toyota Auto Receivables Owner Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <name>Deutsche Bank Aktiengesellschaft</name>
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        <name>Tyson Foods Inc</name>
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        <title>Tyson Foods Inc</title>
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        <name>UnitedHealth Group Inc</name>
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        <name>AMSR Trust</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Santander Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Santander Drive Auto Receivables Trust 2019-2</title>
        <cusip>80286GAG6</cusip>
        <identifiers>
          <isin value="US80286GAG64"/>
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        <balance>4140000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4220169.44000000</valUSD>
        <pctVal>0.324494780453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.22000000</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>Home Depot Inc/The</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>Home Depot Inc/The</title>
        <cusip>437076102</cusip>
        <identifiers>
          <isin value="US4370761029"/>
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        <balance>844.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>184312.72000000</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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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Limerock CLO</name>
        <lei>N/A</lei>
        <title>Limerock CLO III LLC</title>
        <cusip>532619AL7</cusip>
        <identifiers>
          <isin value="US532619AL75"/>
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        <balance>350168.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>349904.07000000</valUSD>
        <pctVal>0.026904617454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-10-20</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Venture CDO Ltd</name>
        <lei>549300C7PSULF5Z6ZE61</lei>
        <title>Venture XII CLO Ltd</title>
        <cusip>92329JAY5</cusip>
        <identifiers>
          <isin value="US92329JAY55"/>
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        <balance>194275.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193949.95000000</valUSD>
        <pctVal>0.014913085206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.71000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Social Professional Loan Program LLC</name>
        <lei>549300MIP15HTYPHSM46</lei>
        <title>Sofi Professional Loan Program 2016-A LLC</title>
        <cusip>78469PAC8</cusip>
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          <isin value="US78469PAC86"/>
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        <balance>904215.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>916908.56000000</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>
          <maturityDt>2038-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Merrill Lynch International Limited</name>
        <lei>EYKN6V0ZCB8VD9IULB80</lei>
        <title>Long: SP2S07KF  CDS EUR R V 03MEVENT SP2S07KF_PRO CORPORATE / Short: SP2S07KF  CDS EUR P F  1.00000 SP2S07KF_FEE CORPORATE</title>
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          <other otherDesc="Internal Identifier" value="99S13ZHF9"/>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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                <issuerName>Enel SpA</issuerName>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">buy protection</otherRecDesc>
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            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>-186.11</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
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            <curCd>EUR</curCd>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Enterprise Products Partners LP</name>
        <lei>K4CDIF4M54DJZ6TB4Q48</lei>
        <title>Enterprise Products Partners LP</title>
        <cusip>293792107</cusip>
        <identifiers>
          <isin value="US2937921078"/>
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        <balance>7100.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>199936.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Horizon Aircraft Finance I Limited</name>
        <lei>N/A</lei>
        <title>Horizon Aircraft Finance I Ltd</title>
        <cusip>440405AE8</cusip>
        <identifiers>
          <isin value="US440405AE86"/>
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        <balance>4573284.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4694985.10000000</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>
          <maturityDt>2038-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.46000000</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>Citigroup Mortgage Loan Trust Inc</name>
        <lei>N/A</lei>
        <title>Citigroup Mortgage Loan Trust 2019-B</title>
        <cusip>17327VAA9</cusip>
        <identifiers>
          <isin value="US17327VAA98"/>
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        <balance>2201125.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2203709.54000000</valUSD>
        <pctVal>0.169446334686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.26000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Legacy Mortgage Asset Trust</name>
        <lei>N/A</lei>
        <title>Legacy Mortgage Asset Trust 2019-GS3</title>
        <cusip>52474WAA5</cusip>
        <identifiers>
          <isin value="US52474WAA53"/>
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        <balance>2370185.94000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2389461.71000000</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>
          <maturityDt>2059-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Countrywide Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>Alternative Loan Trust 2005-J1</title>
        <cusip>12667FT88</cusip>
        <identifiers>
          <isin value="US12667FT886"/>
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        <balance>568882.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>582106.27000000</valUSD>
        <pctVal>0.044758972114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>CCG Receivables Trust</name>
        <lei>N/A</lei>
        <title>CCG Receivables Trust 2018-1</title>
        <cusip>12508VAD5</cusip>
        <identifiers>
          <isin value="US12508VAD55"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252940.28000000</valUSD>
        <pctVal>0.019448934881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.42000000</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>MetLife Inc</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MetLife Inc</title>
        <cusip>59156R108</cusip>
        <identifiers>
          <isin value="US59156R1086"/>
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        <balance>3903.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>198935.91000000</valUSD>
        <pctVal>0.015296462703</pctVal>
        <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>Dominos Pizza Master Issuer LLC</name>
        <lei>N/A</lei>
        <title>Domino's Pizza Master Issuer LLC</title>
        <cusip>25755TAH3</cusip>
        <identifiers>
          <isin value="US25755TAH32"/>
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        <balance>2850820.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2952993.39000000</valUSD>
        <pctVal>0.227059826718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12000000</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>METHANEX CORP</name>
        <lei>549300TSJHRXT9QXRD13</lei>
        <title>Methanex Corp</title>
        <cusip>59151KAL2</cusip>
        <identifiers>
          <isin value="US59151KAL26"/>
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        <balance>3770000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3895817.76000000</valUSD>
        <pctVal>0.299554922305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Parallel Ltd</name>
        <lei>549300IVH7GEF68EFD31</lei>
        <title>Parallel 2015-1 Ltd</title>
        <cusip>69915VAN0</cusip>
        <identifiers>
          <isin value="US69915VAN01"/>
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        <balance>3965000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3957825.33000000</valUSD>
        <pctVal>0.304322771819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.82000000</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>Dukinfield</name>
        <lei>213800B7W4OACLGF5491</lei>
        <title>Dukinfield II PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1487246446"/>
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        <balance>1395691.27000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75494500"/>
        <valUSD>1863215.36000000</valUSD>
        <pctVal>0.143265256946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>Bank of America, National Association</name>
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        <name>CarMax Auto Owner Trust</name>
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        <name>First Investors Auto Owner Trust</name>
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        <name>WF-RBS Commercial Mortgage Trust</name>
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        <name>MASTR Alternative Loans Trust</name>
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        <name>Countrywide Home 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>World Omni Automobile Lease Securitization Trust</name>
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        <name>FIRST QUANTUM MINERALS L</name>
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        <name>Volvo Financial Equipment Master Owner Trust</name>
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        <name>EL PASO ENERGY CAP TRST</name>
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        <name>Vericrest Opportunity Loan Transferee</name>
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        <title>Vericrest Opportunity Loan Trust 2019-NPL5</title>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Credit Suisse Commercial Mortgage Securities Corp 2019-SLKZ</title>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
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          <other otherDesc="Internal Identifier" value="ADI1HPX50"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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                <issuerName>Phillips 66</issuerName>
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      <invstOrSec>
        <name>CPS Auto Trust</name>
        <lei>N/A</lei>
        <title>CPS Auto Receivables Trust 2018-A</title>
        <cusip>12595MAC1</cusip>
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          <isin value="US12595MAC10"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ludgate Funding PLC</name>
        <lei>213800LADM2GPWI3P269</lei>
        <title>Ludgate Funding PLC</title>
        <cusip>000000000</cusip>
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          <isin value="XS0353588386"/>
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        <balance>1615527.85000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-01-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>AEGON Funding Co LLC</name>
        <lei>KEIOKM01PSK5VZ5CCI74</lei>
        <title>AEGON Funding Co LLC</title>
        <cusip>007634AA6</cusip>
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          <isin value="US007634AA64"/>
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        <balance>4545000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Americredit Automobile Receivables Trust 2018-2</title>
        <cusip>03066LAG3</cusip>
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          <isin value="US03066LAG32"/>
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        <balance>2805000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.01000000</annualizedRt>
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      <invstOrSec>
        <name>Jamestown CLO Ltd</name>
        <lei>549300UY2VE3PHVMFV71</lei>
        <title>Jamestown CLO VII Ltd</title>
        <cusip>47048BAK6</cusip>
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          <isin value="US47048BAK61"/>
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        <balance>3447833.64000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.77000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Enel SpA</name>
        <lei>WOCMU6HCI0OJWNPRZS33</lei>
        <title>Enel SpA</title>
        <cusip>29265WAA6</cusip>
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          <isin value="US29265WAA62"/>
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        <balance>2855000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-09-24</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Driven Brands Funding, LLC</name>
        <lei>N/A</lei>
        <title>DRIVEN BRANDS FUNDING LLC</title>
        <cusip>26208LAC2</cusip>
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          <isin value="US26208LAC28"/>
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        <balance>1487350.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.74000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Navient Private Education Refi Loan Trust 2018-A</name>
        <lei>N/A</lei>
        <title>Navient Private Education Refi Loan Trust 2018-A</title>
        <cusip>63940PAD7</cusip>
        <identifiers>
          <isin value="US63940PAD78"/>
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        <balance>1035000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.68000000</annualizedRt>
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      <invstOrSec>
        <name>HP ENTERPRISE CO</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>Hewlett Packard Enterprise Co</title>
        <cusip>42824CAG4</cusip>
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          <isin value="US42824CAG42"/>
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        <balance>3250000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>N/A</lei>
        <title>Freddie Mac Structured Agency Credit Risk Debt Notes</title>
        <cusip>3137G0ET2</cusip>
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          <isin value="US3137G0ET28"/>
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        <balance>1181911.39000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>TAL Advantage LLC</name>
        <lei>549300DUZ8I1AWFHN784</lei>
        <title>TAL Advantage V LLC</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-11-20</maturityDt>
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        <name>Taco Bell Funding, LLC</name>
        <lei>N/A</lei>
        <title>Taco Bell Funding LLC</title>
        <cusip>87342RAD6</cusip>
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        <balance>5544000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-11-25</maturityDt>
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      <invstOrSec>
        <name>UBER TECHNOLOGIES INC</name>
        <lei>549300B2FTG34FILDR98</lei>
        <title>Uber Technologies Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>CPS Auto Trust</name>
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      <invstOrSec>
        <name>Newgate Funding PLC</name>
        <lei>2138006KF4KS6D5P1697</lei>
        <title>Newgate Funding PLC</title>
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          <isin value="XS0329656101"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.20000000</annualizedRt>
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      <invstOrSec>
        <name>BOYD GAMING CORP</name>
        <lei>254900787YGRYS2A1Z35</lei>
        <title>Boyd Gaming Corp</title>
        <cusip>103304BR1</cusip>
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        <balance>3825000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3973218.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Structured Adjustable Rate Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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          <other otherDesc="Internal Identifier" value="ADI1HPT71"/>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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      <invstOrSec>
        <name>Banco Hipotecario SA</name>
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          <isin value="US05961AAF03"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RMAC Securities PLC</name>
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        <title>RMAC Securities No 1 PLC</title>
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          <isin value="XS0307493162"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-06-12</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BRF SA</name>
        <lei>254900MTXR9LUVQFU480</lei>
        <title>BRF SA</title>
        <cusip>10552TAG2</cusip>
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          <isin value="US10552TAG22"/>
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        <balance>4415000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>BR</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.88000000</annualizedRt>
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      <invstOrSec>
        <name>Preston Ridge Partners Mortgage Trust</name>
        <lei>N/A</lei>
        <title>PRPM 2018-1 LLC</title>
        <cusip>69358VAB0</cusip>
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          <isin value="US69358VAB09"/>
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        <balance>895000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ziggo Secured Finance Partnership</name>
        <lei>N/A</lei>
        <title>Ziggo Secured Finance Partnership USD Term Loan E</title>
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          <isin value="XAN9833RAE98"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Lehman XS Trust</name>
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        <title>Lehman XS Trust Series 2006-2N</title>
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          <isin value="US525221HA83"/>
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        <balance>479133.53000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-02-25</maturityDt>
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      <invstOrSec>
        <name>DISH Network Corp</name>
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        <title>DISH Network Corp</title>
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        <fairValLevel>2</fairValLevel>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>DISH Network Corp</title>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>PLAINS GP HOLDINGS LP FEB20 20 CALL</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Prestige Auto Receivables Trust</name>
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        <name>Altria Group Inc</name>
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        <name>SoFi Consumer Loan Program Trust</name>
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      <invstOrSec>
        <name>Science Applications International Corporation</name>
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        <title>Science Applications International Corporation 2018 Term Loan B</title>
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      <invstOrSec>
        <name>McDonald's Corp</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>McDonald's Corp</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BAYVIEW OPPORTUNITY MASTER FUND TRUST</name>
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        <title>Bayview Opportunity Master Fund IVa Trust 2019-RN2</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ELEMENT COMM AVIATION</name>
        <lei>N/A</lei>
        <title>ELEMENT COMM AVIATION 03/40 FIXED 0</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="926TWCII9"/>
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        <fairValLevel>3</fairValLevel>
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          <maturityDt>N/A</maturityDt>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Avid Automobile Receivables Trust</name>
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        <title>Avid Automobile Receivables Trust 2019-1</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CarMax Auto Owner Trust</name>
        <lei>N/A</lei>
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          <isin value="US14315EAG52"/>
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        <balance>1125000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS-Barclays Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>UBS-Barclays Commercial Mortgage Trust 2012-C2</title>
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          <isin value="US90269CAT71"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>N/A</lei>
        <title>Freddie Mac Structured Agency Credit Risk Debt Notes</title>
        <cusip>3137G0AX7</cusip>
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          <isin value="US3137G0AX75"/>
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      <invstOrSec>
        <name>Drive Auto Receivables Trust 2018-1</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust 2018-1</title>
        <cusip>26208GAG4</cusip>
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          <isin value="US26208GAG47"/>
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          <maturityDt>2024-05-15</maturityDt>
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      <invstOrSec>
        <name>Leonardo US Holdings Inc</name>
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        <title>Leonardo US Holdings Inc</title>
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        <balance>2550000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Colony American Finance Ltd</name>
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        <title>CoreVest American Finance 2019-2Trust</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NextGear Floorplan Master Owner Trust</name>
        <lei>N/A</lei>
        <title>NextGear Floorplan Master Owner Trust</title>
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      <invstOrSec>
        <name>CarMax Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>Carmax Auto Owner Trust 2018-4</title>
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      <invstOrSec>
        <name>Sequoia Mortgage Trust 2018-CH1</name>
        <lei>549300ZUG1L9OO3W6B29</lei>
        <title>Sequoia Mortgage Trust 2018-CH1</title>
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      <invstOrSec>
        <name>American Express Co</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>American Express Co</title>
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      <invstOrSec>
        <name>CPS Auto Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Progress Residential Trust</name>
        <lei>N/A</lei>
        <title>Progress Residential 2019-SFR1 Trust</title>
        <cusip>74333BAJ7</cusip>
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      <invstOrSec>
        <name>Phillips 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>Phillips 66</title>
        <cusip>718546104</cusip>
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        <name>Delta Air Lines Inc</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>Delta Air Lines Inc</title>
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        <balance>927.00000000</balance>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>SLM Student Loan Trust</name>
        <lei>549300BLEHJGFV7XSO25</lei>
        <title>SLM Private Credit Student Loan Trust 2003-B</title>
        <cusip>78443CAP9</cusip>
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        <balance>250000.00000000</balance>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Apple Inc</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>Apple Inc</title>
        <cusip>037833CT5</cusip>
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        <balance>6045000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AmerisourceBergen Corp</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SCF Equipment Trust LLC</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Westlake Automobile Receivables Trust</name>
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        <title>Westlake Automobile Receivables Trust 2018-3</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-01-18</maturityDt>
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      <invstOrSec>
        <name>Diamond Resorts Owner Trust</name>
        <lei>N/A</lei>
        <title>Diamond Resorts Owner Trust 2019-1</title>
        <cusip>252722AB9</cusip>
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          <isin value="US252722AB92"/>
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        <balance>2201140.95000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-02-20</maturityDt>
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      <invstOrSec>
        <name>American Express Credit Account Master Trust</name>
        <lei>549300Y4SA5G3GIJTP18</lei>
        <title>American Express Credit Account Master Trust</title>
        <cusip>02588QAB4</cusip>
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          <isin value="US02588QAB41"/>
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        <balance>2385000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Tidewater Auto Receivables Trust</name>
        <lei>549300045J2AQZL8DT48</lei>
        <title>Tidewater Auto Receivables Trust 2018-A</title>
        <cusip>88642MAE0</cusip>
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          <isin value="US88642MAE03"/>
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        <balance>353000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>359525.73000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CarMax Auto Owner Trust</name>
        <lei>549300LQMUNTYT3DC014</lei>
        <title>Carmax Auto Owner Trust 2019-1</title>
        <cusip>14315NAG5</cusip>
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          <isin value="US14315NAG51"/>
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        <balance>2350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2442062.43000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>TARGET CORP FEB20 130 CALL</title>
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        <valUSD>-3550.00000000</valUSD>
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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>OCTAGON INVESTMENT PARTNERS 39, LTD.</name>
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        <balance>495000.00000000</balance>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Madison Park Funding Ltd</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXXI Ltd</title>
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        <balance>475000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-01-23</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Ascentium Equipment Receivables LLC</name>
        <lei>N/A</lei>
        <title>Ascentium Equipment Receivables 2017-2 Trust</title>
        <cusip>04364YAE7</cusip>
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          <isin value="US04364YAE77"/>
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        <balance>350000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-08-10</maturityDt>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
        <lei>549300818AKCJ4Q9TD76</lei>
        <title>CSMC 2014-USA OA LLC</title>
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          <isin value="US12649AAQ22"/>
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        <balance>5680000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-09-15</maturityDt>
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      <invstOrSec>
        <name>Toyota Industries Corp</name>
        <lei>35380000WKGEAHEMW830</lei>
        <title>Toyota Industries Corp</title>
        <cusip>892330AD3</cusip>
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        <balance>7925000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-12</maturityDt>
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          <annualizedRt>3.11000000</annualizedRt>
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      <invstOrSec>
        <name>OneMain Financial Issuance Trust</name>
        <lei>N/A</lei>
        <title>OneMain Financial Issuance Trust 2019-1</title>
        <cusip>68267DAD8</cusip>
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          <isin value="US68267DAD84"/>
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        <balance>3230000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-02-14</maturityDt>
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      <invstOrSec>
        <name>PETROBRAS GLOBAL FINANCE</name>
        <lei>549300FNENFFSMO3GT38</lei>
        <title>Petrobras Global Finance BV</title>
        <cusip>71647NAZ2</cusip>
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          <isin value="US71647NAZ24"/>
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        <balance>4935000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5566680.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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      <invstOrSec>
        <name>NextGear Floorplan Master Owner Trust</name>
        <lei>N/A</lei>
        <title>NextGear Floorplan Master Owner Trust</title>
        <cusip>65341KAZ9</cusip>
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          <isin value="US65341KAZ93"/>
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        <balance>2590000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>CIG AUTO RECEIVABLES TRUST 2017-1</name>
        <lei>N/A</lei>
        <title>CIG AUTO RECEIVABLES TRUST 2017-1</title>
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          <isin value="US171787AA22"/>
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        <balance>89067.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>89165.52000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CATERPILLAR FINL SERVICE</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>Caterpillar Financial Services Corp</title>
        <cusip>14913Q2B4</cusip>
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          <isin value="US14913Q2B42"/>
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        <balance>3050000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3053254.01000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-04</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BERKSHIRE HATHAWAY FIN</name>
        <lei>549300RLHFT5RU20WM87</lei>
        <title>Berkshire Hathaway Finance Corp</title>
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          <isin value="US084664CN93"/>
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        <balance>6000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.33000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T Inc</title>
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          <isin value="US00206R1023"/>
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        <balance>5221.00000000</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>Trestles CLO LTD</name>
        <lei>6354005OLPZ8XONXGL10</lei>
        <title>Trestles CLO II LTD</title>
        <cusip>89531VAA0</cusip>
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          <isin value="US89531VAA08"/>
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        <balance>895000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.69000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>United Auto Credit Securitization Trust</name>
        <lei>N/A</lei>
        <title>United Auto Credit Securitization Trust 2019-1</title>
        <cusip>90945QAC5</cusip>
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          <isin value="US90945QAC50"/>
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        <balance>3025000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.16000000</annualizedRt>
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      <invstOrSec>
        <name>Starwood Retail Property Trust</name>
        <lei>5493007115G809OI4R97</lei>
        <title>Starwood Retail Property Trust 2014-STAR</title>
        <cusip>85571XAQ0</cusip>
        <identifiers>
          <isin value="US85571XAQ07"/>
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        <balance>4243654.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3606116.28000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.24000000</annualizedRt>
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      <invstOrSec>
        <name>USAA Capital Corp</name>
        <lei>N/A</lei>
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          <isin value="US90327QD305"/>
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        <balance>3535000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3574290.85000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.63000000</annualizedRt>
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      <invstOrSec>
        <name>Tricon American Homes</name>
        <lei>N/A</lei>
        <title>Tricon American Homes 2019-SFR1 Trust</title>
        <cusip>89612LAA4</cusip>
        <identifiers>
          <isin value="US89612LAA44"/>
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        <balance>1660000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1663142.38000000</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>
          <maturityDt>2038-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill</title>
        <cusip>912796TN9</cusip>
        <identifiers>
          <isin value="US912796TN97"/>
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        <balance>13550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13390599.29000000</valUSD>
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        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-08</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>CPS Auto Receivables Trust 2017-D</name>
        <lei>54930087Z25SUMBR4I05</lei>
        <title>CPS Auto Receivables Trust 2017-D</title>
        <cusip>12652BAD3</cusip>
        <identifiers>
          <isin value="US12652BAD38"/>
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        <balance>815000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>826358.98000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.73000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>SUNAC CHINA HOLDINGS LTD</name>
        <lei>549300OLARYHDXP3WK18</lei>
        <title>Sunac China Holdings Ltd</title>
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          <isin value="XS2012954835"/>
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        <balance>1330000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1364855.62000000</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>2022-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>NBM US Holdings Inc</name>
        <lei>5493008K1QMSP0J8UC24</lei>
        <title>NBM US Holdings Inc</title>
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        <balance>6390000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6920433.90000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <title>LEIDOS HOLDINGS INC FEB20 100 CALL</title>
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        <curCd>USD</curCd>
        <valUSD>-5400.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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                <issuerName>Leidos Holdings Inc</issuerName>
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        <name>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
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          <isin value="US617459AK86"/>
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        <balance>2515000.00000000</balance>
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        <valUSD>2444992.46000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED HUF / SOLD USD</title>
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          <other otherDesc="Trade Identifier" value="19KMKBB2KS2"/>
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        <currencyConditional curCd="HUF" exchangeRt="294.88577500"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Residential Asset Securitization Trust</name>
        <lei>N/A</lei>
        <title>Residential Asset Securitization Trust 2005-A8CB</title>
        <cusip>45660LSX8</cusip>
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          <isin value="US45660LSX81"/>
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        <balance>1213784.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1095387.51000000</valUSD>
        <pctVal>0.084225890600</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>FINDETER</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley Mortgage Loan Trust</name>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>AmeriCredit Automobile Receivables Trust</name>
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      <invstOrSec>
        <name>Citibank, National Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Paychex Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Lam Research Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>GREENBRIER COS INC</name>
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        <fairValLevel>2</fairValLevel>
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              <title>Greenbrier Cos Inc/The</title>
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        <name>Barclays Bank PLC</name>
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        <name>PENSKE TRUCK LEASING/PTL</name>
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        <name>Drive Auto Receivables Trust</name>
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        <name>Bank of America, National Association</name>
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      <invstOrSec>
        <name>SoFi Consumer Loan Program Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PRPM 2017-3 LLC</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Progressive Corp/The</name>
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      <invstOrSec>
        <name>Evergy Inc</name>
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        <title>Evergy Inc</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MASTR Alternative Loans Trust</name>
        <lei>N/A</lei>
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          <isin value="US576434UQ50"/>
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        <name>Cisco Systems Inc</name>
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        <name>Cemex SAB de CV</name>
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        <title>Cemex SAB de CV</title>
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        <assetCat>EC</assetCat>
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        <name>Flagship Credit Auto Trust</name>
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        <name>DBUBS Mortgage Trust</name>
        <lei>N/A</lei>
        <title>DBUBS 2017-BRBK Mortgage Trust</title>
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          <isin value="US23305JAJ16"/>
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        <balance>750000.00000000</balance>
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        <name>EXPORT-IMPORT BANK KOREA</name>
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        <title>Export-Import Bank of Korea</title>
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        <curCd>USD</curCd>
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        <name>Johnson &amp; Johnson</name>
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        <name>Banco Macro SA</name>
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        <name>MINERA MEXICO SA DE CV</name>
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        <name>HASBRO INC</name>
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        <title>Hasbro Inc</title>
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        <name>Nissan Auto Receivables Owner Trust</name>
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        <title>Nissan Auto Receivables 2018-B Owner Trust</title>
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        <name>CIGNA CORP</name>
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      <invstOrSec>
        <name>GS Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>GS Mortgage Securities Trust 2011-GC5</title>
        <cusip>36191YAL2</cusip>
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      <invstOrSec>
        <name>Fannie Mae - CAS</name>
        <lei>N/A</lei>
        <title>Fannie Mae Connecticut Avenue Securities</title>
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        <issuerCat>USGSE</issuerCat>
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          <maturityDt>2030-01-25</maturityDt>
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      <invstOrSec>
        <name>Intel Corp</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>Hexion Holdings Corp</name>
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        <name>COMMSCOPE TECH LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Countrywide Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>Alternative Loan Trust 2004-16CB</title>
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      <invstOrSec>
        <name>DB Master Finance LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DBUBS Mortgage Trust</name>
        <lei>N/A</lei>
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          <isin value="US233050AJ21"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-11-10</maturityDt>
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        <name>CarMax Auto Owner Trust</name>
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        <name>Morgan Stanley Capital Services LLC</name>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>N/A</lei>
        <title>Freddie Mac Structured Agency Credit Risk Debt Notes</title>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust Inc</name>
        <lei>N/A</lei>
        <title>Citigroup Mortgage Loan Trust 2018-C</title>
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        <name>Gilead Sciences Inc</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>Gilead Sciences Inc</title>
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        <name>Gavilan Resources, LLC</name>
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      <invstOrSec>
        <name>Hospitality Mortgage Trust</name>
        <lei>N/A</lei>
        <title>HPLY Trust 2019-HIT</title>
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        <name>Planet Fitness Master Issuer LLC</name>
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        <title>Planet Fitness Master Issuer LLC</title>
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        <name>IQVIA Inc.</name>
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        <title>IQVIA Inc. 2018 USD Term Loan B3</title>
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        <name>SMB Private Education Loan Trust</name>
        <lei>549300INMCHM7L5O6M41</lei>
        <title>SMB Private Education Loan Trust 2018-B</title>
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      <invstOrSec>
        <name>Banc of America Funding Corporation</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Banco Supervielle SA</name>
        <lei>579100KDDBKHFJKKF050</lei>
        <title>Banco Supervielle SA</title>
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        <name>CALAMP CORP</name>
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        <name>Oracle Corp</name>
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        <name>DT Auto Owner Trust</name>
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        <name>Drive Auto Receivables Trust</name>
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      <invstOrSec>
        <name>Credit Acceptance Auto Loan Trust</name>
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          <isin value="US22534UAE29"/>
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        <name>Target Corp</name>
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        <name>CPS Auto Trust</name>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>GMR HYDERABAD INTERNATIO</name>
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        <name>Credit Suisse Mortgage Trust</name>
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        <name>Morgan Stanley Capital I Trust</name>
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        <name>Santander Drive Auto Receivables Trust</name>
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        <title>Santander Drive Auto Receivables Trust 2018-2</title>
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        <name>MLCC Mortgage Investors Inc</name>
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        <name>IndyMac INDX Mortgage Loan Trust</name>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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        <name>GM Financial Securitized Term Auto Receivables Tr</name>
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        <name>American Express Co</name>
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        <name>Options Clearing Corp.</name>
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        <name>Cummins Inc</name>
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        <name>Progress Residential Trust</name>
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      <invstOrSec>
        <name>Hertz Vehicle Financing LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MITSUBISHI UFJ FIN GRP</name>
        <lei>353800V2V8PUY9TK3E06</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-07-26</maturityDt>
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      <invstOrSec>
        <name>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Americredit Automobile Receivables Trust 2018-3</title>
        <cusip>03066MAC0</cusip>
        <identifiers>
          <isin value="US03066MAC01"/>
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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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          <maturityDt>2022-01-18</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NextGear Floorplan Master Owner Trust</name>
        <lei>N/A</lei>
        <title>NextGear Floorplan Master Owner Trust</title>
        <cusip>65341KBC9</cusip>
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          <isin value="US65341KBC99"/>
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        <balance>2820000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>TEVA PHARMACEUTICALS NE</name>
        <lei>5493004T21MOAFINJP35</lei>
        <title>Teva Pharmaceutical Finance Netherlands III BV</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-10-01</maturityDt>
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      <invstOrSec>
        <name>Texas Instruments Inc</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>Texas Instruments Inc</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CSC Holdings, LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC Holdings, LLC 2019 Term Loan B5</title>
        <cusip>64072UAK8</cusip>
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          <isin value="US64072UAK88"/>
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        <balance>919528.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>922590.83000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NBCUNIVERSAL ENTERPRISE</name>
        <lei>N/A</lei>
        <title>NBCUniversal Enterprise Inc</title>
        <cusip>63946CAE8</cusip>
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        <balance>4040000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4171300.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Oxford Finance Funding Trust</name>
        <lei>N/A</lei>
        <title>Oxford Finance Funding 2019-1 LLC</title>
        <cusip>69145AAB4</cusip>
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          <isin value="US69145AAB44"/>
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        <balance>810000.00000000</balance>
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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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          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CarMax Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>CarMax Auto Owner Trust 2018-1</title>
        <cusip>14314AAH2</cusip>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GS Mortgage Securities Trust</name>
        <lei>549300E4QCAQ0FY44H36</lei>
        <title>GS Mortgage Securities Corp Trust 2013-PEMB</title>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Iron Mountain Inc</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>Iron Mountain Inc</title>
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        <name>IHEARTCOMMUNICATIONS INC</name>
        <lei>54930076J6KDZL504O62</lei>
        <title>iHeartCommunications Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>3M COMPANY</name>
        <lei>LUZQVYP4VS22CLWDAR65</lei>
        <title>3M Co</title>
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        <name>John Deere Capital Corp</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>John Deere Capital Corp</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Invitation Homes Trust</name>
        <lei>N/A</lei>
        <title>Invitation Homes 2018-SFR1 Trust</title>
        <cusip>46185JAJ7</cusip>
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          <maturityDt>2037-03-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.74000000</annualizedRt>
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      <invstOrSec>
        <name>Ziggo B.V.</name>
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        <title>Ziggo B.V. 2019 EUR Term Loan H</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ford Credit Auto Lease Trust</name>
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      <invstOrSec>
        <name>Philip Morris International Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Credit Suisse First Boston Mortgage Securities</name>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <name>Citibank, National Association</name>
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        <name>Campbell Soup Co</name>
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        <name>Morgan Stanley Capital Services LLC</name>
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        <name>LPL Financial Holdings Inc</name>
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        <name>Westlake Automobile Receivables Trust</name>
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        <name>IndyMac INDX Mortgage Loan Trust</name>
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        <title>IndyMac INDX Mortgage Loan Trust 2004-AR7</title>
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        <name>Citigroup Inc</name>
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        <name>Wendy's Funding LLC</name>
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        <name>Global Container Asset Ltd</name>
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        <name>Eurosail PLC</name>
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        <name>IHS NETHERLANDS HOLDCO</name>
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        <name>AIA Group Ltd</name>
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        <name>1011778 B.C. Unlimited Liability Company</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LyondellBasell Industries NV</name>
        <lei>BN6WCCZ8OVP3ITUUVN49</lei>
        <title>LyondellBasell Industries NV</title>
        <cusip>000000000</cusip>
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          <isin value="NL0009434992"/>
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        <balance>331.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31272.88000000</valUSD>
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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>Chesapeake Energy Corp</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
        <title>Chesapeake Energy Corp</title>
        <cusip>165167768</cusip>
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          <isin value="US1651677684"/>
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        <balance>1714.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bunge Ltd</name>
        <lei>5493007M0RIN8HY3MM77</lei>
        <title>Bunge Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="BMG169622047"/>
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        <balance>42272.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4352925.00000000</valUSD>
        <pctVal>0.334702542702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Octagon Investment Partners Ltd</name>
        <lei>549300EY2ULL20U3RR38</lei>
        <title>Octagon Investment Partners XXIII Ltd</title>
        <cusip>67590WCE2</cusip>
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          <isin value="US67590WCE21"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>598672.32000000</valUSD>
        <pctVal>0.046032759064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.85000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Colony American Finance Ltd</name>
        <lei>N/A</lei>
        <title>Colony American Finance 2015-1 Ltd</title>
        <cusip>19624VAD9</cusip>
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          <isin value="US19624VAD91"/>
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        <balance>2200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2205533.00000000</valUSD>
        <pctVal>0.169586543097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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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>Amgen Inc</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>Amgen Inc</title>
        <cusip>031162100</cusip>
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          <isin value="US0311621009"/>
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        <balance>821.00000000</balance>
        <units>NS</units>
        <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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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <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>2228.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>197267.12000000</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>CITIZENS BANK NA/RI</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>Citizens Bank NA/Providence RI</title>
        <cusip>17401QAS0</cusip>
        <identifiers>
          <isin value="US17401QAS03"/>
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        <balance>7975000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8172822.19000000</valUSD>
        <pctVal>0.628419825301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</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>BIOMARIN PHARMACEUTICAL</name>
        <lei>NSLL8ITTRR0J5HEMR848</lei>
        <title>BioMarin Pharmaceutical Inc</title>
        <cusip>09061GAH4</cusip>
        <identifiers>
          <isin value="US09061GAH48"/>
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        <balance>3460000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3655485.68000000</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>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.60000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>BioMarin Pharmaceutical Inc</name>
              <title>BioMarin Pharmaceutical Inc</title>
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                <isin value="US09061G1013"/>
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          <currencyInfos>
            <currencyInfo convRatio="8.02120000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
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        <title>Freddie Mac Structured Agency Credit Risk Debt Notes</title>
        <cusip>3137G0AL3</cusip>
        <identifiers>
          <isin value="US3137G0AL38"/>
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        <balance>812000.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>820752.90000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99000000</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>AUTOMATIC DATA PROCESSING INC FEB20 175 CALL</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1HPVQ6"/>
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        <balance>-8.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2320.00000000</valUSD>
        <pctVal>-0.00017838807</pctVal>
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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>Written</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>Automatic Data Processing Inc</issuerName>
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            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>175</exercisePrice>
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            <unrealizedAppr>357.63</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T Inc</title>
        <cusip>00206RCM2</cusip>
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          <isin value="US00206RCM25"/>
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        <balance>1200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1225859.09000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>MITSUBISHI UFJ LEASE&amp;FIN</name>
        <lei>353800MZ3QX9RLMH7B09</lei>
        <title>Mitsubishi UFJ Lease &amp; Finance Co Ltd</title>
        <cusip>60682LAD4</cusip>
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          <isin value="US60682LAD47"/>
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        <balance>6550000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Galaxy CLO Ltd</name>
        <lei>N/A</lei>
        <title>Galaxy XXVI CLO Ltd</title>
        <cusip>36321MAA5</cusip>
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          <isin value="US36321MAA53"/>
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        <balance>1405000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1324590.02000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Nissan Auto Receivables Owner Trust</name>
        <lei>N/A</lei>
        <title>Nissan Auto Receivables 2017-A Owner Trust</title>
        <cusip>654747AD6</cusip>
        <identifiers>
          <isin value="US654747AD64"/>
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        <balance>559042.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>558685.04000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.74000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Wingstop Funding LLC</name>
        <lei>N/A</lei>
        <title>Wingstop Funding 2018-1 LLC</title>
        <cusip>974153AA6</cusip>
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          <isin value="US974153AA66"/>
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        <balance>893250.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>919457.96000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.97000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ACC Trust 2018-1</name>
        <lei>549300U9SU9NK6P6TK25</lei>
        <title>ACC Trust 2018-1</title>
        <cusip>00435QAA5</cusip>
        <identifiers>
          <isin value="US00435QAA58"/>
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        <balance>26361.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26378.56000000</valUSD>
        <pctVal>0.002028284683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</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>HSBC Bank USA, National Association</name>
        <lei>1IE8VN30JCEQV1H4R804</lei>
        <title>PURCHASED AUD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="19JNKBBX9KP"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.42431904"/>
        <valUSD>169978.98000000</valUSD>
        <pctVal>0.013069923513</pctVal>
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        <assetCat>DFE</assetCat>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CIFI HOLDINGS GROUP</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-01-23</maturityDt>
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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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                <issuerName>Johnson &amp; Johnson</issuerName>
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      <invstOrSec>
        <name>GLS Auto Receivables Trust</name>
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          <isin value="US36257NAC74"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Westlake Automobile Receivables Trust</name>
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        <title>Westlake Automobile Receivables Trust 2018-3</title>
        <cusip>96042GAL6</cusip>
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          <isin value="US96042GAL68"/>
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        <balance>1140000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-10-16</maturityDt>
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      <invstOrSec>
        <name>TEVA PHARMACEUTICALS NE</name>
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        <title>Teva Pharmaceutical Finance Netherlands III BV</title>
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          <isin value="US88167AAM36"/>
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        <balance>1860000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <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>Call</putOrCall>
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                <issuerName>Tyson Foods Inc</issuerName>
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            <shareNo>100.00000000</shareNo>
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      <invstOrSec>
        <name>RMAC Securities PLC</name>
        <lei>213800C48M2JTBGZT736</lei>
        <title>RMAC Securities No 1 PLC</title>
        <cusip>000000000</cusip>
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          <isin value="XS0248595091"/>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>Republic of Argentina</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>Argentina POM Politica Monetaria</title>
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          <isin value="ARARGE3204M0"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-06-21</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Planet Fitness Master Issuer LLC</name>
        <lei>549300NX9W3U2DO53T22</lei>
        <title>Planet Fitness Master Issuer LLC</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALLIANCE DATA SYSTEMS CO</name>
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        <title>Alliance Data Systems Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>MASSMUTUAL GLOBAL FUNDIN</name>
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        <title>MassMutual Global Funding II</title>
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        <balance>2420000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>DELTA AIR LINES INC FEB20 62.5 CALL</title>
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        <name>CVP Cascade CLO Ltd</name>
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        <title>CVP Cascade CLO-2 Ltd</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Sequoia Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Sequoia Mortgage Trust 2019-CH1</title>
        <cusip>81747MAA7</cusip>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-03-25</maturityDt>
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      <invstOrSec>
        <name>World Financial Network Credit Card Master Trust</name>
        <lei>N/A</lei>
        <title>World Financial Network Credit Card Master Trust</title>
        <cusip>981464HG8</cusip>
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        <balance>6995000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-15</maturityDt>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>METLIFE INC FEB20 52.5 CALL</title>
        <cusip>000000000</cusip>
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        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Options Clearing Corp.</counterpartyName>
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                <issuerName>MetLife Inc</issuerName>
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      <invstOrSec>
        <name>SHIMAO PROPERTY HLDGS</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Chesapeake Funding II LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Leidos Holdings Inc</name>
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        <title>Leidos Holdings Inc</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Dommo Energia SA</name>
        <lei>254900VV84SMDXCU2986</lei>
        <title>Dommo Energia SA</title>
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          <isin value="US2575532062"/>
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        <balance>1884.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TENNESSEE GAS PIPELINE</name>
        <lei>N/A</lei>
        <title>Tennessee Gas Pipeline Co LLC</title>
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          <isin value="US880451AS80"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Illinois Tool Works Inc</name>
        <lei>76NA4I14SZCFAYMNSV04</lei>
        <title>Illinois Tool Works Inc</title>
        <cusip>452308109</cusip>
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          <isin value="US4523081093"/>
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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>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co/The</title>
        <cusip>097023CG8</cusip>
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          <isin value="US097023CG82"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-05-01</maturityDt>
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      <invstOrSec>
        <name>Genesis Sales Finance Master Trust</name>
        <lei>N/A</lei>
        <title>Genesis Sales Finance Master Trust Series 2019-A</title>
        <cusip>37186XAA3</cusip>
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          <isin value="US37186XAA37"/>
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        <balance>640000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-08-20</maturityDt>
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      <invstOrSec>
        <name>Discover Card Execution Note Trust</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>Discover Card Execution Note Trust</title>
        <cusip>254683CK9</cusip>
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          <isin value="US254683CK92"/>
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        <balance>3190000.00000000</balance>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-15</maturityDt>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <title>EXELON CORP FEB20 46 CALL</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Options Clearing Corp.</name>
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      <invstOrSec>
        <name>Verizon Owner Trust</name>
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        <name>Visa Inc</name>
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        <title>Visa Inc</title>
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        <name>YPF SOCIEDAD ANONIMA</name>
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        <title>YPF SA</title>
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        <invCountry>AR</invCountry>
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        <name>Apollo Global Management Inc</name>
        <lei>54930054P2G7ZJB0KM79</lei>
        <title>Apollo Global Management Inc</title>
        <cusip>03768E105</cusip>
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        <fairValLevel>1</fairValLevel>
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        <name>Madison Park Funding Ltd</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXXI Ltd</title>
        <cusip>55819DAL0</cusip>
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        <balance>300000.00000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-23</maturityDt>
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      <invstOrSec>
        <name>Navient Student Loan Trust</name>
        <lei>N/A</lei>
        <title>Navient Private Education Refi Loan Trust 2019-G</title>
        <cusip>63941JAB4</cusip>
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          <isin value="US63941JAB44"/>
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        <balance>695000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>PETROBRAS GLOBAL FINANCE</name>
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        <name>Morgan Stanley Capital Services LLC</name>
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        <name>Gulfport Energy Corp</name>
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        <name>Intuit Inc</name>
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        <name>Pfizer Inc</name>
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        <name>CarMax Auto Owner Trust</name>
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        <name>MIDWEST CONNECTOR CAPIT</name>
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        <name>AMERICAN HONDA FINANCE</name>
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        <title>American Honda Finance Corp</title>
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        <name>Prestige Auto Receivables Trust</name>
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        <name>MAPS LTD</name>
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        <name>Morgan Stanley Capital Services LLC</name>
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        <name>Chicago Board of Trade</name>
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        <name>Fannie Mae - CAS</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Vericrest Opportunity Loan Transferee</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Eaton Corp PLC</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>Diamond Resorts Owner Trust</name>
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        <name>Unum Group</name>
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        <name>Avid Automobile Receivables Trust</name>
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        <title>California Resources Corp</title>
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        <name>Capital One Multi-Asset Execution Trust</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
        <title>Capital One Multi-Asset Execution Trust</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WF-RBS Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>WFRBS Commercial Mortgage Trust 2012-C7</title>
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          <isin value="US92936TAE29"/>
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        <balance>605000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>617669.43000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CITIGROUP INC FEB20 80 CALL</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="ADI1HPWB8"/>
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        <curCd>USD</curCd>
        <valUSD>-4054.50000000</valUSD>
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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>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>Citigroup Inc</issuerName>
                <issueTitle>Citigroup Inc</issueTitle>
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            <shareNo>100.00000000</shareNo>
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            <unrealizedAppr>-812.48</unrealizedAppr>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
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          <other otherDesc="Internal Identifier" value="ADI1HPXF8"/>
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        <balance>-18.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2439.00000000</valUSD>
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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>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>QUALCOMM Inc</issuerName>
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            <shareNo>100.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>651.73</unrealizedAppr>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
        <lei>82VOJDD5PTRDMVVMGV31</lei>
        <title>Citigroup Global Markets Inc. (HP Inc.)</title>
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          <isin value="XS1574897804"/>
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        <balance>38287.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIBANK NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Citibank NA</title>
        <cusip>17325FAV0</cusip>
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          <isin value="US17325FAV04"/>
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        <balance>5245000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5311447.44000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.17000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2019-JWDR</title>
        <cusip>95002NAJ6</cusip>
        <identifiers>
          <isin value="US95002NAJ63"/>
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        <balance>4885000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4788255.51000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.14000000</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>Gulfport Energy Corp</name>
        <lei>549300FJX18IDUFPHD40</lei>
        <title>Gulfport Energy Corp</title>
        <cusip>402635AH9</cusip>
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          <isin value="US402635AH93"/>
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        <balance>2075000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1473250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Plains GP Holdings LP</name>
        <lei>549300O56BSKRD8FAM12</lei>
        <title>Plains GP Holdings LP</title>
        <cusip>72651A207</cusip>
        <identifiers>
          <isin value="US72651A2078"/>
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        <balance>10149.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>192323.55000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Fairstone Financial Issuance Trust I</name>
        <lei>549300LY2ZF7LX6T3F37</lei>
        <title>Fairstone Financial Issuance Trust I</title>
        <cusip>30575PAE6</cusip>
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          <isin value="CA30575PAE66"/>
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        <balance>3100000.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.29855000"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>MASTR Adjustable Rate Mortgages Trust</name>
        <lei>N/A</lei>
        <title>MASTR Adjustable Rate Mortgages Trust 2004-4</title>
        <cusip>576433MH6</cusip>
        <identifiers>
          <isin value="US576433MH60"/>
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        <balance>262741.60000000</balance>
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        <curCd>USD</curCd>
        <valUSD>262534.55000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>NextGear Floorplan Master Owner Trust</name>
        <lei>N/A</lei>
        <title>NextGear Floorplan Master Owner Trust</title>
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          <isin value="US65341KAW62"/>
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        <balance>4355000.00000000</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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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Union Pacific Corp</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>Union Pacific Corp</title>
        <cusip>907818EZ7</cusip>
        <identifiers>
          <isin value="US907818EZ78"/>
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        <balance>4675000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4777488.06000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
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      <invstOrSec>
        <name>Republic Finance Issuance Trust 2019-A</name>
        <lei>N/A</lei>
        <title>Republic FInance Issuance Trust 2019-A</title>
        <cusip>76041QAA1</cusip>
        <identifiers>
          <isin value="US76041QAA13"/>
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        <balance>3980000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3973154.00000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-11-22</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GREENLAND GLB INVST</name>
        <lei>549300RR3CIGB2A33O28</lei>
        <title>Greenland Global Investment Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="XS1081321595"/>
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        <balance>1565000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-03</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LOGAN PROPERTY HOLDINGS</name>
        <lei>549300NJ0E6Q0S1VOG90</lei>
        <title>Logan Property Holdings Co Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="XS1618597535"/>
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        <balance>370000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-23</maturityDt>
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      <invstOrSec>
        <name>Expedia Group Inc</name>
        <lei>CI7MUJI4USF3V0NJ1H64</lei>
        <title>Expedia Group Inc</title>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CSMC 2018-RPL7 Trust</title>
        <cusip>12654JAA0</cusip>
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          <isin value="US12654JAA07"/>
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        <balance>1109717.89000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2058-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Republic of South Africa</name>
        <lei>549300KEVMSOSY8T8R35</lei>
        <title>Republic of South Africa Government Bond</title>
        <cusip>000000000</cusip>
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          <isin value="ZAG000107012"/>
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        <balance>338660000.00000000</balance>
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        <valUSD>21409863.96000000</valUSD>
        <pctVal>1.646234636785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vericrest Opportunity Loan Transferee</name>
        <lei>N/A</lei>
        <title>Vericrest Opportunity Loan Trust 2019-NPL3</title>
        <cusip>92872LAA3</cusip>
        <identifiers>
          <isin value="US92872LAA35"/>
        </identifiers>
        <balance>2189582.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2200819.19000000</valUSD>
        <pctVal>0.169224091598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.97000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Dynamics Corp</name>
        <lei>9C1X8XOOTYY2FNYTVH06</lei>
        <title>General Dynamics Corp</title>
        <cusip>369550BF4</cusip>
        <identifiers>
          <isin value="US369550BF47"/>
        </identifiers>
        <balance>3425000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3435092.55000000</valUSD>
        <pctVal>0.264129111092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.28000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bellatrix Exploration Ltd</name>
        <lei>549300S2235IL73TH941</lei>
        <title>Bellatrix Exploration Ltd</title>
        <cusip>078314705</cusip>
        <identifiers>
          <isin value="CA0783147055"/>
        </identifiers>
        <balance>349549.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.0000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SINOPEC GRP DEV 2018</name>
        <lei>549300C6OZZ8LTVR8209</lei>
        <title>Sinopec Group Overseas Development 2018 Ltd</title>
        <cusip>82939GAK4</cusip>
        <identifiers>
          <isin value="US82939GAK40"/>
        </identifiers>
        <balance>6730000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6752007.10000000</valUSD>
        <pctVal>0.519171349085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED AIR 2019-2 B PTT</name>
        <lei>N/A</lei>
        <title>United Airlines 2019-2 Class B Pass Through Trust</title>
        <cusip>90932KAA7</cusip>
        <identifiers>
          <isin value="US90932KAA79"/>
        </identifiers>
        <balance>6950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6983846.50000000</valUSD>
        <pctVal>0.536997807542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EASY TACTIC LTD</name>
        <lei>549300WYFMC41MKE6E16</lei>
        <title>Easy Tactic Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1956133893"/>
        </identifiers>
        <balance>1365000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1398955.63000000</valUSD>
        <pctVal>0.107567671505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.13000000</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="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
      <explntrNote note="(C.5.a): If applicable, XX represents multinational securities and thus the country of investment is unknown" noteItem="C.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-02-18</ncom:dateSigned>
      <ncom:nameOfApplicant>Natixis Funds Trust II</ncom:nameOfApplicant>
      <ncom:signature>John Sgroi</ncom:signature>
      <ncom:signerName>John Sgroi</ncom:signerName>
      <ncom:title>VP</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
