<?xml version="1.0" encoding="UTF-8"?><edgarSubmission xmlns="http://www.sec.gov/edgar/nport" xmlns:com="http://www.sec.gov/edgar/common" xmlns:ncom="http://www.sec.gov/edgar/nportcommon" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.sec.gov/edgar/nport eis_NPORT_Filer.xsd">
  <headerData>
    <submissionType>NPORT-P</submissionType>
    <isConfidential>false</isConfidential>
    <filerInfo>

      <filer>
        <issuerCredentials>
          <cik>0000052136</cik>
          <ccc>XXXXXXXX</ccc>
        </issuerCredentials>
      </filer>


      <seriesClassInfo>
        <seriesId>S000030600</seriesId>
        <classId>C000190722</classId>
        <classId>C000094854</classId>
        <classId>C000094853</classId>
        <classId>C000094855</classId>
      </seriesClassInfo>


    </filerInfo>
  </headerData>
  <formData>
    <genInfo>
      <regName>Natixis Funds Trust II</regName>
      <regFileNumber>811-00242</regFileNumber>
      <regCik>0000052136</regCik>
      <regLei>R4B5ZXLI2IMIOWT67V76</regLei>
      <regStreet1>888 BOYLSTON STREET</regStreet1>
      <regStreet2>Suite 800</regStreet2>
      <regCity>BOSTON</regCity>
      <regStateConditional regCountry="US" regState="US-MA"/>
      <regZipOrPostalCode>02199-8197</regZipOrPostalCode>
      <regPhone>617-449-2822</regPhone>
      <seriesName>Loomis Sayles Strategic Alpha Fund</seriesName>
      <seriesId>S000030600</seriesId>
      <seriesLei>XW1RTFP3MQA6N2KPMD54</seriesLei>
      <repPdEnd>2020-12-31</repPdEnd>
      <repPdDate>2020-03-31</repPdDate>
      <isFinalFiling>N</isFinalFiling>
    </genInfo>
    <fundInfo>
      <totAssets>1130730434.14</totAssets>
      <totLiabs>52589371.20</totLiabs>
      <netAssets>1078141062.94</netAssets>
      <assetsAttrMiscSec>0.00000000</assetsAttrMiscSec>
      <assetsInvested>0.00000000</assetsInvested>
      <amtPayOneYrBanksBorr>0.00000000</amtPayOneYrBanksBorr>
      <amtPayOneYrCtrldComp>0.00000000</amtPayOneYrCtrldComp>
      <amtPayOneYrOthAffil>0.00000000</amtPayOneYrOthAffil>
      <amtPayOneYrOther>0.00000000</amtPayOneYrOther>
      <amtPayAftOneYrBanksBorr>0.00000000</amtPayAftOneYrBanksBorr>
      <amtPayAftOneYrCtrldComp>0.00000000</amtPayAftOneYrCtrldComp>
      <amtPayAftOneYrOthAffil>0.00000000</amtPayAftOneYrOthAffil>
      <amtPayAftOneYrOther>0.00000000</amtPayAftOneYrOther>
      <delayDeliv>0.00000000</delayDeliv>
      <standByCommit>0.00000000</standByCommit>
      <liquidPref>0.00000000</liquidPref>
      <cshNotRptdInCorD>40224342.28000000</cshNotRptdInCorD>
      <curMetrics>
        <curMetric>
          <curCd>EUR</curCd>
          <intrstRtRiskdv01 period10Yr="-246.85000000" period1Yr="-437.23000000" period30Yr="-61.64000000" period3Mon="104.23000000" period5Yr="-1687.21000000"/>
          <intrstRtRiskdv100 period10Yr="-51062.74000000" period1Yr="-43589.72000000" period30Yr="-20727.95000000" period3Mon="10572.36000000" period5Yr="-173483.43000000"/>
        </curMetric>
        <curMetric>
          <curCd>USD</curCd>
          <intrstRtRiskdv01 period10Yr="-116824.64000000" period1Yr="-54279.73000000" period30Yr="-58907.66000000" period3Mon="-1813.11000000" period5Yr="-141054.35000000"/>
          <intrstRtRiskdv100 period10Yr="-12150934.26000000" period1Yr="-5416516.02000000" period30Yr="-5571740.95000000" period3Mon="-160053.30000000" period5Yr="-14196703.90000000"/>
        </curMetric>
        <curMetric>
          <curCd>ZAR</curCd>
          <intrstRtRiskdv01 period10Yr="-6072.85000000" period1Yr="-660.13000000" period30Yr="-1704.12000000" period3Mon="106.95000000" period5Yr="-2179.04000000"/>
          <intrstRtRiskdv100 period10Yr="-578672.63000000" period1Yr="-65587.11000000" period30Yr="-166163.06000000" period3Mon="10683.61000000" period5Yr="-214006.33000000"/>
        </curMetric>
      </curMetrics>
      <creditSprdRiskInvstGrade period10Yr="-62411.72000000" period1Yr="-56292.51000000" period30Yr="-41956.10000000" period3Mon="-1796.69000000" period5Yr="-71121.45000000"/>
      <creditSprdRiskNonInvstGrade period10Yr="-58837.31000000" period1Yr="-17589.48000000" period30Yr="-20220.96000000" period3Mon="-870.14000000" period5Yr="-99942.02000000"/>
      <isNonCashCollateral>N</isNonCashCollateral>
      <returnInfo>
        <monthlyTotReturns>
          <monthlyTotReturn classId="C000094853" rtn1="0.62000000" rtn2="0.10000000" rtn3="-6.21000000"/>
          <monthlyTotReturn classId="C000094854" rtn1="0.52000000" rtn2="0.10000000" rtn3="-6.40000000"/>
          <monthlyTotReturn classId="C000190722" rtn1="0.72000000" rtn2="0.10000000" rtn3="-6.22000000"/>
          <monthlyTotReturn classId="C000094855" rtn1="0.62000000" rtn2="0.10000000" rtn3="-6.24000000"/>
        </monthlyTotReturns>
        <monthlyReturnCats>
          <creditContracts>
            <mon1 netRealizedGain="0.00000000" netUnrealizedAppr="600841.21000000"/>
            <mon2 netRealizedGain="219130.67000000" netUnrealizedAppr="1170680.89000000"/>
            <mon3 netRealizedGain="1985742.58000000" netUnrealizedAppr="604386.01000000"/>
            <swapCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="600841.21000000"/>
              <instrMon2 netRealizedGain="219130.67000000" netUnrealizedAppr="1170680.89000000"/>
              <instrMon3 netRealizedGain="1985742.58000000" netUnrealizedAppr="604386.01000000"/>
            </swapCategory>
          </creditContracts>
          <equityContracts>
            <mon1 netRealizedGain="0.00000000" netUnrealizedAppr="202457.57000000"/>
            <mon2 netRealizedGain="-106900.85000000" netUnrealizedAppr="564907.48000000"/>
            <mon3 netRealizedGain="1065567.21000000" netUnrealizedAppr="-1018015.01000000"/>
            <futureCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="148593.51000000"/>
              <instrMon2 netRealizedGain="-4087.98000000" netUnrealizedAppr="589274.91000000"/>
              <instrMon3 netRealizedGain="1062222.63000000" netUnrealizedAppr="-1033736.15000000"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="53864.06000000"/>
              <instrMon2 netRealizedGain="-102812.87000000" netUnrealizedAppr="-24367.43000000"/>
              <instrMon3 netRealizedGain="3344.58000000" netUnrealizedAppr="15721.14000000"/>
            </optionCategory>
            <otherCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </otherCategory>
          </equityContracts>
          <foreignExchgContracts>
            <mon1 netRealizedGain="-569540.60000000" netUnrealizedAppr="861224.35000000"/>
            <mon2 netRealizedGain="-179280.57000000" netUnrealizedAppr="194844.14000000"/>
            <mon3 netRealizedGain="242453.26000000" netUnrealizedAppr="3719031.55000000"/>
            <forwardCategory>
              <instrMon1 netRealizedGain="-569540.60000000" netUnrealizedAppr="861224.35000000"/>
              <instrMon2 netRealizedGain="-179280.57000000" netUnrealizedAppr="194844.14000000"/>
              <instrMon3 netRealizedGain="242453.26000000" netUnrealizedAppr="3719031.55000000"/>
            </forwardCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </optionCategory>
          </foreignExchgContracts>
          <interestRtContracts>
            <mon1 netRealizedGain="-361791.91000000" netUnrealizedAppr="551155.39000000"/>
            <mon2 netRealizedGain="1294733.97000000" netUnrealizedAppr="443509.02000000"/>
            <mon3 netRealizedGain="1207092.28000000" netUnrealizedAppr="-556547.05000000"/>
            <futureCategory>
              <instrMon1 netRealizedGain="-361791.91000000" netUnrealizedAppr="551155.39000000"/>
              <instrMon2 netRealizedGain="1294733.97000000" netUnrealizedAppr="443509.02000000"/>
              <instrMon3 netRealizedGain="1207092.28000000" netUnrealizedAppr="-556547.05000000"/>
            </futureCategory>
            <swaptionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swaptionCategory>
            <swapCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swapCategory>
          </interestRtContracts>
        </monthlyReturnCats>
        <othMon1 netRealizedGain="-2419957.68000000" netUnrealizedAppr="5481892.37000000"/>
        <othMon2 netRealizedGain="1200452.97000000" netUnrealizedAppr="-6716875.72000000"/>
        <othMon3 netRealizedGain="-746452.14000000" netUnrealizedAppr="-93730139.60000000"/>
      </returnInfo>
      <mon1Flow redemption="212103976.30000000" reinvestment="0.00000000" sales="208557538.41000000"/>
      <mon2Flow redemption="74684533.72000000" reinvestment="0.00000000" sales="23847361.11000000"/>
      <mon3Flow redemption="114738350.20000000" reinvestment="4987522.26000000" sales="16584247.59000000"/>


    </fundInfo>
    <invstOrSecs>
      <invstOrSec>
        <name>Marlette Funding Trust</name>
        <lei>549300FK0U6W6777SM18</lei>
        <title>Marlette Funding Trust 2019-1</title>
        <cusip>57109XAA5</cusip>
        <identifiers>
          <isin value="US57109XAA54"/>
        </identifiers>
        <balance>770054.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>743509.86000000</valUSD>
        <pctVal>0.068962205926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.44000000</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>Intercontinental Exchange, Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Long: S54180948 CDS USD R F  5.00000 654180948_FEE CCPCDX / Short: S54180948 CDS USD P V 03MEVENT 654180948_PRO CCPCDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99S1E87R2"/>
        </identifiers>
        <balance>126700.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-8028.73000000</valUSD>
        <pctVal>-0.00074468270</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Markit CDX.NA.HY.S33.V2</indexName>
                <indexIdentifier>2I65BRSP6</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="211.17000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">sell protection</otherPmntDesc>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-4101.05000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>126700.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3927.68000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gosforth Funding plc</name>
        <lei>213800GD24WOLHNGMP34</lei>
        <title>Gosforth Funding 2018-1 plc</title>
        <cusip>38312RAA1</cusip>
        <identifiers>
          <isin value="US38312RAA14"/>
        </identifiers>
        <balance>1183106.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1158714.45000000</valUSD>
        <pctVal>0.107473362237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.13000000</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>AIRCASTLE LTD</name>
        <lei>549300PNK8AKY3OIKP58</lei>
        <title>Aircastle Ltd</title>
        <cusip>00928QAS0</cusip>
        <identifiers>
          <isin value="US00928QAS03"/>
        </identifiers>
        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5194098.36000000</valUSD>
        <pctVal>0.481764264301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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>Preston Ridge Partners Mortgage Trust</name>
        <lei>N/A</lei>
        <title>PRPM 2018-1 LLC</title>
        <cusip>69358VAB0</cusip>
        <identifiers>
          <isin value="US69358VAB09"/>
        </identifiers>
        <balance>895000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>929691.10000000</valUSD>
        <pctVal>0.086230933219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000000</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>Altria Group Inc</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>Altria Group Inc</title>
        <cusip>02209S103</cusip>
        <identifiers>
          <isin value="US02209S1033"/>
        </identifiers>
        <balance>4471.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>172893.57000000</valUSD>
        <pctVal>0.016036266119</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>American Homes 4 Rent</name>
        <lei>N/A</lei>
        <title>American Homes 4 Rent 2014-SFR2 Trust</title>
        <cusip>02665UAD7</cusip>
        <identifiers>
          <isin value="US02665UAD72"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291649.26000000</valUSD>
        <pctVal>0.027051122531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.15000000</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>Harbour Aircraft Investments Limited</name>
        <lei>N/A</lei>
        <title>Harbour Aircraft Investments Limited 2017 Term Loan C</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XAG4301UAH77"/>
        </identifiers>
        <balance>1061478.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>977924.51000000</valUSD>
        <pctVal>0.090704690101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.00000000</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>Palmer Square CLO Ltd</name>
        <lei>549300PACXK2KP6J2T91</lei>
        <title>Palmer Square CLO 2015-2 Ltd</title>
        <cusip>69689CBA3</cusip>
        <identifiers>
          <isin value="US69689CBA36"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246455.31000000</valUSD>
        <pctVal>0.022859282377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.77000000</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>AGL CLO 3 Ltd.</name>
        <lei>549300LS0REDUXQSHW18</lei>
        <title>AGL CLO 3 LTD</title>
        <cusip>00119MAG4</cusip>
        <identifiers>
          <isin value="US00119MAG42"/>
        </identifiers>
        <balance>2140000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1758627.60000000</valUSD>
        <pctVal>0.163116651470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.04000000</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>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20BFKBB0WMN"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90633300"/>
        <valUSD>-74037.86000000</valUSD>
        <pctVal>-0.00686717745</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>11720000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>12857191.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-14</settlementDt>
            <unrealizedAppr>-74037.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>OMNICOM GROUP INC APR20 80 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KB426"/>
        </identifiers>
        <balance>-17.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-255.00000000</valUSD>
        <pctVal>-0.00002365182</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Omnicom Group Inc</issuerName>
                <issueTitle>Omnicom Group Inc</issueTitle>
                <identifiers>
                  <cusip value="681919106"/>
                  <isin value="US6819191064"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>80.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1083.05000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust 2019-1</title>
        <cusip>26208NAG9</cusip>
        <identifiers>
          <isin value="US26208NAG97"/>
        </identifiers>
        <balance>1330000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1317725.16000000</valUSD>
        <pctVal>0.122221961976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.09000000</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>TELECOM ITALIA CAPITAL</name>
        <lei>549300777DJZOR5C4L39</lei>
        <title>Telecom Italia Capital SA</title>
        <cusip>87927VAM0</cusip>
        <identifiers>
          <isin value="US87927VAM00"/>
        </identifiers>
        <balance>1175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1163250.00000000</valUSD>
        <pctVal>0.107894044664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>Progress Residential Trust</name>
        <lei>N/A</lei>
        <title>Progress Residential 2019-SFR1 Trust</title>
        <cusip>74333BAJ7</cusip>
        <identifiers>
          <isin value="US74333BAJ70"/>
        </identifiers>
        <balance>2398000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2119875.64000000</valUSD>
        <pctVal>0.196623216837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.47000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>TARGET CORP APR20 125 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KB2S1"/>
        </identifiers>
        <balance>-12.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-42.00000000</valUSD>
        <pctVal>-0.00000389559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Target Corp</issuerName>
                <issueTitle>Target Corp</issueTitle>
                <identifiers>
                  <cusip value="87612E106"/>
                  <isin value="US87612E1064"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>125.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1934.48000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GM Financial Securitized Term Auto Receivables Tr</name>
        <lei>N/A</lei>
        <title>GM Financial Consumer Automobile Receivables Trust 2018-3</title>
        <cusip>36255JAC8</cusip>
        <identifiers>
          <isin value="US36255JAC80"/>
        </identifiers>
        <balance>213996.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213930.61000000</valUSD>
        <pctVal>0.019842543555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.81000000</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>GS Mortgage Securities Trust</name>
        <lei>549300E4QCAQ0FY44H36</lei>
        <title>GS Mortgage Securities Corp Trust 2013-PEMB</title>
        <cusip>36197VAG3</cusip>
        <identifiers>
          <isin value="US36197VAG32"/>
        </identifiers>
        <balance>3195000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2412575.17000000</valUSD>
        <pctVal>0.223771754265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.55000000</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>Diamond Resorts Owner Trust</name>
        <lei>N/A</lei>
        <title>Diamond Resorts Owner Trust 2019-1</title>
        <cusip>252722AB9</cusip>
        <identifiers>
          <isin value="US252722AB92"/>
        </identifiers>
        <balance>1945656.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1871641.12000000</valUSD>
        <pctVal>0.173598908745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.53000000</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>SUNAC CHINA HOLDINGS LTD</name>
        <lei>549300OLARYHDXP3WK18</lei>
        <title>Sunac China Holdings Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2075937297"/>
        </identifiers>
        <balance>355000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>321509.30000000</valUSD>
        <pctVal>0.029820708166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</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>WF-RBS Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>WFRBS Commercial Mortgage Trust 2012-C7</title>
        <cusip>92936TAE2</cusip>
        <identifiers>
          <isin value="US92936TAE29"/>
        </identifiers>
        <balance>605000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>567253.63000000</valUSD>
        <pctVal>0.052614045554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.81000000</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>AGL CLO 3 Ltd.</name>
        <lei>549300LS0REDUXQSHW18</lei>
        <title>AGL CLO 3 LTD</title>
        <cusip>00119MAJ8</cusip>
        <identifiers>
          <isin value="US00119MAJ80"/>
        </identifiers>
        <balance>1740000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1163835.37000000</valUSD>
        <pctVal>0.107948339044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.19000000</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>OHA Loan Funding Ltd</name>
        <lei>54930016024GMIAF7A82</lei>
        <title>OHA Loan Funding 2016-1 Ltd</title>
        <cusip>67110UAQ2</cusip>
        <identifiers>
          <isin value="US67110UAQ22"/>
        </identifiers>
        <balance>3125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2568172.19000000</valUSD>
        <pctVal>0.238203726606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.68000000</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 PARCEL SERVICE</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>United Parcel Service Inc</title>
        <cusip>911312BW5</cusip>
        <identifiers>
          <isin value="US911312BW51"/>
        </identifiers>
        <balance>1560000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2043687.24000000</valUSD>
        <pctVal>0.189556571978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.30000000</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>Apidos CLO</name>
        <lei>5493008YDOADR1DMZM86</lei>
        <title>Apidos CLO XX</title>
        <cusip>03765LAV4</cusip>
        <identifiers>
          <isin value="US03765LAV45"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>393221.28000000</valUSD>
        <pctVal>0.036472155037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.79000000</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>ALBERTSONS COS/SAFEWAY</name>
        <lei>N/A</lei>
        <title>Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC</title>
        <cusip>013093AD1</cusip>
        <identifiers>
          <isin value="US013093AD14"/>
        </identifiers>
        <balance>2515000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2541156.00000000</valUSD>
        <pctVal>0.235697914433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</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>Intercontinental Exchange, Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Long: S54180972 CDS USD R F  5.00000 654180972_FEE CCPCDX / Short: S54180972 CDS USD P V 03MEVENT 654180972_PRO CCPCDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99S1E83I6"/>
        </identifiers>
        <balance>126650.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-8025.56000000</valUSD>
        <pctVal>-0.00074438867</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Markit CDX.NA.HY.S33.V2</indexName>
                <indexIdentifier>2I65BRSP6</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="211.08000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">sell protection</otherPmntDesc>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-3537.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>126650.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4488.56000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HP Inc</name>
        <lei>WHKXQACZ14C5XRO8LW03</lei>
        <title>HP Inc</title>
        <cusip>40434L105</cusip>
        <identifiers>
          <isin value="US40434L1052"/>
        </identifiers>
        <balance>9079.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>157611.44000000</valUSD>
        <pctVal>0.014618814310</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>NRG Energy Inc</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG Energy Inc</title>
        <cusip>629377CH3</cusip>
        <identifiers>
          <isin value="US629377CH34"/>
        </identifiers>
        <balance>480000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>494400.00000000</valUSD>
        <pctVal>0.045856708087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</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>Garmin Ltd</name>
        <lei>2549001E0HIPIJQ0W046</lei>
        <title>Garmin Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CH0114405324"/>
        </identifiers>
        <balance>1876.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>140624.96000000</valUSD>
        <pctVal>0.013043280219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>COMCAST CORP APR20 47.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1K5MT0"/>
        </identifiers>
        <balance>-32.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-80.00000000</valUSD>
        <pctVal>-0.00000742017</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Comcast Corp</issuerName>
                <issueTitle>Comcast Corp</issueTitle>
                <identifiers>
                  <cusip value="20030N101"/>
                  <isin value="US20030N1019"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>47.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1350.72000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stack Infrastructure Issuer LLC</name>
        <lei>N/A</lei>
        <title>Stack Infrastructure Issuer LLC</title>
        <cusip>85236KAA0</cusip>
        <identifiers>
          <isin value="US85236KAA07"/>
        </identifiers>
        <balance>2581724.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2529121.56000000</valUSD>
        <pctVal>0.234581693150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.54000000</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>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>S+P500 EMINI FUT  JUN20 XCME 20200619</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI19X157"/>
        </identifiers>
        <balance>53.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-295867.73000000</valUSD>
        <pctVal>-0.02744239507</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>E-mini S&amp;P 500 Index</indexName>
                <indexIdentifier>ESM0 Index</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-06-19</expDate>
            <notionalAmt>7105572.73000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-295867.73000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Honeywell International Inc</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>Honeywell International Inc</title>
        <cusip>438516106</cusip>
        <identifiers>
          <isin value="US4385161066"/>
        </identifiers>
        <balance>1087.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>145429.73000000</valUSD>
        <pctVal>0.013488933405</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>Lennar Corp</name>
        <lei>529900G61XVRLX5TJX09</lei>
        <title>Lennar Corp</title>
        <cusip>526057CD4</cusip>
        <identifiers>
          <isin value="US526057CD41"/>
        </identifiers>
        <balance>1361000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1357597.50000000</valUSD>
        <pctVal>0.125920210876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</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>VIACOMCBS INC</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>ViacomCBS Inc</title>
        <cusip>92556HAA5</cusip>
        <identifiers>
          <isin value="US92556HAA59"/>
        </identifiers>
        <balance>5330000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5354885.66000000</valUSD>
        <pctVal>0.496677646744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</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>Humana Inc</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>Humana Inc</title>
        <cusip>444859BH4</cusip>
        <identifiers>
          <isin value="US444859BH44"/>
        </identifiers>
        <balance>3125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3110999.22000000</valUSD>
        <pctVal>0.288552150264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-15</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>NVIDIA Corp</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVIDIA Corp</title>
        <cusip>67066G104</cusip>
        <identifiers>
          <isin value="US67066G1040"/>
        </identifiers>
        <balance>652.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>171867.20000000</valUSD>
        <pctVal>0.015941068001</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>Yum China Holdings Inc</name>
        <lei>529900DO9BYZ7VA3K502</lei>
        <title>Yum China Holdings Inc</title>
        <cusip>98850P109</cusip>
        <identifiers>
          <isin value="US98850P1093"/>
        </identifiers>
        <balance>15079.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>642817.77000000</valUSD>
        <pctVal>0.059622788899</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>OCTAGON INVESTMENT PARTNERS 39, LTD.</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 39 Ltd</title>
        <cusip>67592AAA8</cusip>
        <identifiers>
          <isin value="US67592AAA88"/>
        </identifiers>
        <balance>495000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284836.71000000</valUSD>
        <pctVal>0.026419243250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.57000000</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>Madison Park Funding Ltd</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXXI Ltd</title>
        <cusip>55819DAJ5</cusip>
        <identifiers>
          <isin value="US55819DAJ54"/>
        </identifiers>
        <balance>475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>387343.45000000</valUSD>
        <pctVal>0.035926973131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.96000000</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>Bank of America, National Association</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>PURCHASED USD / SOLD IDR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20BFKBBKX1F"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="16327.50000000"/>
        <valUSD>982777.64000000</valUSD>
        <pctVal>0.091154828786</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America, National Association</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>89661180000.00000000</amtCurSold>
            <curSold>IDR</curSold>
            <amtCurPur>6474198.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-14</settlementDt>
            <unrealizedAppr>982777.64000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OneMain Financial Issuance Trust</name>
        <lei>N/A</lei>
        <title>OneMain Financial Issuance Trust 2015-3</title>
        <cusip>68268LAB3</cusip>
        <identifiers>
          <isin value="US68268LAB36"/>
        </identifiers>
        <balance>3120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2873828.88000000</valUSD>
        <pctVal>0.266554069665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.16000000</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>Interpublic Group of Cos Inc/The</name>
        <lei>5493008IUOJ5VWTRC333</lei>
        <title>Interpublic Group of Cos Inc/The</title>
        <cusip>460690100</cusip>
        <identifiers>
          <isin value="US4606901001"/>
        </identifiers>
        <balance>2113.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34209.47000000</valUSD>
        <pctVal>0.003173005015</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>Nissan Auto Receivables Owner Trust</name>
        <lei>N/A</lei>
        <title>Nissan Auto Receivables 2018-B Owner Trust</title>
        <cusip>65479GAC3</cusip>
        <identifiers>
          <isin value="US65479GAC33"/>
        </identifiers>
        <balance>544135.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>543180.57000000</valUSD>
        <pctVal>0.050381215285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.80000000</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>Kestrel Aircraft Funding Limited</name>
        <lei>N/A</lei>
        <title>Kestrel Aircraft Funding LTD</title>
        <cusip>49255PAA1</cusip>
        <identifiers>
          <isin value="US49255PAA12"/>
        </identifiers>
        <balance>2198141.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1606085.60000000</valUSD>
        <pctVal>0.148968039082</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust 2019-3</title>
        <cusip>26209WAD5</cusip>
        <identifiers>
          <isin value="US26209WAD56"/>
        </identifiers>
        <balance>2365000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2344814.96000000</valUSD>
        <pctVal>0.217486842918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.49000000</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>MAPS LTD</name>
        <lei>N/A</lei>
        <title>MAPS 2018-1 Ltd</title>
        <cusip>56564RAA8</cusip>
        <identifiers>
          <isin value="US56564RAA86"/>
        </identifiers>
        <balance>1334319.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1003046.42000000</valUSD>
        <pctVal>0.093034803559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.21000000</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>Wendy's Funding LLC</name>
        <lei>5493009DRVSTWJOXUL48</lei>
        <title>Wendy's Funding LLC</title>
        <cusip>95058XAE8</cusip>
        <identifiers>
          <isin value="US95058XAE85"/>
        </identifiers>
        <balance>3367487.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3048485.41000000</valUSD>
        <pctVal>0.282753854276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.88000000</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>ENCOMPASS HEALTH CORP</name>
        <lei>549300FVRPM9DRQZRG64</lei>
        <title>Encompass Health Corp</title>
        <cusip>29261AAB6</cusip>
        <identifiers>
          <isin value="US29261AAB61"/>
        </identifiers>
        <balance>380000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>372400.00000000</valUSD>
        <pctVal>0.034540934651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</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>UnitedHealth Group Inc</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UnitedHealth Group Inc</title>
        <cusip>91324P102</cusip>
        <identifiers>
          <isin value="US91324P1021"/>
        </identifiers>
        <balance>669.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>166835.22000000</valUSD>
        <pctVal>0.015474340578</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>CarMax Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>Carmax Auto Owner Trust 2018-4</title>
        <cusip>14315EAG5</cusip>
        <identifiers>
          <isin value="US14315EAG52"/>
        </identifiers>
        <balance>1125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1038628.35000000</valUSD>
        <pctVal>0.096335107315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.15000000</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>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>Danske Bank A/S</title>
        <cusip>23636AAV3</cusip>
        <identifiers>
          <isin value="US23636AAV35"/>
        </identifiers>
        <balance>1430000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1329038.43000000</valUSD>
        <pctVal>0.123271293125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.24000000</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>DT Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>DT Auto Owner Trust 2018-2</title>
        <cusip>23343DAG4</cusip>
        <identifiers>
          <isin value="US23343DAG43"/>
        </identifiers>
        <balance>1390000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1382059.63000000</valUSD>
        <pctVal>0.128189128260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>4.15000000</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>Neuberger Berman CLO Ltd</name>
        <lei>549300Z5ZNFT7IECFZ07</lei>
        <title>Neuberger Berman CLO XIV Ltd</title>
        <cusip>64129JBJ8</cusip>
        <identifiers>
          <isin value="US64129JBJ88"/>
        </identifiers>
        <balance>3300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2710900.17000000</valUSD>
        <pctVal>0.251442066644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.52000000</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>SoFi Consumer Loan Program Trust</name>
        <lei>N/A</lei>
        <title>Sofi Consumer Loan Program 2018-2 Trust</title>
        <cusip>78471WAB1</cusip>
        <identifiers>
          <isin value="US78471WAB19"/>
        </identifiers>
        <balance>1094220.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1084052.48000000</valUSD>
        <pctVal>0.100548297181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>BRISTOL-MYERS SQUIBB CO APR20 67.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1JZK68"/>
        </identifiers>
        <balance>-31.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-46.50000000</valUSD>
        <pctVal>-0.00000431297</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Bristol-Myers Squibb Co</issuerName>
                <issueTitle>Bristol-Myers Squibb Co</issueTitle>
                <identifiers>
                  <cusip value="110122108"/>
                  <isin value="US1101221083"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>67.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>2703.48000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WF-RBS Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>WFRBS Commercial Mortgage Trust 2011-C3</title>
        <cusip>92935VAS7</cusip>
        <identifiers>
          <isin value="US92935VAS79"/>
        </identifiers>
        <balance>1809189.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1441129.58000000</valUSD>
        <pctVal>0.133667998514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.68000000</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>MITSUBISHI UFJ FIN GRP</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>Mitsubishi UFJ Financial Group Inc</title>
        <cusip>606822AX2</cusip>
        <identifiers>
          <isin value="US606822AX27"/>
        </identifiers>
        <balance>6720000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6440359.97000000</valUSD>
        <pctVal>0.597357821845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.44000000</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>EXPORT-IMPORT BANK KOREA</name>
        <lei>549300APVP4R32PI3Y06</lei>
        <title>Export-Import Bank of Korea</title>
        <cusip>302154CX5</cusip>
        <identifiers>
          <isin value="US302154CX52"/>
        </identifiers>
        <balance>4120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4032267.15000000</valUSD>
        <pctVal>0.374001815588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.74000000</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>NIKE Inc</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NIKE Inc</title>
        <cusip>654106103</cusip>
        <identifiers>
          <isin value="US6541061031"/>
        </identifiers>
        <balance>6477.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>535906.98000000</valUSD>
        <pctVal>0.049706573510</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>OCCIDENTAL PETROLEUM COR</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corp</title>
        <cusip>674599CW3</cusip>
        <identifiers>
          <isin value="US674599CW33"/>
        </identifiers>
        <balance>885000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>484382.73000000</valUSD>
        <pctVal>0.044927583843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</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>Yum! Brands Inc</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>Yum! Brands Inc</title>
        <cusip>988498101</cusip>
        <identifiers>
          <isin value="US9884981013"/>
        </identifiers>
        <balance>1505.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103137.65000000</valUSD>
        <pctVal>0.009566248197</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>Volkswagen Auto Loan Enhanced Trust</name>
        <lei>N/A</lei>
        <title>Volkswagen Auto Loan Enhanced Trust 2018-1</title>
        <cusip>92868LAC5</cusip>
        <identifiers>
          <isin value="US92868LAC54"/>
        </identifiers>
        <balance>530033.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>528848.62000000</valUSD>
        <pctVal>0.049051894801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.95000000</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>AERCAP IRELAND CAP/GLOBA</name>
        <lei>N/A</lei>
        <title>AerCap Ireland Capital DAC / AerCap Global Aviation Trust</title>
        <cusip>00774MAB1</cusip>
        <identifiers>
          <isin value="US00774MAB19"/>
        </identifiers>
        <balance>905000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>700778.24000000</valUSD>
        <pctVal>0.064998752397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65000000</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>GCA2014 Holddings Ltd</name>
        <lei>549300P7I2VS2S4LJI66</lei>
        <title>GCA2014 Holdings Ltd</title>
        <cusip>36163UAB6</cusip>
        <identifiers>
          <isin value="US36163UAB61"/>
        </identifiers>
        <balance>965374.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>552966.26000000</valUSD>
        <pctVal>0.051288859965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>ALLSTATE CORP/THE APR20 125 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KB5B5"/>
        </identifiers>
        <balance>-6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-126.00000000</valUSD>
        <pctVal>-0.00001168678</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Allstate Corp/The</issuerName>
                <issueTitle>Allstate Corp/The</issueTitle>
                <identifiers>
                  <cusip value="020002101"/>
                  <isin value="US0200021014"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>125.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>754.25000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC Funding Ltd</name>
        <lei>N/A</lei>
        <title>CIFC Funding 2013-II Ltd</title>
        <cusip>12549BAU2</cusip>
        <identifiers>
          <isin value="US12549BAU26"/>
        </identifiers>
        <balance>730000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>601852.88000000</valUSD>
        <pctVal>0.055823203538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.78000000</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>KRAFT HEINZ FOODS CO</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Co</title>
        <cusip>50077LAY2</cusip>
        <identifiers>
          <isin value="US50077LAY20"/>
        </identifiers>
        <balance>2305000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2095854.35000000</valUSD>
        <pctVal>0.194395188351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.88000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture CDO Ltd</name>
        <lei>549300LQ92YS70N4PB21</lei>
        <title>Venture XX CLO Ltd</title>
        <cusip>92330JCC8</cusip>
        <identifiers>
          <isin value="US92330JCC80"/>
        </identifiers>
        <balance>1114088.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1079264.17000000</valUSD>
        <pctVal>0.100104170697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.65000000</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>SPRINT COMMUNICATIONS</name>
        <lei>549300JKU50UT08ZWD77</lei>
        <title>Sprint Communications Inc</title>
        <cusip>852061AR1</cusip>
        <identifiers>
          <isin value="US852061AR17"/>
        </identifiers>
        <balance>575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>575345.00000000</valUSD>
        <pctVal>0.053364538257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</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>Springleaf Finance Corp</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>Springleaf Finance Corp</title>
        <cusip>85172FAQ2</cusip>
        <identifiers>
          <isin value="US85172FAQ28"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9450.00000000</valUSD>
        <pctVal>0.000876508680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.63000000</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>NextGear Floorplan Master Owner Trust</name>
        <lei>N/A</lei>
        <title>NextGear Floorplan Master Owner Trust</title>
        <cusip>65341KAW6</cusip>
        <identifiers>
          <isin value="US65341KAW62"/>
        </identifiers>
        <balance>4355000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4132949.00000000</valUSD>
        <pctVal>0.383340282831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.38000000</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>Madison Park Funding Ltd</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XII Ltd</title>
        <cusip>55818PAN0</cusip>
        <identifiers>
          <isin value="US55818PAN06"/>
        </identifiers>
        <balance>1175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1035188.63000000</valUSD>
        <pctVal>0.096016065576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.47000000</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>Uber Technologies, Inc.</name>
        <lei>549300B2FTG34FILDR98</lei>
        <title>Uber Technologies, Inc. 2018 Incremental Term Loan</title>
        <cusip>90351JAE4</cusip>
        <identifiers>
          <isin value="US90351JAE47"/>
        </identifiers>
        <balance>2429578.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2254648.71000000</valUSD>
        <pctVal>0.209123721143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.49000000</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>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>PURCHASED NZD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20AGKBB68HJ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.67610310"/>
        <valUSD>-665588.80000000</valUSD>
        <pctVal>-0.06173485296</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <amtCurSold>6518450.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9810000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2020-04-14</settlementDt>
            <unrealizedAppr>-665588.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS-Barclays Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>UBS-Barclays Commercial Mortgage Trust 2012-C2</title>
        <cusip>90269CAT7</cusip>
        <identifiers>
          <isin value="US90269CAT71"/>
        </identifiers>
        <balance>1370000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1149067.22000000</valUSD>
        <pctVal>0.106578560032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-05-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.89000000</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>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>PURCHASED USD / SOLD NZD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20AQKBB4ZSZ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.67610310"/>
        <valUSD>580928.50000000</valUSD>
        <pctVal>0.053882420396</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <amtCurSold>9810000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>6433790.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-14</settlementDt>
            <unrealizedAppr>580928.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>AMGEN INC APR20 230 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KB558"/>
        </identifiers>
        <balance>-4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-180.00000000</valUSD>
        <pctVal>-0.00001669540</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Amgen Inc</issuerName>
                <issueTitle>Amgen Inc</issueTitle>
                <identifiers>
                  <cusip value="031162100"/>
                  <isin value="US0311621009"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>230.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>866.81000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ABJA INVESTMENT CO</name>
        <lei>254900E6OE5YJ9WCCU19</lei>
        <title>ABJA Investment Co Pte Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1753595328"/>
        </identifiers>
        <balance>795000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>574586.25000000</valUSD>
        <pctVal>0.053294162494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.45000000</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>Springleaf Finance Corp</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>Springleaf Finance Corp</title>
        <cusip>85172FAN9</cusip>
        <identifiers>
          <isin value="US85172FAN96"/>
        </identifiers>
        <balance>3203000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3170970.00000000</valUSD>
        <pctVal>0.294114574520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.13000000</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>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>PURCHASED USD / SOLD ZAR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20ASKBBZ89W"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.96107680"/>
        <valUSD>3788031.02000000</valUSD>
        <pctVal>0.351348367130</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <amtCurSold>315790000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>21369939.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-30</settlementDt>
            <unrealizedAppr>3788031.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CVP Cascade CLO Ltd</name>
        <lei>254900WPOZSM5XGTH559</lei>
        <title>CVP Cascade CLO-2 Ltd</title>
        <cusip>126611AL6</cusip>
        <identifiers>
          <isin value="US126611AL66"/>
        </identifiers>
        <balance>2365518.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2345285.24000000</valUSD>
        <pctVal>0.217530462442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.02000000</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>EXXON MOBIL CORPORATION</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>Exxon Mobil Corp</title>
        <cusip>30231GBG6</cusip>
        <identifiers>
          <isin value="US30231GBG64"/>
        </identifiers>
        <balance>2410000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2949795.85000000</valUSD>
        <pctVal>0.273600176395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.33000000</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>VIACOMCBS INC</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>ViacomCBS Inc</title>
        <cusip>92553PAP7</cusip>
        <identifiers>
          <isin value="US92553PAP71"/>
        </identifiers>
        <balance>935000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>828613.85000000</valUSD>
        <pctVal>0.076855791740</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.38000000</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>Horizon Aircraft Finance I Limited</name>
        <lei>N/A</lei>
        <title>Horizon Aircraft Finance I Ltd</title>
        <cusip>440405AE8</cusip>
        <identifiers>
          <isin value="US440405AE86"/>
        </identifiers>
        <balance>4467417.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3270604.09000000</valUSD>
        <pctVal>0.303355859675</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>PURCHASED USD / SOLD COP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="19LOKBB29P3"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4062.97045454"/>
        <valUSD>978791.65000000</valUSD>
        <pctVal>0.090785119280</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <amtCurSold>18400000000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>5507497.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-07</settlementDt>
            <unrealizedAppr>978791.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse First Boston Mortgage Securities</name>
        <lei>N/A</lei>
        <title>CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27</title>
        <cusip>22541QL75</cusip>
        <identifiers>
          <isin value="US22541QL752"/>
        </identifiers>
        <balance>182531.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>187566.19000000</valUSD>
        <pctVal>0.017397184510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</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>Bank of America, National Association</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20CNKBCCB6X"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90599609"/>
        <valUSD>-44068.42000000</valUSD>
        <pctVal>-0.00408744472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America, National Association</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>1665000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1793687.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-23</settlementDt>
            <unrealizedAppr>-44068.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Countrywide Home Loans</name>
        <lei>N/A</lei>
        <title>CHL Mortgage Pass-Through Trust 2004-HYB4</title>
        <cusip>12669FV75</cusip>
        <identifiers>
          <isin value="US12669FV755"/>
        </identifiers>
        <balance>61933.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53064.26000000</valUSD>
        <pctVal>0.004921829046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.10000000</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>Deutsche Bank Aktiengesellschaft</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20ASKBBX551"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80460324"/>
        <valUSD>86474.39000000</valUSD>
        <pctVal>0.008020693485</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Deutsche Bank Aktiengesellschaft</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>1400000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1826462.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-30</settlementDt>
            <unrealizedAppr>86474.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chesapeake Funding II LLC</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>Chesapeake Funding II LLC</title>
        <cusip>165183BE3</cusip>
        <identifiers>
          <isin value="US165183BE37"/>
        </identifiers>
        <balance>775000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>743817.18000000</valUSD>
        <pctVal>0.068990710545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.26000000</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>Banco Macro SA</name>
        <lei>579100KKDKKIFEBKK040</lei>
        <title>Banco Macro SA</title>
        <cusip>05963GAJ7</cusip>
        <identifiers>
          <isin value="US05963GAJ76"/>
        </identifiers>
        <balance>21970000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="81.48920000"/>
        <valUSD>140195.27000000</valUSD>
        <pctVal>0.013003425508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>17.50000000</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>Social Professional Loan Program LLC</name>
        <lei>5493005DZE8VF033DB25</lei>
        <title>SoFi Professional Loan Program 2016-C LLC</title>
        <cusip>83402DAD3</cusip>
        <identifiers>
          <isin value="US83402DAD30"/>
        </identifiers>
        <balance>125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127106.64000000</valUSD>
        <pctVal>0.011789425741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.35000000</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>CIFC Funding Ltd</name>
        <lei>549300O8WGQU5B6HEB94</lei>
        <title>CIFC Funding 2014-II-R Ltd</title>
        <cusip>12548RAD6</cusip>
        <identifiers>
          <isin value="US12548RAD61"/>
        </identifiers>
        <balance>265000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>219391.01000000</valUSD>
        <pctVal>0.020349007893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.70000000</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>Florida Power &amp; Light Co</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>Florida Power &amp; Light Co</title>
        <cusip>341081FW2</cusip>
        <identifiers>
          <isin value="US341081FW23"/>
        </identifiers>
        <balance>4405000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4154142.74000000</valUSD>
        <pctVal>0.385306049717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.14000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>BROADCOM INC APR20 330 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KB2V4"/>
        </identifiers>
        <balance>-4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10.00000000</valUSD>
        <pctVal>-0.00000092752</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Broadcom Inc</issuerName>
                <issueTitle>Broadcom Inc</issueTitle>
                <identifiers>
                  <cusip value="11135F101"/>
                  <isin value="US11135F1012"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>330.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1075.13000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMB Private Education Loan Trust</name>
        <lei>549300GD7VLLBVPDNJ81</lei>
        <title>SMB Private Education Loan Trust 2015-C</title>
        <cusip>78448RAE6</cusip>
        <identifiers>
          <isin value="US78448RAE62"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>828982.96000000</valUSD>
        <pctVal>0.076890027520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-15</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>Wingstop Funding LLC</name>
        <lei>N/A</lei>
        <title>Wingstop Funding 2018-1 LLC</title>
        <cusip>974153AA6</cusip>
        <identifiers>
          <isin value="US974153AA66"/>
        </identifiers>
        <balance>891000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>856723.23000000</valUSD>
        <pctVal>0.079462999736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DBUBS Mortgage Trust</name>
        <lei>N/A</lei>
        <title>DBUBS 2011-LC1 Mortgage Trust</title>
        <cusip>233050AJ2</cusip>
        <identifiers>
          <isin value="US233050AJ21"/>
        </identifiers>
        <balance>2552340.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2423199.25000000</valUSD>
        <pctVal>0.224757161497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.69000000</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>CIT Group Inc</name>
        <lei>N8O96ZZJQRFYQUJY7K79</lei>
        <title>CIT Group Inc</title>
        <cusip>125581GW2</cusip>
        <identifiers>
          <isin value="US125581GW24"/>
        </identifiers>
        <balance>275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268125.00000000</valUSD>
        <pctVal>0.024869194692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</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>TELECOM ITALIA CAPITAL</name>
        <lei>549300777DJZOR5C4L39</lei>
        <title>Telecom Italia Capital SA</title>
        <cusip>87927VAR9</cusip>
        <identifiers>
          <isin value="US87927VAR96"/>
        </identifiers>
        <balance>530000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>548550.00000000</valUSD>
        <pctVal>0.050879241952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.20000000</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>TENNESSEE GAS PIPELINE</name>
        <lei>N/A</lei>
        <title>Tennessee Gas Pipeline Co LLC</title>
        <cusip>880451AS8</cusip>
        <identifiers>
          <isin value="US880451AS80"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>895268.90000000</valUSD>
        <pctVal>0.083038197020</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>7.00000000</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>Hess Corp</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>Hess Corp</title>
        <cusip>42809HAD9</cusip>
        <identifiers>
          <isin value="US42809HAD98"/>
        </identifiers>
        <balance>1110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>758028.29000000</valUSD>
        <pctVal>0.070308822848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.60000000</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>DR Horton Inc</name>
        <lei>529900ZIUEYVSB8QDD25</lei>
        <title>DR Horton Inc</title>
        <cusip>23331A109</cusip>
        <identifiers>
          <isin value="US23331A1097"/>
        </identifiers>
        <balance>3265.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>111010.00000000</valUSD>
        <pctVal>0.010296426304</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>AmerisourceBergen Corp</name>
        <lei>AI8GXW8LG5WK7E9UD086</lei>
        <title>AmerisourceBergen Corp</title>
        <cusip>03073E105</cusip>
        <identifiers>
          <isin value="US03073E1055"/>
        </identifiers>
        <balance>2137.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>189124.50000000</valUSD>
        <pctVal>0.017541721255</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>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>Hyundai Capital America</title>
        <cusip>44891ABE6</cusip>
        <identifiers>
          <isin value="US44891ABE64"/>
        </identifiers>
        <balance>2625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2474826.90000000</valUSD>
        <pctVal>0.229545741746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.38000000</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>COMM Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2012-LC4 Mortgage Trust</title>
        <cusip>126192AG8</cusip>
        <identifiers>
          <isin value="US126192AG86"/>
        </identifiers>
        <balance>140000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134453.76000000</valUSD>
        <pctVal>0.012470887588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.54000000</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>Intel Corp</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>Intel Corp</title>
        <cusip>458140100</cusip>
        <identifiers>
          <isin value="US4581401001"/>
        </identifiers>
        <balance>3056.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>165390.72000000</valUSD>
        <pctVal>0.015340359966</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>World Financial Network Credit Card Master Trust</name>
        <lei>N/A</lei>
        <title>World Financial Network Credit Card Master Trust</title>
        <cusip>981464HG8</cusip>
        <identifiers>
          <isin value="US981464HG88"/>
        </identifiers>
        <balance>6995000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6754316.04000000</valUSD>
        <pctVal>0.626477951000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.71000000</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>CIFI HOLDINGS GROUP</name>
        <lei>549300WGKSV867C0JF48</lei>
        <title>CIFI Holdings Group Co Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1513700127"/>
        </identifiers>
        <balance>370000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347829.57000000</valUSD>
        <pctVal>0.032261972199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Whiting Petroleum Corp</name>
        <lei>52990028CHK9KUB1B293</lei>
        <title>Whiting Petroleum Corp</title>
        <cusip>966387BG6</cusip>
        <identifiers>
          <isin value="US966387BG63"/>
        </identifiers>
        <balance>2075000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140062.50000000</valUSD>
        <pctVal>0.012991110793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.63000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Legacy Mortgage Asset Trust 2020-GSL</name>
        <lei>N/A</lei>
        <title>Legacy Mortgage Asset Trust</title>
        <cusip>52474PAA0</cusip>
        <identifiers>
          <isin value="US52474PAA03"/>
        </identifiers>
        <balance>2037194.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1948454.36000000</valUSD>
        <pctVal>0.180723508915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.88000000</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>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"/>
        </identifiers>
        <balance>3980000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3470052.95000000</valUSD>
        <pctVal>0.321855188460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.43000000</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>Colony American Finance Ltd</name>
        <lei>N/A</lei>
        <title>CoreVest American Finance 2019-2Trust</title>
        <cusip>21872GAG0</cusip>
        <identifiers>
          <isin value="US21872GAG01"/>
        </identifiers>
        <balance>1830000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1528307.12000000</valUSD>
        <pctVal>0.141753910738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.42000000</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>Banc of America Funding Corporation</name>
        <lei>N/A</lei>
        <title>Banc of America Funding 2007-4 Trust</title>
        <cusip>05953YBT7</cusip>
        <identifiers>
          <isin value="US05953YBT73"/>
        </identifiers>
        <balance>372135.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>345411.57000000</valUSD>
        <pctVal>0.032037697280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Planet Fitness Master Issuer LLC</name>
        <lei>549300NX9W3U2DO53T22</lei>
        <title>Planet Fitness Master Issuer LLC</title>
        <cusip>72703PAC7</cusip>
        <identifiers>
          <isin value="US72703PAC77"/>
        </identifiers>
        <balance>2423925.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2196306.32000000</valUSD>
        <pctVal>0.203712333709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.86000000</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>Best Buy Co Inc</name>
        <lei>HL5XPTVRV0O8TUN5LL90</lei>
        <title>Best Buy Co Inc</title>
        <cusip>086516101</cusip>
        <identifiers>
          <isin value="US0865161014"/>
        </identifiers>
        <balance>2264.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>129048.00000000</valUSD>
        <pctVal>0.011969491232</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>Easy Tactic Ltd</name>
        <lei>549300WYFMC41MKE6E16</lei>
        <title>Easy Tactic Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1720054383"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>328784.00000000</valUSD>
        <pctVal>0.030495452895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.88000000</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>LAMAR MEDIA CORP</name>
        <lei>N/A</lei>
        <title>Lamar Media Corp</title>
        <cusip>513075BQ3</cusip>
        <identifiers>
          <isin value="US513075BQ35"/>
        </identifiers>
        <balance>415000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>389012.70000000</valUSD>
        <pctVal>0.036081799810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</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>Credit Acceptance Auto Loan Trust</name>
        <lei>N/A</lei>
        <title>Credit Acceptance Auto Loan Trust 2018-2</title>
        <cusip>22535FAC8</cusip>
        <identifiers>
          <isin value="US22535FAC86"/>
        </identifiers>
        <balance>1205000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1180749.86000000</valUSD>
        <pctVal>0.109517195902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.16000000</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>Allstate Corp/The</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>Allstate Corp/The</title>
        <cusip>020002101</cusip>
        <identifiers>
          <isin value="US0200021014"/>
        </identifiers>
        <balance>1629.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149428.17000000</valUSD>
        <pctVal>0.013859797677</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>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>5391601.50000000</valUSD>
        <pctVal>0.500083123195</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>California Republic Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>California Republic Auto Receivables Trust 2018-1</title>
        <cusip>13057FAG6</cusip>
        <identifiers>
          <isin value="US13057FAG63"/>
        </identifiers>
        <balance>1785000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1822779.17000000</valUSD>
        <pctVal>0.169066853369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.33000000</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>Ally Financial Inc</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>Ally Financial Inc</title>
        <cusip>02005NBH2</cusip>
        <identifiers>
          <isin value="US02005NBH26"/>
        </identifiers>
        <balance>155000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139500.00000000</valUSD>
        <pctVal>0.012938937658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.88000000</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>Parallel Ltd</name>
        <lei>N/A</lei>
        <title>Parallel 2017-1 Ltd</title>
        <cusip>69915XAS5</cusip>
        <identifiers>
          <isin value="US69915XAS53"/>
        </identifiers>
        <balance>2610000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2138525.42000000</valUSD>
        <pctVal>0.198353025731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.71000000</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>VERIZON COMMUNICATIONS</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc</title>
        <cusip>92343VFD1</cusip>
        <identifiers>
          <isin value="US92343VFD10"/>
        </identifiers>
        <balance>290000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>342964.27000000</valUSD>
        <pctVal>0.031810704720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Elanco Animal Health Inc</name>
        <lei>549300SHPNDCE059M934</lei>
        <title>ELANCO ANIMAL HEALTH INC TERM LOAN B</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX185454"/>
        </identifiers>
        <balance>1545000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1460025.00000000</valUSD>
        <pctVal>0.135420591069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-04</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>World Omni Automobile Lease Securitization Trust</name>
        <lei>549300JMLWTKGTW3CW74</lei>
        <title>World Omni Automobile Lease Securitization Trust 2018-B</title>
        <cusip>98162CAC5</cusip>
        <identifiers>
          <isin value="US98162CAC55"/>
        </identifiers>
        <balance>1606148.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1602192.83000000</valUSD>
        <pctVal>0.148606975939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.88000000</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>Ajax Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Ajax Mortgage Loan Trust 2017-B</title>
        <cusip>00969DAA8</cusip>
        <identifiers>
          <isin value="US00969DAA81"/>
        </identifiers>
        <balance>1119799.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1096190.59000000</valUSD>
        <pctVal>0.101674134088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.16000000</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>Visa Inc</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>Visa Inc</title>
        <cusip>92826C839</cusip>
        <identifiers>
          <isin value="US92826C8394"/>
        </identifiers>
        <balance>345.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55586.40000000</valUSD>
        <pctVal>0.005155763184</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>PALO ALTO NETWORKS</name>
        <lei>549300QXR2YVZV231H43</lei>
        <title>Palo Alto Networks Inc</title>
        <cusip>697435AD7</cusip>
        <identifiers>
          <isin value="US697435AD78"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>608071.77000000</valUSD>
        <pctVal>0.056400019524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Palo Alto Networks Inc</name>
              <title>Palo Alto Networks Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="697435105"/>
                <isin value="US6974351057"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3.75450000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RELIANCE STAND LIFE II</name>
        <lei>N/A</lei>
        <title>Reliance Standard Life Global Funding II</title>
        <cusip>75951AAM0</cusip>
        <identifiers>
          <isin value="US75951AAM09"/>
        </identifiers>
        <balance>3115000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3041586.12000000</valUSD>
        <pctVal>0.282113929665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.15000000</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>KAISA GROUP HOLDINGS LTD</name>
        <lei>254900N8L3L7NRJT0120</lei>
        <title>Kaisa Group Holdings Ltd</title>
        <cusip>48300TAD4</cusip>
        <identifiers>
          <isin value="US48300TAD46"/>
        </identifiers>
        <balance>2320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2001232.00000000</valUSD>
        <pctVal>0.185618753314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.95000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>HOME DEPOT INC/THE APR20 260 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KBHR7"/>
        </identifiers>
        <balance>-5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-50.00000000</valUSD>
        <pctVal>-0.00000463761</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Home Depot Inc/The</issuerName>
                <issueTitle>Home Depot Inc/The</issueTitle>
                <identifiers>
                  <cusip value="437076102"/>
                  <isin value="US4370761029"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>260.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>888.53000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RCO Mortgage LLC</name>
        <lei>N/A</lei>
        <title>RCO V Mortgage LLC 2019-1</title>
        <cusip>74937LAA4</cusip>
        <identifiers>
          <isin value="US74937LAA44"/>
        </identifiers>
        <balance>3186688.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3029976.33000000</valUSD>
        <pctVal>0.281037095622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.72000000</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>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2017-6</title>
        <cusip>89175JAA8</cusip>
        <identifiers>
          <isin value="US89175JAA88"/>
        </identifiers>
        <balance>1029756.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1030560.04000000</valUSD>
        <pctVal>0.095586753480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.75000000</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>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Americredit Automobile Receivables Trust 2018-3</title>
        <cusip>03066MAC0</cusip>
        <identifiers>
          <isin value="US03066MAC01"/>
        </identifiers>
        <balance>782934.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>780222.08000000</valUSD>
        <pctVal>0.072367346613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.86000000</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>Amgen Inc</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>Amgen Inc</title>
        <cusip>031162100</cusip>
        <identifiers>
          <isin value="US0311621009"/>
        </identifiers>
        <balance>821.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>166441.33000000</valUSD>
        <pctVal>0.015437806398</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>Madison Park Funding Ltd</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXXI Ltd</title>
        <cusip>55819DAL0</cusip>
        <identifiers>
          <isin value="US55819DAL01"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206848.20000000</valUSD>
        <pctVal>0.019185634154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.81000000</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>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD MXN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20AQKBB3MRM"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.76321428"/>
        <valUSD>1240987.65000000</valUSD>
        <pctVal>0.115104385934</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <amtCurSold>122235000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>6384862.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-14</settlementDt>
            <unrealizedAppr>1240987.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Illinois Tool Works Inc</name>
        <lei>76NA4I14SZCFAYMNSV04</lei>
        <title>Illinois Tool Works Inc</title>
        <cusip>452308109</cusip>
        <identifiers>
          <isin value="US4523081093"/>
        </identifiers>
        <balance>1109.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>157611.08000000</valUSD>
        <pctVal>0.014618780920</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>Dommo Energia SA</name>
        <lei>254900VV84SMDXCU2986</lei>
        <title>Dommo Energia SA</title>
        <cusip>257553206</cusip>
        <identifiers>
          <isin value="US2575532062"/>
        </identifiers>
        <balance>1884.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>678.24000000</valUSD>
        <pctVal>0.000062908280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VIACOMCBS INC</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>ViacomCBS Inc</title>
        <cusip>124857AZ6</cusip>
        <identifiers>
          <isin value="US124857AZ68"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>586135.30000000</valUSD>
        <pctVal>0.054365362766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20000000</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>SCF Equipment Trust LLC</name>
        <lei>N/A</lei>
        <title>SCF Equipment Leasing 2018-1 LLC</title>
        <cusip>78411KAD6</cusip>
        <identifiers>
          <isin value="US78411KAD63"/>
        </identifiers>
        <balance>3718000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3634833.17000000</valUSD>
        <pctVal>0.337138923183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.21000000</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>YINGDE GASES INVSTMT LTD</name>
        <lei>549300NJCRDM5D0WEL88</lei>
        <title>Yingde Gases Investment Ltd</title>
        <cusip>98584QAC4</cusip>
        <identifiers>
          <isin value="US98584QAC42"/>
        </identifiers>
        <balance>548000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>502159.80000000</valUSD>
        <pctVal>0.046576446928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</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>West CLO Ltd</name>
        <lei>2549008FQ6ZWGP8NJZ96</lei>
        <title>West CLO 2014-1 Ltd</title>
        <cusip>951680AJ6</cusip>
        <identifiers>
          <isin value="US951680AJ67"/>
        </identifiers>
        <balance>1984410.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1970988.64000000</valUSD>
        <pctVal>0.182813613890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.74000000</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>Sprint Capital Corp</name>
        <lei>549300L17W0GQBR1PO80</lei>
        <title>Sprint Capital Corp</title>
        <cusip>852060AD4</cusip>
        <identifiers>
          <isin value="US852060AD48"/>
        </identifiers>
        <balance>330000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>376926.00000000</valUSD>
        <pctVal>0.034960731295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.88000000</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>Chesapeake Funding II LLC</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>Chesapeake Funding II LLC</title>
        <cusip>165183AP9</cusip>
        <identifiers>
          <isin value="US165183AP92"/>
        </identifiers>
        <balance>580000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>579547.08000000</valUSD>
        <pctVal>0.053754290595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.71000000</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>LVMH Moet Hennessy Louis Vuitton SE</name>
        <lei>IOG4E947OATN0KJYSD45</lei>
        <title>LVMH Moet Hennessy Louis Vuitton SE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0000121014"/>
        </identifiers>
        <balance>1414.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670100"/>
        <valUSD>518586.01000000</valUSD>
        <pctVal>0.048100014722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DISH Network Corp</name>
        <lei>529900U350CWHH15G169</lei>
        <title>DISH Network Corp</title>
        <cusip>25470MAD1</cusip>
        <identifiers>
          <isin value="US25470MAD11"/>
        </identifiers>
        <balance>4280000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3391900.00000000</valUSD>
        <pctVal>0.314606327186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.38000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>DISH Network Corp</name>
              <title>DISH Network Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="25470M109"/>
                <isin value="US25470M1099"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="12.16300000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merck &amp; Co Inc</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>Merck &amp; Co Inc</title>
        <cusip>58933Y105</cusip>
        <identifiers>
          <isin value="US58933Y1055"/>
        </identifiers>
        <balance>2336.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>179731.84000000</valUSD>
        <pctVal>0.016670530988</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>S&amp;P Global Inc</name>
        <lei>Y6X4K52KMJMZE7I7MY94</lei>
        <title>S&amp;P Global Inc</title>
        <cusip>78409V104</cusip>
        <identifiers>
          <isin value="US78409V1044"/>
        </identifiers>
        <balance>539.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>132081.95000000</valUSD>
        <pctVal>0.012250896894</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>APPLIED MATERIALS INC APR20 70 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KB590"/>
        </identifiers>
        <balance>-15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-112.50000000</valUSD>
        <pctVal>-0.00001043462</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Applied Materials Inc</issuerName>
                <issueTitle>Applied Materials Inc</issueTitle>
                <identifiers>
                  <cusip value="038222105"/>
                  <isin value="US0382221051"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>70.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1143.14000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jamestown CLO Ltd</name>
        <lei>549300UY2VE3PHVMFV71</lei>
        <title>Jamestown CLO VII Ltd</title>
        <cusip>47048BAK6</cusip>
        <identifiers>
          <isin value="US47048BAK61"/>
        </identifiers>
        <balance>2996482.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2900732.42000000</valUSD>
        <pctVal>0.269049433298</pctVal>
        <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>2.62000000</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 Auto Credit Securitization Trust</name>
        <lei>N/A</lei>
        <title>United Auto Credit Securitization Trust 2019-1</title>
        <cusip>90945QAC5</cusip>
        <identifiers>
          <isin value="US90945QAC50"/>
        </identifiers>
        <balance>3025000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2922327.57000000</valUSD>
        <pctVal>0.271052431861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pfizer Inc</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>Pfizer Inc</title>
        <cusip>717081103</cusip>
        <identifiers>
          <isin value="US7170811035"/>
        </identifiers>
        <balance>1433.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46773.12000000</valUSD>
        <pctVal>0.004338311711</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>Banco Supervielle SA</name>
        <lei>579100KDDBKHFJKKF050</lei>
        <title>Banco Supervielle SA</title>
        <cusip>05970MAA4</cusip>
        <identifiers>
          <isin value="US05970MAA45"/>
        </identifiers>
        <balance>23000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="81.48920000"/>
        <valUSD>277871.18000000</valUSD>
        <pctVal>0.025773174731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>38.71000000</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>T Rowe Price Group Inc</name>
        <lei>549300SIV6FPS9Y7IH33</lei>
        <title>T Rowe Price Group Inc</title>
        <cusip>74144T108</cusip>
        <identifiers>
          <isin value="US74144T1088"/>
        </identifiers>
        <balance>1460.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142569.00000000</valUSD>
        <pctVal>0.013223594286</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>McDonald's Corp</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>McDonald's Corp</title>
        <cusip>580135101</cusip>
        <identifiers>
          <isin value="US5801351017"/>
        </identifiers>
        <balance>875.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>144681.25000000</valUSD>
        <pctVal>0.013419510208</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>Anthem Inc</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>Anthem Inc</title>
        <cusip>036752103</cusip>
        <identifiers>
          <isin value="US0367521038"/>
        </identifiers>
        <balance>486.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110341.44000000</valUSD>
        <pctVal>0.010234415865</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>DAIMLER FINANCE NA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>Daimler Finance North America LLC</title>
        <cusip>233851DR2</cusip>
        <identifiers>
          <isin value="US233851DR29"/>
        </identifiers>
        <balance>4780000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4646325.72000000</valUSD>
        <pctVal>0.430957124231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</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>DIAMONDBACK ENERGY INC</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>Diamondback Energy Inc</title>
        <cusip>25278XAN9</cusip>
        <identifiers>
          <isin value="US25278XAN93"/>
        </identifiers>
        <balance>515000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>350160.15000000</valUSD>
        <pctVal>0.032478138718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</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>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>AmeriCredit Automobile Receivables Trust 2019-3</title>
        <cusip>03066NAD6</cusip>
        <identifiers>
          <isin value="US03066NAD66"/>
        </identifiers>
        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2537117.50000000</valUSD>
        <pctVal>0.235323334507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.06000000</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>Apidos CLO</name>
        <lei>N/A</lei>
        <title>Apidos CLO XXXII</title>
        <cusip>03768RAN6</cusip>
        <identifiers>
          <isin value="US03768RAN61"/>
        </identifiers>
        <balance>475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>324601.51000000</valUSD>
        <pctVal>0.030107517574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.18000000</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>Hexion Holdings Corp</name>
        <lei>549300LBB370MUHGLV84</lei>
        <title>Hexion Holdings Corp</title>
        <cusip>42830K103</cusip>
        <identifiers>
          <isin value="US42830K1034"/>
        </identifiers>
        <balance>138555.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1402869.38000000</valUSD>
        <pctVal>0.130119279213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SoFi Consumer Loan Program Trust</name>
        <lei>N/A</lei>
        <title>Sofi Consumer Loan Program 2018-2 Trust</title>
        <cusip>78471WAC9</cusip>
        <identifiers>
          <isin value="US78471WAC91"/>
        </identifiers>
        <balance>1690000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1610045.76000000</valUSD>
        <pctVal>0.149335352797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.79000000</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>Medtronic PLC</name>
        <lei>549300GX3ZBSQWUXY261</lei>
        <title>Medtronic PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IE00BTN1Y115"/>
        </identifiers>
        <balance>1739.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>156823.02000000</valUSD>
        <pctVal>0.014545686588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fairstone Financial Issuance Trust I</name>
        <lei>549300LY2ZF7LX6T3F37</lei>
        <title>Fairstone Financial Issuance Trust I</title>
        <cusip>30575PAE6</cusip>
        <identifiers>
          <isin value="CA30575PAE66"/>
        </identifiers>
        <balance>3100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CAD" exchangeRt="1.40730000"/>
        <valUSD>2201654.23000000</valUSD>
        <pctVal>0.204208364348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <annualizedRt>3.95000000</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>Microsoft Corp</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>Microsoft Corp</title>
        <cusip>594918104</cusip>
        <identifiers>
          <isin value="US5949181045"/>
        </identifiers>
        <balance>1083.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>170799.93000000</valUSD>
        <pctVal>0.015842076317</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>WALT DISNEY COMPANY/THE</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>Walt Disney Co/The</title>
        <cusip>254687FS0</cusip>
        <identifiers>
          <isin value="US254687FS06"/>
        </identifiers>
        <balance>2125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2776859.24000000</valUSD>
        <pctVal>0.257559918219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.70000000</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>Starwood Retail Property Trust</name>
        <lei>5493007115G809OI4R97</lei>
        <title>Starwood Retail Property Trust 2014-STAR</title>
        <cusip>85571XAQ0</cusip>
        <identifiers>
          <isin value="US85571XAQ07"/>
        </identifiers>
        <balance>4243654.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3097865.72000000</valUSD>
        <pctVal>0.287333988703</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>4.20000000</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>AES Corp/VA</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES Corp/VA</title>
        <cusip>00130H105</cusip>
        <identifiers>
          <isin value="US00130H1059"/>
        </identifiers>
        <balance>7233.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>98368.80000000</valUSD>
        <pctVal>0.009123926671</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>Fidelity National Financial Inc</name>
        <lei>549300CAZYIH39SYQ287</lei>
        <title>Fidelity National Financial Inc</title>
        <cusip>31620R303</cusip>
        <identifiers>
          <isin value="US31620R3030"/>
        </identifiers>
        <balance>4605.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>114572.40000000</valUSD>
        <pctVal>0.010626846888</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>OCCIDENTAL PETROLEUM COR</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corp</title>
        <cusip>674599CG8</cusip>
        <identifiers>
          <isin value="US674599CG82"/>
        </identifiers>
        <balance>340000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>173965.78000000</valUSD>
        <pctVal>0.016135716000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</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>Microchip Technology Inc</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>Microchip Technology Inc</title>
        <cusip>595017AF1</cusip>
        <identifiers>
          <isin value="US595017AF11"/>
        </identifiers>
        <balance>910000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>933972.75000000</valUSD>
        <pctVal>0.086628065853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.63000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Microchip Technology Inc</name>
              <title>Microchip Technology Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="595017104"/>
                <isin value="US5950171042"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.45620000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sequoia Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Sequoia Mortgage Trust 2019-CH1</title>
        <cusip>81747MAA7</cusip>
        <identifiers>
          <isin value="US81747MAA71"/>
        </identifiers>
        <balance>3339282.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3333449.02000000</valUSD>
        <pctVal>0.309184867786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</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>Bharti Airtel Ltd</name>
        <lei>335800KQ1FPKOQ84OR26</lei>
        <title>Bharti Airtel Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="USY0889VAA80"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>795674.62000000</valUSD>
        <pctVal>0.073800604331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.38000000</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>GLS Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>GLS Auto Receivables Issuer Trust 2019-2</title>
        <cusip>36257NAC7</cusip>
        <identifiers>
          <isin value="US36257NAC74"/>
        </identifiers>
        <balance>5030000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4354527.84000000</valUSD>
        <pctVal>0.403892216861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.54000000</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>Taco Bell Funding, LLC</name>
        <lei>N/A</lei>
        <title>Taco Bell Funding LLC</title>
        <cusip>87342RAD6</cusip>
        <identifiers>
          <isin value="US87342RAD61"/>
        </identifiers>
        <balance>5530000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5391805.30000000</valUSD>
        <pctVal>0.500102026101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.32000000</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>Chesapeake Funding II LLC</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>Chesapeake Funding II LLC</title>
        <cusip>165183BM5</cusip>
        <identifiers>
          <isin value="US165183BM52"/>
        </identifiers>
        <balance>2125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2144457.78000000</valUSD>
        <pctVal>0.198903265418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.92000000</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>Philip Morris International Inc</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>Philip Morris International Inc</title>
        <cusip>718172109</cusip>
        <identifiers>
          <isin value="US7181721090"/>
        </identifiers>
        <balance>2297.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>167589.12000000</valUSD>
        <pctVal>0.015544266493</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>Milos CLO, LTD</name>
        <lei>254900GFWI4EEB8IJS18</lei>
        <title>Milos CLO Ltd</title>
        <cusip>60162PAJ1</cusip>
        <identifiers>
          <isin value="US60162PAJ12"/>
        </identifiers>
        <balance>680000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>558641.83000000</valUSD>
        <pctVal>0.051815281803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.59000000</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>KENBOURNE INVEST SA</name>
        <lei>222100QGH6Y9KFYZ4B27</lei>
        <title>Kenbourne Invest SA</title>
        <cusip>48855KAA8</cusip>
        <identifiers>
          <isin value="US48855KAA88"/>
        </identifiers>
        <balance>3170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2425652.30000000</valUSD>
        <pctVal>0.224984687382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.88000000</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>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co/The</title>
        <cusip>097023CQ6</cusip>
        <identifiers>
          <isin value="US097023CQ64"/>
        </identifiers>
        <balance>375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>342230.79000000</valUSD>
        <pctVal>0.031742672806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</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>Mastercard Inc</name>
        <lei>AR5L2ODV9HN37376R084</lei>
        <title>Mastercard Inc</title>
        <cusip>57636Q104</cusip>
        <identifiers>
          <isin value="US57636Q1040"/>
        </identifiers>
        <balance>586.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>141554.16000000</valUSD>
        <pctVal>0.013129465602</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>American Express Co</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>American Express Co</title>
        <cusip>025816CB3</cusip>
        <identifiers>
          <isin value="US025816CB30"/>
        </identifiers>
        <balance>3375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3397406.69000000</valUSD>
        <pctVal>0.315117085025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>SUNAC CHINA HOLDINGS LTD</name>
        <lei>549300OLARYHDXP3WK18</lei>
        <title>Sunac China Holdings Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2012954835"/>
        </identifiers>
        <balance>1330000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1250225.11000000</valUSD>
        <pctVal>0.115961181052</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WF-RBS Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>WFRBS Commercial Mortgage Trust 2012-C7</title>
        <cusip>92936TAK8</cusip>
        <identifiers>
          <isin value="US92936TAK88"/>
        </identifiers>
        <balance>950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>697614.45000000</valUSD>
        <pctVal>0.064705303784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.81000000</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>FIXED INC CLEARING CORP.REPO</name>
        <lei>549300H47WTHXPU08X20</lei>
        <title>FIXED INC CLEARING CORP.REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="85748R009"/>
        </identifiers>
        <balance>38482253.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38482253.55000000</valUSD>
        <pctVal>3.569315266136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <clearedCentCparty centralCounterparty="FIXED INC CLEARING CORP.REPO" isCleared="Y"/>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.00000000</repurchaseRt>
          <maturityDt>2020-04-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>38995000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>39259347.46000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Countrywide Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>Alternative Loan Trust 2004-J10</title>
        <cusip>12667FVB8</cusip>
        <identifiers>
          <isin value="US12667FVB83"/>
        </identifiers>
        <balance>872265.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>898449.91000000</valUSD>
        <pctVal>0.083333242827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>Kraft Heinz Foods Co</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Co</title>
        <cusip>50077LAB2</cusip>
        <identifiers>
          <isin value="US50077LAB27"/>
        </identifiers>
        <balance>1455000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1320601.65000000</valUSD>
        <pctVal>0.122488762871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.38000000</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>CarMax Auto Owner Trust</name>
        <lei>549300LQMUNTYT3DC014</lei>
        <title>Carmax Auto Owner Trust 2019-1</title>
        <cusip>14315NAG5</cusip>
        <identifiers>
          <isin value="US14315NAG51"/>
        </identifiers>
        <balance>2350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2393966.39000000</valUSD>
        <pctVal>0.222045748213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <annualizedRt>4.04000000</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>Republic of South Africa</name>
        <lei>378900AAFB4F17004C49</lei>
        <title>Republic of South Africa Government Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ZAG000107012"/>
        </identifiers>
        <balance>338660000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.88550000"/>
        <valUSD>14311765.92000000</valUSD>
        <pctVal>1.327448365705</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>Massachusetts Educational Financing Authority</name>
        <lei>5493007K5OP7V6CL0Y88</lei>
        <title>Massachusetts Educational Financing Authority</title>
        <cusip>57563NAB4</cusip>
        <identifiers>
          <isin value="US57563NAB47"/>
        </identifiers>
        <balance>2762601.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2881752.35000000</valUSD>
        <pctVal>0.267288989266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</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>CIT Group Inc</name>
        <lei>N8O96ZZJQRFYQUJY7K79</lei>
        <title>CIT Group Inc</title>
        <cusip>125581GR3</cusip>
        <identifiers>
          <isin value="US125581GR39"/>
        </identifiers>
        <balance>620000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>596508.20000000</valUSD>
        <pctVal>0.055327472489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>OPEN TEXT HOLDINGS INC</name>
        <lei>549300HP7ONDQODZJV16</lei>
        <title>Open Text Holdings Inc</title>
        <cusip>683720AA4</cusip>
        <identifiers>
          <isin value="US683720AA42"/>
        </identifiers>
        <balance>530000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>498332.50000000</valUSD>
        <pctVal>0.046221456275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.13000000</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>CPS Auto Trust</name>
        <lei>N/A</lei>
        <title>CPS Auto Receivables Trust 2018-D</title>
        <cusip>22411XAC8</cusip>
        <identifiers>
          <isin value="US22411XAC83"/>
        </identifiers>
        <balance>1795000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1788151.54000000</valUSD>
        <pctVal>0.165855063077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.83000000</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>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Americredit Automobile Receivables Trust 2018-2</title>
        <cusip>03066LAG3</cusip>
        <identifiers>
          <isin value="US03066LAG32"/>
        </identifiers>
        <balance>2805000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2275436.20000000</valUSD>
        <pctVal>0.211051807431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Invitation Homes Trust</name>
        <lei>N/A</lei>
        <title>Invitation Homes 2018-SFR2 Trust</title>
        <cusip>46185HAJ1</cusip>
        <identifiers>
          <isin value="US46185HAJ14"/>
        </identifiers>
        <balance>4475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3529797.66000000</valUSD>
        <pctVal>0.327396644217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.70000000</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>Lam Research Corp</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>Lam Research Corp</title>
        <cusip>512807108</cusip>
        <identifiers>
          <isin value="US5128071082"/>
        </identifiers>
        <balance>609.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>146160.00000000</valUSD>
        <pctVal>0.013556667584</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>POSCO</name>
        <lei>988400E5HRVX81AYLM04</lei>
        <title>POSCO</title>
        <cusip>693483AF6</cusip>
        <identifiers>
          <isin value="US693483AF68"/>
        </identifiers>
        <balance>6730000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6748372.90000000</valUSD>
        <pctVal>0.625926711445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.38000000</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>CarMax Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>CarMax Auto Owner Trust 2018-2</title>
        <cusip>14314XAG4</cusip>
        <identifiers>
          <isin value="US14314XAG43"/>
        </identifiers>
        <balance>1435000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1459467.47000000</valUSD>
        <pctVal>0.135368878912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.99000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>TEXAS INSTRUMENTS INC APR20 135 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1HMYR8"/>
        </identifiers>
        <balance>-7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3.50000000</valUSD>
        <pctVal>-0.00000032463</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Texas Instruments Inc</issuerName>
                <issueTitle>Texas Instruments Inc</issueTitle>
                <identifiers>
                  <cusip value="882508104"/>
                  <isin value="US8825081040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>135.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>673.46000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EL PASO ENERGY CAP TRST</name>
        <lei>N/A</lei>
        <title>El Paso Energy Capital Trust I</title>
        <cusip>283678209</cusip>
        <identifiers>
          <isin value="US2836782092"/>
        </identifiers>
        <balance>2329.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100147.00000000</valUSD>
        <pctVal>0.009288858707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</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>Galaxy CLO Ltd</name>
        <lei>N/A</lei>
        <title>Galaxy XXVI CLO Ltd</title>
        <cusip>36321MAA5</cusip>
        <identifiers>
          <isin value="US36321MAA53"/>
        </identifiers>
        <balance>1405000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>784223.79000000</valUSD>
        <pctVal>0.072738514184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.53000000</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>ANHEUSER-BUSCH CO/INBEV</name>
        <lei>N/A</lei>
        <title>Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc</title>
        <cusip>03522AAJ9</cusip>
        <identifiers>
          <isin value="US03522AAJ97"/>
        </identifiers>
        <balance>5290000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5761676.66000000</valUSD>
        <pctVal>0.534408423725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.90000000</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>SHRIRAM TRANSPORT FIN</name>
        <lei>335800TM2YO24B76XL26</lei>
        <title>Shriram Transport Finance Co Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="USY7758EEC13"/>
        </identifiers>
        <balance>230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178027.67000000</valUSD>
        <pctVal>0.016512465401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.95000000</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>Quikrete Holdings, Inc.</name>
        <lei>5493007KIN86DIZWZT22</lei>
        <title>Quikrete Holdings, Inc. 2016 1st Lien Term Loan</title>
        <cusip>74839XAF6</cusip>
        <identifiers>
          <isin value="US74839XAF69"/>
        </identifiers>
        <balance>1340000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1232800.00000000</valUSD>
        <pctVal>0.114344963045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Blackstone Group Inc/The</name>
        <lei>5299004LW4QWGZUB8Y96</lei>
        <title>Blackstone Group Inc/The</title>
        <cusip>09260D107</cusip>
        <identifiers>
          <isin value="US09260D1072"/>
        </identifiers>
        <balance>2774.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126411.18000000</valUSD>
        <pctVal>0.011724920267</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>ORACLE CORP APR20 57.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KB2M4"/>
        </identifiers>
        <balance>-24.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-156.00000000</valUSD>
        <pctVal>-0.00001446934</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Oracle Corp</issuerName>
                <issueTitle>Oracle Corp</issueTitle>
                <identifiers>
                  <cusip value="68389X105"/>
                  <isin value="US68389X1054"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>57.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1021.20000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chesapeake Funding II LLC</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>Chesapeake Funding II LLC</title>
        <cusip>165183BL7</cusip>
        <identifiers>
          <isin value="US165183BL79"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>793119.00000000</valUSD>
        <pctVal>0.073563564849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.57000000</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>EMBRAER NETHERLANDS FINA</name>
        <lei>724500PBR8LR26XBSP67</lei>
        <title>Embraer Netherlands Finance BV</title>
        <cusip>29082HAA0</cusip>
        <identifiers>
          <isin value="US29082HAA05"/>
        </identifiers>
        <balance>1260000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1111950.00000000</valUSD>
        <pctVal>0.103135854687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.05000000</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>Bank of America, National Association</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>PURCHASED JPY / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20AGKBB6893"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.47059285"/>
        <valUSD>361064.90000000</valUSD>
        <pctVal>0.033489578721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America, National Association</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>26186848.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2853120000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>361064.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>4140000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4091954.06000000</valUSD>
        <pctVal>0.379537910265</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust 2018-5</title>
        <cusip>26208MAG1</cusip>
        <identifiers>
          <isin value="US26208MAG15"/>
        </identifiers>
        <balance>2395000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2367234.53000000</valUSD>
        <pctVal>0.219566308284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</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>SLM Student Loan Trust</name>
        <lei>549300BLEHJGFV7XSO25</lei>
        <title>SLM Private Credit Student Loan Trust 2003-B</title>
        <cusip>78443CAN4</cusip>
        <identifiers>
          <isin value="US78443CAN48"/>
        </identifiers>
        <balance>2169000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2151921.29000000</valUSD>
        <pctVal>0.199595522698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.36000000</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>AMSR Trust</name>
        <lei>N/A</lei>
        <title>AMSR 2019-SFR1 Trust</title>
        <cusip>00178XAB9</cusip>
        <identifiers>
          <isin value="US00178XAB91"/>
        </identifiers>
        <balance>1281000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1211419.92000000</valUSD>
        <pctVal>0.112361912707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.02000000</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>Prestige Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Prestige Auto Receivables Trust 2019-1</title>
        <cusip>74113NAG3</cusip>
        <identifiers>
          <isin value="US74113NAG34"/>
        </identifiers>
        <balance>910000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>820281.64000000</valUSD>
        <pctVal>0.076082960588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.90000000</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>GCAT</name>
        <lei>N/A</lei>
        <title>GCAT 2019-RPL1 Trust</title>
        <cusip>36167CAA4</cusip>
        <identifiers>
          <isin value="US36167CAA45"/>
        </identifiers>
        <balance>2968974.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2926920.26000000</valUSD>
        <pctVal>0.271478414152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.65000000</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>Dryden Senior Loan Fund</name>
        <lei>549300ENU7ZZLTPT3E22</lei>
        <title>Dryden XXVI Senior Loan Fund</title>
        <cusip>26250UAU9</cusip>
        <identifiers>
          <isin value="US26250UAU97"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246443.91000000</valUSD>
        <pctVal>0.022858225001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.68000000</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>TransDigm Inc</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm Inc</title>
        <cusip>893647BE6</cusip>
        <identifiers>
          <isin value="US893647BE67"/>
        </identifiers>
        <balance>1510000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1504337.50000000</valUSD>
        <pctVal>0.139530674761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</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>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"/>
        </identifiers>
        <balance>2843547.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2752895.21000000</valUSD>
        <pctVal>0.255337200727</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Netflix Inc</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>Netflix Inc</title>
        <cusip>64110LAU0</cusip>
        <identifiers>
          <isin value="US64110LAU08"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>508448.50000000</valUSD>
        <pctVal>0.047159737948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.38000000</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>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co/The</title>
        <cusip>097023CN3</cusip>
        <identifiers>
          <isin value="US097023CN34"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>656068.72000000</valUSD>
        <pctVal>0.060851844211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</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>VOLT LXXXIII LLC</title>
        <cusip>92870EAA1</cusip>
        <identifiers>
          <isin value="US92870EAA10"/>
        </identifiers>
        <balance>1507310.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1333447.48000000</valUSD>
        <pctVal>0.123680242394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.33000000</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>Home Depot Inc/The</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>Home Depot Inc/The</title>
        <cusip>437076102</cusip>
        <identifiers>
          <isin value="US4370761029"/>
        </identifiers>
        <balance>844.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>157583.24000000</valUSD>
        <pctVal>0.014616198697</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>Voya CLO Ltd</name>
        <lei>5493000X4YEVJOIVRG48</lei>
        <title>Voya CLO 2014-3 Ltd</title>
        <cusip>92912QAG1</cusip>
        <identifiers>
          <isin value="US92912QAG10"/>
        </identifiers>
        <balance>140808.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138737.92000000</valUSD>
        <pctVal>0.012868253030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.51000000</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>Avid Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Avid Automobile Receivables Trust 2019-1</title>
        <cusip>05369DAD7</cusip>
        <identifiers>
          <isin value="US05369DAD75"/>
        </identifiers>
        <balance>1035000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>992031.46000000</valUSD>
        <pctVal>0.092013141331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.03000000</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>Reynolds Consumer Products LLC</name>
        <lei>549300DWNZYMOSR1X343</lei>
        <title>Reynolds Consumer Products LLC Term Loan</title>
        <cusip>76171JAB7</cusip>
        <identifiers>
          <isin value="US76171JAB70"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>730860.00000000</valUSD>
        <pctVal>0.067788903059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-04</maturityDt>
          <couponKind>Floating</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>CFLD CAYMAN INVESTMENT</name>
        <lei>3003006ZC30FH27GHL08</lei>
        <title>CFLD Cayman Investment Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1972092248"/>
        </identifiers>
        <balance>1715000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1394089.20000000</valUSD>
        <pctVal>0.129304897839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.60000000</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>IQVIA Inc</name>
        <lei>549300PLWY28YB00C717</lei>
        <title>IQVIA Inc</title>
        <cusip>46266TAA6</cusip>
        <identifiers>
          <isin value="US46266TAA60"/>
        </identifiers>
        <balance>735000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>751537.50000000</valUSD>
        <pctVal>0.069706787528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>AMERICAN HONDA FINANCE</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>American Honda Finance Corp</title>
        <cusip>02665WDF5</cusip>
        <identifiers>
          <isin value="US02665WDF59"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>630729.68000000</valUSD>
        <pctVal>0.058501591459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95000000</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>Starbucks Corp</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>Starbucks Corp</title>
        <cusip>855244109</cusip>
        <identifiers>
          <isin value="US8552441094"/>
        </identifiers>
        <balance>8882.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>583902.68000000</valUSD>
        <pctVal>0.054158282257</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>Residential Asset Securitization Trust</name>
        <lei>N/A</lei>
        <title>Residential Asset Securitization Trust 2005-A8CB</title>
        <cusip>45660LSX8</cusip>
        <identifiers>
          <isin value="US45660LSX81"/>
        </identifiers>
        <balance>1189960.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>906166.24000000</valUSD>
        <pctVal>0.084048949729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.38000000</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>Driven Brands Funding, LLC</name>
        <lei>N/A</lei>
        <title>DRIVEN BRANDS FUNDING LLC</title>
        <cusip>26208LAC2</cusip>
        <identifiers>
          <isin value="US26208LAC28"/>
        </identifiers>
        <balance>1483575.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1435225.29000000</valUSD>
        <pctVal>0.133120362384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.74000000</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>SMB Private Education Loan Trust</name>
        <lei>549300V1P5RKG8RJI005</lei>
        <title>SMB Private Education Loan Trust 2018-C</title>
        <cusip>78449QAA5</cusip>
        <identifiers>
          <isin value="US78449QAA58"/>
        </identifiers>
        <balance>169549.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169375.05000000</valUSD>
        <pctVal>0.015709915503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.00000000</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>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"/>
        </identifiers>
        <balance>1035000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1064345.87000000</valUSD>
        <pctVal>0.098720464935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.68000000</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>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20CKKBCNG1R"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90410702"/>
        <valUSD>10230.77000000</valUSD>
        <pctVal>0.000948926847</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <amtCurSold>610000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>684929.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-06-16</settlementDt>
            <unrealizedAppr>10230.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sirius XM Radio Inc</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio Inc</title>
        <cusip>82967NBA5</cusip>
        <identifiers>
          <isin value="US82967NBA54"/>
        </identifiers>
        <balance>1355000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1375189.50000000</valUSD>
        <pctVal>0.127551908305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>OCCIDENTAL PETROLEUM COR</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corp</title>
        <cusip>674599DC6</cusip>
        <identifiers>
          <isin value="US674599DC69"/>
        </identifiers>
        <balance>75000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39667.99000000</valUSD>
        <pctVal>0.003679294979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.55000000</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>Ford Credit Auto Lease Trust</name>
        <lei>N/A</lei>
        <title>Ford Credit Auto Lease Trust</title>
        <cusip>34531LAC4</cusip>
        <identifiers>
          <isin value="US34531LAC46"/>
        </identifiers>
        <balance>317034.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>317028.70000000</valUSD>
        <pctVal>0.029405122474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.86000000</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>Toyota Industries Corp</name>
        <lei>35380000WKGEAHEMW830</lei>
        <title>Toyota Industries Corp</title>
        <cusip>892330AD3</cusip>
        <identifiers>
          <isin value="US892330AD30"/>
        </identifiers>
        <balance>7925000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8013828.47000000</valUSD>
        <pctVal>0.743300551798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.11000000</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>Neuberger Berman CLO Ltd</name>
        <lei>549300P0MOXZPIM3AS61</lei>
        <title>Neuberger Berman Loan Advisers CLO 26 Ltd</title>
        <cusip>64131QAE0</cusip>
        <identifiers>
          <isin value="US64131QAE08"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>405576.00000000</valUSD>
        <pctVal>0.037618083007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.57000000</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>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
        <cusip>404280BV0</cusip>
        <identifiers>
          <isin value="US404280BV07"/>
        </identifiers>
        <balance>6860000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6706809.34000000</valUSD>
        <pctVal>0.622071598099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.43000000</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>COUNTRY GARDEN HLDGS</name>
        <lei>549300MGHLPT1EFHGF84</lei>
        <title>Country Garden Holdings Co Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2051371222"/>
        </identifiers>
        <balance>2280000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2172097.15000000</valUSD>
        <pctVal>0.201466878932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.15000000</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>MetLife Inc</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MetLife Inc</title>
        <cusip>59156R108</cusip>
        <identifiers>
          <isin value="US59156R1086"/>
        </identifiers>
        <balance>3903.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119314.71000000</valUSD>
        <pctVal>0.011066706769</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>Tricon American Homes</name>
        <lei>N/A</lei>
        <title>Tricon American Homes 2019-SFR1 Trust</title>
        <cusip>89612LAA4</cusip>
        <identifiers>
          <isin value="US89612LAA44"/>
        </identifiers>
        <balance>1660000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1557819.03000000</valUSD>
        <pctVal>0.144491206535</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CarMax Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>CarMax Auto Owner Trust 2018-1</title>
        <cusip>14314AAG4</cusip>
        <identifiers>
          <isin value="US14314AAG40"/>
        </identifiers>
        <balance>135000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124532.60000000</valUSD>
        <pctVal>0.011550677761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37000000</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>MASTR Alternative Loans Trust</name>
        <lei>N/A</lei>
        <title>MASTR Alternative Loan Trust 2003-9</title>
        <cusip>576434KX1</cusip>
        <identifiers>
          <isin value="US576434KX12"/>
        </identifiers>
        <balance>295430.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300223.43000000</valUSD>
        <pctVal>0.027846396016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</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>SIRIUS XM RADIO INC</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio Inc</title>
        <cusip>82967NBE7</cusip>
        <identifiers>
          <isin value="US82967NBE76"/>
        </identifiers>
        <balance>265000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268956.45000000</valUSD>
        <pctVal>0.024946313543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.63000000</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>Progress Residential Trust</name>
        <lei>N/A</lei>
        <title>Progress Residential 2019-SFR3 Trust</title>
        <cusip>74332WAG8</cusip>
        <identifiers>
          <isin value="US74332WAG87"/>
        </identifiers>
        <balance>1005000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>894188.80000000</valUSD>
        <pctVal>0.082938015324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87000000</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>American Express Co</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>American Express Co</title>
        <cusip>025816BZ1</cusip>
        <identifiers>
          <isin value="US025816BZ17"/>
        </identifiers>
        <balance>4910000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4833011.20000000</valUSD>
        <pctVal>0.448272620914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.34000000</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>Onslow Bay Financial LLC</name>
        <lei>N/A</lei>
        <title>OBX 2019-EXP3 Trust</title>
        <cusip>67113AAP5</cusip>
        <identifiers>
          <isin value="US67113AAP57"/>
        </identifiers>
        <balance>2076308.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2051129.36000000</valUSD>
        <pctVal>0.190246845288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-10-25</maturityDt>
          <couponKind>Variable</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>VERIZON COMMUNICATIONS INC APR20 60 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1K2X65"/>
        </identifiers>
        <balance>-13.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-97.50000000</valUSD>
        <pctVal>-0.00000904334</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Verizon Communications Inc</issuerName>
                <issueTitle>Verizon Communications Inc</issueTitle>
                <identifiers>
                  <cusip value="92343V104"/>
                  <isin value="US92343V1044"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>60.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>834.72000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sirius XM Radio Inc</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio Inc</title>
        <cusip>82967NAW8</cusip>
        <identifiers>
          <isin value="US82967NAW83"/>
        </identifiers>
        <balance>485000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>494651.50000000</valUSD>
        <pctVal>0.045880035275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.38000000</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>Citigroup Mortgage Loan Trust Inc</name>
        <lei>N/A</lei>
        <title>Citigroup Mortgage Loan Trust 2018-C</title>
        <cusip>17327KAA3</cusip>
        <identifiers>
          <isin value="US17327KAA34"/>
        </identifiers>
        <balance>2767554.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2530180.74000000</valUSD>
        <pctVal>0.234679934469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.13000000</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>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CSMC 2019-RP10 Trust</title>
        <cusip>12597FAC4</cusip>
        <identifiers>
          <isin value="US12597FAC41"/>
        </identifiers>
        <balance>2579723.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2443294.70000000</valUSD>
        <pctVal>0.226621059524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-12-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.32000000</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>LEVEL 3 FINANCING INC</name>
        <lei>N/A</lei>
        <title>Level 3 Financing Inc</title>
        <cusip>527298BN2</cusip>
        <identifiers>
          <isin value="US527298BN21"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>467133.00000000</valUSD>
        <pctVal>0.043327632724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.63000000</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>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>Standard Chartered PLC</title>
        <cusip>853254BS8</cusip>
        <identifiers>
          <isin value="US853254BS85"/>
        </identifiers>
        <balance>2490000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2551727.10000000</valUSD>
        <pctVal>0.236678407651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.64000000</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>Gavilan Resources, LLC</name>
        <lei>54930045U6YHRH5DKI14</lei>
        <title>Gavilan Resources, LLC 2nd Lien Term Loan</title>
        <cusip>36808UAB7</cusip>
        <identifiers>
          <isin value="US36808UAB70"/>
        </identifiers>
        <balance>3740000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>336600.00000000</valUSD>
        <pctVal>0.031220404413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.99000000</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>2175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1859760.85000000</valUSD>
        <pctVal>0.172496987075</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>
      <invstOrSec>
        <name>Walmart Inc</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>Walmart Inc</title>
        <cusip>931142EH2</cusip>
        <identifiers>
          <isin value="US931142EH28"/>
        </identifiers>
        <balance>6635000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6538044.34000000</valUSD>
        <pctVal>0.606418266100</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.43000000</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>BAYVIEW OPPORTUNITY MASTER FUND TRUST</name>
        <lei>N/A</lei>
        <title>Bayview Opportunity Master Fund IVa Trust 2019-RN2</title>
        <cusip>07334RAA0</cusip>
        <identifiers>
          <isin value="US07334RAA05"/>
        </identifiers>
        <balance>296842.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>295385.00000000</valUSD>
        <pctVal>0.027397620789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-28</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>MSCI INC</name>
        <lei>549300HTIN2PD78UB763</lei>
        <title>MSCI Inc</title>
        <cusip>55354GAH3</cusip>
        <identifiers>
          <isin value="US55354GAH39"/>
        </identifiers>
        <balance>1325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1316228.50000000</valUSD>
        <pctVal>0.122083143407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Capital I Trust 2011-C2</title>
        <cusip>617459AK8</cusip>
        <identifiers>
          <isin value="US617459AK86"/>
        </identifiers>
        <balance>2515000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1760500.00000000</valUSD>
        <pctVal>0.163290320767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.49000000</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</name>
        <lei>549300S2235IL73TH941</lei>
        <title>Bellatrix Exploration Ltd</title>
        <cusip>078314AF8</cusip>
        <identifiers>
          <isin value="CA078314AF85"/>
        </identifiers>
        <balance>872000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41507.20000000</valUSD>
        <pctVal>0.003849885829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>5765000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5326283.50000000</valUSD>
        <pctVal>0.494024732299</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>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>N/A</lei>
        <title>Freddie Mac Structured Agency Credit Risk Debt Notes</title>
        <cusip>3137G0AL3</cusip>
        <identifiers>
          <isin value="US3137G0AL38"/>
        </identifiers>
        <balance>698325.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>693498.09000000</valUSD>
        <pctVal>0.064323502168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.15000000</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>YPF SOCIEDAD ANONIMA</name>
        <lei>5493003N7447U18U5U53</lei>
        <title>YPF SA</title>
        <cusip>984245AN0</cusip>
        <identifiers>
          <isin value="US984245AN03"/>
        </identifiers>
        <balance>1930000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>393604.20000000</valUSD>
        <pctVal>0.036507671725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>44.44000000</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>Legacy Mortgage Asset Trust</name>
        <lei>N/A</lei>
        <title>Legacy Mortgage Asset Trust 2019-GS3</title>
        <cusip>52474WAA5</cusip>
        <identifiers>
          <isin value="US52474WAA53"/>
        </identifiers>
        <balance>2309484.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2256053.89000000</valUSD>
        <pctVal>0.209254054738</pctVal>
        <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>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lamar Media Corp</name>
        <lei>N/A</lei>
        <title>Lamar Media Corp</title>
        <cusip>513075BE0</cusip>
        <identifiers>
          <isin value="US513075BE05"/>
        </identifiers>
        <balance>855000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>846450.00000000</valUSD>
        <pctVal>0.078510134628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20CTKBB6SHQ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90364549"/>
        <valUSD>2737.39000000</valUSD>
        <pctVal>0.000253899057</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <amtCurSold>565000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>627982.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-06-30</settlementDt>
            <unrealizedAppr>2737.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>N/A</lei>
        <title>Freddie Mac Structured Agency Credit Risk Debt Notes</title>
        <cusip>3137G0AX7</cusip>
        <identifiers>
          <isin value="US3137G0AX75"/>
        </identifiers>
        <balance>183855.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180530.52000000</valUSD>
        <pctVal>0.016744610348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.60000000</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>Trestles CLO LTD</name>
        <lei>6354005OLPZ8XONXGL10</lei>
        <title>Trestles CLO II LTD</title>
        <cusip>89531VAA0</cusip>
        <identifiers>
          <isin value="US89531VAA08"/>
        </identifiers>
        <balance>895000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>498219.56000000</valUSD>
        <pctVal>0.046210980837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.54000000</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>Level 3 Financing Inc</name>
        <lei>N/A</lei>
        <title>Level 3 Financing Inc</title>
        <cusip>527298BD4</cusip>
        <identifiers>
          <isin value="US527298BD49"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1155750.00000000</valUSD>
        <pctVal>0.107198402855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.38000000</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>Colony American Finance Ltd</name>
        <lei>N/A</lei>
        <title>Colony American Finance 2016-1 Ltd</title>
        <cusip>19625GAC3</cusip>
        <identifiers>
          <isin value="US19625GAC33"/>
        </identifiers>
        <balance>1065000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1051768.87000000</valUSD>
        <pctVal>0.097553919997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.64000000</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>OCP CLO Ltd</name>
        <lei>254900FZYL5HDKV64882</lei>
        <title>OCP CLO 2015-10 Ltd</title>
        <cusip>67092DAL3</cusip>
        <identifiers>
          <isin value="US67092DAL38"/>
        </identifiers>
        <balance>2909745.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2819358.42000000</valUSD>
        <pctVal>0.261501812416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.61000000</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>Navient Student Loan Trust</name>
        <lei>N/A</lei>
        <title>Navient Private Education Refi Loan Trust 2019-F</title>
        <cusip>63935CAC5</cusip>
        <identifiers>
          <isin value="US63935CAC55"/>
        </identifiers>
        <balance>3410000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3438699.58000000</valUSD>
        <pctVal>0.318947093121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12000000</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>CSC Holdings LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC Holdings LLC</title>
        <cusip>126307AZ0</cusip>
        <identifiers>
          <isin value="US126307AZ02"/>
        </identifiers>
        <balance>1060000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1143199.40000000</valUSD>
        <pctVal>0.106034306576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>Preston Ridge Partners Mortgage Trust</name>
        <lei>N/A</lei>
        <title>PRPM 2020-1 LLC</title>
        <cusip>69359GAA4</cusip>
        <identifiers>
          <isin value="US69359GAA40"/>
        </identifiers>
        <balance>3989596.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3152926.41000000</valUSD>
        <pctVal>0.292440991107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.98000000</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>MIDWEST CONNECTOR CAPIT</name>
        <lei>N/A</lei>
        <title>Midwest Connector Capital Co LLC</title>
        <cusip>59833CAB8</cusip>
        <identifiers>
          <isin value="US59833CAB81"/>
        </identifiers>
        <balance>4960000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4765926.96000000</valUSD>
        <pctVal>0.442050407300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.63000000</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>SMB Private Education Loan Trust</name>
        <lei>549300INMCHM7L5O6M41</lei>
        <title>SMB Private Education Loan Trust 2018-B</title>
        <cusip>78449LAD0</cusip>
        <identifiers>
          <isin value="US78449LAD01"/>
        </identifiers>
        <balance>190000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176321.24000000</valUSD>
        <pctVal>0.016354190194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>IndyMac INDX Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>IndyMac INDX Mortgage Loan Trust 2006-AR2</title>
        <cusip>45661EAF1</cusip>
        <identifiers>
          <isin value="US45661EAF16"/>
        </identifiers>
        <balance>2505664.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1810997.65000000</valUSD>
        <pctVal>0.167974090984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.16000000</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>Leidos Holdings Inc</name>
        <lei>549300IUTGTP6EJP8124</lei>
        <title>Leidos Holdings Inc</title>
        <cusip>525327102</cusip>
        <identifiers>
          <isin value="US5253271028"/>
        </identifiers>
        <balance>1656.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>151772.40000000</valUSD>
        <pctVal>0.014077230263</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>FIDELITY NATIONAL INFORMATION APR20 160 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KBFM0"/>
        </identifiers>
        <balance>-6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-600.00000000</valUSD>
        <pctVal>-0.00005565134</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Fidelity National Information Services Inc</issuerName>
                <issueTitle>Fidelity National Information Services Inc</issueTitle>
                <identifiers>
                  <cusip value="31620M106"/>
                  <isin value="US31620M1062"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>160.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>538.24000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR Alternative Loans Trust</name>
        <lei>N/A</lei>
        <title>MASTR Alternative Loan Trust 2004-8</title>
        <cusip>576434UQ5</cusip>
        <identifiers>
          <isin value="US576434UQ50"/>
        </identifiers>
        <balance>1036994.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1078049.42000000</valUSD>
        <pctVal>0.099991499911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>Tyson Foods Inc</name>
        <lei>WD6L6041MNRW1JE49D58</lei>
        <title>Tyson Foods Inc</title>
        <cusip>902494103</cusip>
        <identifiers>
          <isin value="US9024941034"/>
        </identifiers>
        <balance>2179.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126098.73000000</valUSD>
        <pctVal>0.011695939829</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>Intercontinental Exchange, Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Long: S54180520 CDS USD R F  5.00000 654180520_FEE CCPCDX / Short: S54180520 CDS USD P V 03MEVENT 654180520_PRO CCPCDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99S1E84X2"/>
        </identifiers>
        <balance>126700.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-440.03000000</valUSD>
        <pctVal>-0.00004081376</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Markit CDX.NA.HY.S33.V2</indexName>
                <indexIdentifier>2I65BRSP6</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="211.17000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">sell protection</otherPmntDesc>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-3438.38000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>126700.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2998.35000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>341016.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>340546.41000000</valUSD>
        <pctVal>0.031586442786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Caterpillar Inc</name>
        <lei>WRJR7GS4GTRECRRTVX92</lei>
        <title>Caterpillar Inc</title>
        <cusip>149123101</cusip>
        <identifiers>
          <isin value="US1491231015"/>
        </identifiers>
        <balance>1354.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>157118.16000000</valUSD>
        <pctVal>0.014573061485</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>Coinstar Funding LLC Series 2017-1</name>
        <lei>N/A</lei>
        <title>Coinstar Funding LLC Series 2017-1</title>
        <cusip>19260MAA4</cusip>
        <identifiers>
          <isin value="US19260MAA45"/>
        </identifiers>
        <balance>3287050.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3096011.91000000</valUSD>
        <pctVal>0.287162043671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.22000000</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>GREENLAND GLB INVST</name>
        <lei>549300RR3CIGB2A33O28</lei>
        <title>Greenland Global Investment Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2055399054"/>
        </identifiers>
        <balance>515000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>455802.76000000</valUSD>
        <pctVal>0.042276727570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</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>Santander Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Santander Drive Auto Receivables Trust 2018-5</title>
        <cusip>80286AAF1</cusip>
        <identifiers>
          <isin value="US80286AAF12"/>
        </identifiers>
        <balance>2720000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2687015.65000000</valUSD>
        <pctVal>0.249226723882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.81000000</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>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Capital I Trust 2011-C2</title>
        <cusip>617459AJ1</cusip>
        <identifiers>
          <isin value="US617459AJ14"/>
        </identifiers>
        <balance>1570000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1412078.10000000</valUSD>
        <pctVal>0.130973408632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.49000000</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>Carbone CLO, LTD</name>
        <lei>5493005I53NEC017LN87</lei>
        <title>Carbone Clo Ltd</title>
        <cusip>141312AE8</cusip>
        <identifiers>
          <isin value="US141312AE82"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>322451.68000000</valUSD>
        <pctVal>0.029908116023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.63000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T Inc</title>
        <cusip>00206R102</cusip>
        <identifiers>
          <isin value="US00206R1023"/>
        </identifiers>
        <balance>75171.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2191234.65000000</valUSD>
        <pctVal>0.203241924950</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>CFLD CAYMAN INVESTMENT</name>
        <lei>3003006ZC30FH27GHL08</lei>
        <title>CFLD Cayman Investment Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1729851490"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>703008.18000000</valUSD>
        <pctVal>0.065205584330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>IRON MOUNTAIN INC APR20 35 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KBJF1"/>
        </identifiers>
        <balance>-30.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-75.00000000</valUSD>
        <pctVal>-0.00000695641</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Iron Mountain Inc</issuerName>
                <issueTitle>Iron Mountain Inc</issueTitle>
                <identifiers>
                  <cusip value="46284V101"/>
                  <isin value="US46284V1017"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>35.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>816.31000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank USA, National Association</name>
        <lei>1IE8VN30JCEQV1H4R804</lei>
        <title>PURCHASED SEK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20AHKBB4B0F"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.88952440"/>
        <valUSD>-293373.50000000</valUSD>
        <pctVal>-0.02721104965</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank USA, National Association</counterpartyName>
              <counterpartyLei>1IE8VN30JCEQV1H4R804</counterpartyLei>
            </counterparties>
            <amtCurSold>6545949.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>61835000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-293373.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>7735000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7891636.15000000</valUSD>
        <pctVal>0.731966940251</pctVal>
        <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>
          <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 RENTALS NORTH AM</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
        <title>United Rentals North America Inc</title>
        <cusip>911365BN3</cusip>
        <identifiers>
          <isin value="US911365BN33"/>
        </identifiers>
        <balance>5460000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4886700.00000000</valUSD>
        <pctVal>0.453252377446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Cook Park CLO, Ltd</name>
        <lei>N/A</lei>
        <title>Cook Park CLO Ltd</title>
        <cusip>21623PAG2</cusip>
        <identifiers>
          <isin value="US21623PAG28"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202447.85000000</valUSD>
        <pctVal>0.018777491829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.59000000</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>Applied Materials Inc</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
        <title>Applied Materials Inc</title>
        <cusip>038222105</cusip>
        <identifiers>
          <isin value="US0382221051"/>
        </identifiers>
        <balance>3018.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>138284.76000000</valUSD>
        <pctVal>0.012826221424</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>Mountain View CLO Ltd</name>
        <lei>549300RHYK4B5L898W39</lei>
        <title>Mountain View CLO X Ltd</title>
        <cusip>62432CAQ4</cusip>
        <identifiers>
          <isin value="US62432CAQ42"/>
        </identifiers>
        <balance>3883040.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3759129.53000000</valUSD>
        <pctVal>0.348667689156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.67000000</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>Oxford Finance Funding Trust</name>
        <lei>N/A</lei>
        <title>Oxford Finance Funding 2019-1 LLC</title>
        <cusip>69145AAB4</cusip>
        <identifiers>
          <isin value="US69145AAB44"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>817196.77000000</valUSD>
        <pctVal>0.075796831981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.46000000</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>Westlake Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Westlake Automobile Receivables Trust 2018-1</title>
        <cusip>96042NAL1</cusip>
        <identifiers>
          <isin value="US96042NAL10"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>707770.85000000</valUSD>
        <pctVal>0.065647332647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.41000000</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>ICAHN ENTERPRISES/FIN</name>
        <lei>N/A</lei>
        <title>Icahn Enterprises LP / Icahn Enterprises Finance Corp</title>
        <cusip>451102BZ9</cusip>
        <identifiers>
          <isin value="US451102BZ91"/>
        </identifiers>
        <balance>1730000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1598087.50000000</valUSD>
        <pctVal>0.148226197381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2015-2</title>
        <cusip>89171YAN1</cusip>
        <identifiers>
          <isin value="US89171YAN13"/>
        </identifiers>
        <balance>1373462.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1363274.56000000</valUSD>
        <pctVal>0.126446770915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-11-25</maturityDt>
          <couponKind>Variable</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>MCDONALD'S CORP</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>McDonald's Corp</title>
        <cusip>58013MFK5</cusip>
        <identifiers>
          <isin value="US58013MFK53"/>
        </identifiers>
        <balance>1880000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1896817.92000000</valUSD>
        <pctVal>0.175934113373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.63000000</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>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>Broadcom Inc</title>
        <cusip>11135F200</cusip>
        <identifiers>
          <isin value="US11135F2002"/>
        </identifiers>
        <balance>710.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>663395.60000000</valUSD>
        <pctVal>0.061531428753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</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>Burnham Park CLO Ltd.</name>
        <lei>549300BOEG5O4MSO7220</lei>
        <title>Burnham Park Clo Ltd</title>
        <cusip>12232KAL4</cusip>
        <identifiers>
          <isin value="US12232KAL44"/>
        </identifiers>
        <balance>1225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1003827.23000000</valUSD>
        <pctVal>0.093107225436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-20</maturityDt>
          <couponKind>Floating</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>Flagship Credit Auto Trust</name>
        <lei>N/A</lei>
        <title>Flagship Credit Auto Trust 2019-2</title>
        <cusip>33845WAG4</cusip>
        <identifiers>
          <isin value="US33845WAG42"/>
        </identifiers>
        <balance>3305000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3229003.84000000</valUSD>
        <pctVal>0.299497343250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.53000000</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>Intercontinental Exchange, Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Long: S55764690 CDS USD R F  5.00000 655764690_FEE CCPCDX / Short: S55764690 CDS USD P V 03MEVENT 655764690_PRO CCPCDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99S1EC835"/>
        </identifiers>
        <balance>50881600.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-3224265.23000000</valUSD>
        <pctVal>-0.29905782655</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Markit CDX.NA.HY.S33.V3</indexName>
                <indexIdentifier>2I65BRTK6</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="84802.67000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">sell protection</otherPmntDesc>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-3272796.47000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>50881600.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>48531.24000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Limerock CLO</name>
        <lei>N/A</lei>
        <title>Limerock CLO III LLC</title>
        <cusip>532619AL7</cusip>
        <identifiers>
          <isin value="US532619AL75"/>
        </identifiers>
        <balance>259724.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257694.78000000</valUSD>
        <pctVal>0.023901768410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.02000000</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>CPS Auto Trust</name>
        <lei>N/A</lei>
        <title>CPS Auto Receivables Trust 2018-A</title>
        <cusip>12595MAC1</cusip>
        <identifiers>
          <isin value="US12595MAC10"/>
        </identifiers>
        <balance>230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226294.82000000</valUSD>
        <pctVal>0.020989351744</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>Fixed</couponKind>
          <annualizedRt>3.05000000</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>Toyota Auto Receivables Owner Trust</name>
        <lei>N/A</lei>
        <title>Toyota Auto Receivables 2018-C Owner Trust</title>
        <cusip>89231AAC5</cusip>
        <identifiers>
          <isin value="US89231AAC53"/>
        </identifiers>
        <balance>1352326.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1350909.16000000</valUSD>
        <pctVal>0.125299852351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.82000000</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>Oracle Corp</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>Oracle Corp</title>
        <cusip>68389X105</cusip>
        <identifiers>
          <isin value="US68389X1054"/>
        </identifiers>
        <balance>3552.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>171668.16000000</valUSD>
        <pctVal>0.015922606595</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>Social Professional Loan Program LLC</name>
        <lei>549300MIP15HTYPHSM46</lei>
        <title>Sofi Professional Loan Program 2016-A LLC</title>
        <cusip>78469PAC8</cusip>
        <identifiers>
          <isin value="US78469PAC86"/>
        </identifiers>
        <balance>802935.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>816893.76000000</valUSD>
        <pctVal>0.075768727124</pctVal>
        <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>
          <annualizedRt>3.57000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>GARMIN LTD APR20 105 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KBF57"/>
        </identifiers>
        <balance>-13.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-65.00000000</valUSD>
        <pctVal>-0.00000602889</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Garmin Ltd</issuerName>
                <issueTitle>Garmin Ltd</issueTitle>
                <identifiers>
                  <isin value="CH0114405324"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>105.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>464.23000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>262741.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>247828.29000000</valUSD>
        <pctVal>0.022986629349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.34000000</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>LAMAR MEDIA CORP</name>
        <lei>N/A</lei>
        <title>Lamar Media Corp</title>
        <cusip>513075BS9</cusip>
        <identifiers>
          <isin value="US513075BS90"/>
        </identifiers>
        <balance>825000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>767250.00000000</valUSD>
        <pctVal>0.071164157119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>American Homes 4 Rent</name>
        <lei>N/A</lei>
        <title>American Homes 4 Rent 2014-SFR3 Trust</title>
        <cusip>02665XAE9</cusip>
        <identifiers>
          <isin value="US02665XAE94"/>
        </identifiers>
        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>996444.84000000</valUSD>
        <pctVal>0.092422492218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.42000000</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>Banco Hipotecario SA</name>
        <lei>579100KKDKKHFCBKB005</lei>
        <title>Banco Hipotecario SA</title>
        <cusip>05961AAG8</cusip>
        <identifiers>
          <isin value="US05961AAG85"/>
        </identifiers>
        <balance>44570000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="81.48920000"/>
        <valUSD>530535.33000000</valUSD>
        <pctVal>0.049208340933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>31.75000000</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>AES CORP/THE</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES Corp/VA</title>
        <cusip>00130HBX2</cusip>
        <identifiers>
          <isin value="US00130HBX26"/>
        </identifiers>
        <balance>115000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113275.00000000</valUSD>
        <pctVal>0.010506510130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>Intercontinental Exchange, Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Long: S57094996 CDS USD R F  5.00000 657094996_FEE CCPCDX / Short: S57094996 CDS USD P V 03MEVENT 657094996_PRO CCPCDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99S1EIGC3"/>
        </identifiers>
        <balance>23814000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1509045.55000000</valUSD>
        <pctVal>-0.13996735695</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Markit CDX.NA.HY.S33.V3</indexName>
                <indexIdentifier>2I65BRTK6</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="39690.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">sell protection</otherPmntDesc>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-2440453.90000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>23814000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>931408.35000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Accelerated Assets LLC</name>
        <lei>N/A</lei>
        <title>Accelerated Assets 2018-1 LLC</title>
        <cusip>00436MAB1</cusip>
        <identifiers>
          <isin value="US00436MAB19"/>
        </identifiers>
        <balance>754919.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>751032.01000000</valUSD>
        <pctVal>0.069659902197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.51000000</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>Northrop Grumman Corp</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>Northrop Grumman Corp</title>
        <cusip>666807102</cusip>
        <identifiers>
          <isin value="US6668071029"/>
        </identifiers>
        <balance>218.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65955.90000000</valUSD>
        <pctVal>0.006117557550</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>MVW Owner Trust</name>
        <lei>N/A</lei>
        <title>MVW Owner Trust 2019-1</title>
        <cusip>55389PAC3</cusip>
        <identifiers>
          <isin value="US55389PAC32"/>
        </identifiers>
        <balance>650959.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>595278.53000000</valUSD>
        <pctVal>0.055213417841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.33000000</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>BRF SA</name>
        <lei>254900MTXR9LUVQFU480</lei>
        <title>BRF SA</title>
        <cusip>10552TAG2</cusip>
        <identifiers>
          <isin value="US10552TAG22"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>840950.00000000</valUSD>
        <pctVal>0.077999997301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.88000000</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>YPF SOCIEDAD ANONIMA</name>
        <lei>5493003N7447U18U5U53</lei>
        <title>YPF SA</title>
        <cusip>984245AQ3</cusip>
        <identifiers>
          <isin value="US984245AQ34"/>
        </identifiers>
        <balance>1770000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>912081.00000000</valUSD>
        <pctVal>0.084597556975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.95000000</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>Lennar Corp</name>
        <lei>529900G61XVRLX5TJX09</lei>
        <title>Lennar Corp</title>
        <cusip>526057CV4</cusip>
        <identifiers>
          <isin value="US526057CV49"/>
        </identifiers>
        <balance>30000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27450.00000000</valUSD>
        <pctVal>0.002546049023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>CCG Receivables Trust</name>
        <lei>N/A</lei>
        <title>CCG Receivables Trust 2018-1</title>
        <cusip>12508VAD5</cusip>
        <identifiers>
          <isin value="US12508VAD55"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250013.05000000</valUSD>
        <pctVal>0.023189270735</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sound Point CLO LTD</name>
        <lei>549300TT7IR66ASPWY89</lei>
        <title>Sound Point Clo XIV Ltd</title>
        <cusip>83609NAL4</cusip>
        <identifiers>
          <isin value="US83609NAL47"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>240632.55000000</valUSD>
        <pctVal>0.022319208336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.96000000</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>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20CLKBCN7PJ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90410702"/>
        <valUSD>-212.35000000</valUSD>
        <pctVal>-0.00001969593</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <amtCurSold>200000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>221000.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-06-16</settlementDt>
            <unrealizedAppr>-212.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bruin E&amp;P Partners LLC</name>
        <lei>549300NZ4QCWC7W8KP34</lei>
        <title>Bruin E&amp;P Partners LLC</title>
        <cusip>11680JAA0</cusip>
        <identifiers>
          <isin value="US11680JAA07"/>
        </identifiers>
        <balance>4155000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>290850.00000000</valUSD>
        <pctVal>0.026976989375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.88000000</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>BOYD GAMING CORP</name>
        <lei>254900787YGRYS2A1Z35</lei>
        <title>Boyd Gaming Corp</title>
        <cusip>103304BR1</cusip>
        <identifiers>
          <isin value="US103304BR11"/>
        </identifiers>
        <balance>3825000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3155625.00000000</valUSD>
        <pctVal>0.292691291378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</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>CALIFORNIA RESOURCES CRP</name>
        <lei>5493003Q8F0T4F4YMR48</lei>
        <title>California Resources Corp</title>
        <cusip>13057QAG2</cusip>
        <identifiers>
          <isin value="US13057QAG29"/>
        </identifiers>
        <balance>5895000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88425.00000000</valUSD>
        <pctVal>0.008201616934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</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>OneMain Financial Issuance Trust</name>
        <lei>N/A</lei>
        <title>OneMain Financial Issuance Trust 2019-1</title>
        <cusip>68267DAD8</cusip>
        <identifiers>
          <isin value="US68267DAD84"/>
        </identifiers>
        <balance>3230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2732768.96000000</valUSD>
        <pctVal>0.253470445931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.22000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture CDO Ltd</name>
        <lei>549300C7PSULF5Z6ZE61</lei>
        <title>Venture XII CLO Ltd</title>
        <cusip>92329JAY5</cusip>
        <identifiers>
          <isin value="US92329JAY55"/>
        </identifiers>
        <balance>160426.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155157.30000000</valUSD>
        <pctVal>0.014391187325</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>2.41000000</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>HPEFS Equipment Trust</name>
        <lei>N/A</lei>
        <title>HPEFS Equipment Trust 2020-1</title>
        <cusip>40438FAF1</cusip>
        <identifiers>
          <isin value="US40438FAF18"/>
        </identifiers>
        <balance>975000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>886421.25000000</valUSD>
        <pctVal>0.082217557652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.26000000</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>Ascentium Equipment Receivables LLC</name>
        <lei>N/A</lei>
        <title>Ascentium Equipment Receivables 2017-2 Trust</title>
        <cusip>04364YAE7</cusip>
        <identifiers>
          <isin value="US04364YAE77"/>
        </identifiers>
        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>349178.13000000</valUSD>
        <pctVal>0.032387054162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87000000</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>Ally Financial Inc</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>Ally Financial Inc</title>
        <cusip>02005NBF6</cusip>
        <identifiers>
          <isin value="US02005NBF69"/>
        </identifiers>
        <balance>505000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>493991.00000000</valUSD>
        <pctVal>0.045818772420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</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>AIA Group Ltd</name>
        <lei>ZP5ILWVSYE4LJGMMVD57</lei>
        <title>AIA Group Ltd</title>
        <cusip>00131LAG0</cusip>
        <identifiers>
          <isin value="US00131LAG05"/>
        </identifiers>
        <balance>2770000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2745596.30000000</valUSD>
        <pctVal>0.254660210465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.64000000</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>TEVA PHARMACEUTICALS NE</name>
        <lei>5493004T21MOAFINJP35</lei>
        <title>Teva Pharmaceutical Finance Netherlands III BV</title>
        <cusip>88167AAM3</cusip>
        <identifiers>
          <isin value="US88167AAM36"/>
        </identifiers>
        <balance>1860000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1841400.00000000</valUSD>
        <pctVal>0.170793977086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.13000000</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>Tidewater Auto Receivables Trust</name>
        <lei>549300045J2AQZL8DT48</lei>
        <title>Tidewater Auto Receivables Trust 2018-A</title>
        <cusip>88642MAE0</cusip>
        <identifiers>
          <isin value="US88642MAE03"/>
        </identifiers>
        <balance>353000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>328671.88000000</valUSD>
        <pctVal>0.030485053514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kraft Heinz Foods Co</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Co</title>
        <cusip>50076QAE6</cusip>
        <identifiers>
          <isin value="US50076QAE61"/>
        </identifiers>
        <balance>715000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>676952.01000000</valUSD>
        <pctVal>0.062788816164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>FIRST QUANTUM MINERALS L</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>First Quantum Minerals Ltd</title>
        <cusip>335934AR6</cusip>
        <identifiers>
          <isin value="US335934AR67"/>
        </identifiers>
        <balance>3305000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2652262.50000000</valUSD>
        <pctVal>0.246003291328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.88000000</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>MASSMUTUAL GLOBAL FUNDIN</name>
        <lei>549300K1IE3K7YU6VG29</lei>
        <title>MassMutual Global Funding II</title>
        <cusip>57629WCD0</cusip>
        <identifiers>
          <isin value="US57629WCD02"/>
        </identifiers>
        <balance>2420000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2437875.48000000</valUSD>
        <pctVal>0.226118414723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-13</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>Lehman XS Trust</name>
        <lei>N/A</lei>
        <title>Lehman XS Trust Series 2006-12N</title>
        <cusip>525226AD8</cusip>
        <identifiers>
          <isin value="US525226AD82"/>
        </identifiers>
        <balance>1935.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1877.30000000</valUSD>
        <pctVal>0.000174123782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.10000000</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>Motel 6 Trust</name>
        <lei>N/A</lei>
        <title>Motel 6 Trust 2017-M6MZ</title>
        <cusip>61975GAA5</cusip>
        <identifiers>
          <isin value="US61975GAA58"/>
        </identifiers>
        <balance>3973728.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2892187.04000000</valUSD>
        <pctVal>0.268256830151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.63000000</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 MOTORS FINL CO</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Co Inc</title>
        <cusip>37045XCH7</cusip>
        <identifiers>
          <isin value="US37045XCH70"/>
        </identifiers>
        <balance>3585000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3227452.43000000</valUSD>
        <pctVal>0.299353446496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.73000000</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>Bristol Park CLO, Ltd.</name>
        <lei>549300XRS6MFERKEPO61</lei>
        <title>Bristol Park CLO LTD</title>
        <cusip>11014PAN5</cusip>
        <identifiers>
          <isin value="US11014PAN50"/>
        </identifiers>
        <balance>915000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>750908.29000000</valUSD>
        <pctVal>0.069648426890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.58000000</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>Domino's Pizza Inc</name>
        <lei>5299004V0Y8MI5D9FF45</lei>
        <title>Domino's Pizza Inc</title>
        <cusip>25754A201</cusip>
        <identifiers>
          <isin value="US25754A2015"/>
        </identifiers>
        <balance>488.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>158146.16000000</valUSD>
        <pctVal>0.014668410789</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>American Homes 4 Rent</name>
        <lei>N/A</lei>
        <title>American Homes 4 Rent 2015-SFR1</title>
        <cusip>02666AAE8</cusip>
        <identifiers>
          <isin value="US02666AAE82"/>
        </identifiers>
        <balance>3138000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2871883.17000000</valUSD>
        <pctVal>0.266373600701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.64000000</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>Preston Ridge Partners Mortgage Trust</name>
        <lei>N/A</lei>
        <title>PRPM 2019-4 LLC</title>
        <cusip>69359NAA9</cusip>
        <identifiers>
          <isin value="US69359NAA90"/>
        </identifiers>
        <balance>1808867.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1750144.54000000</valUSD>
        <pctVal>0.162329828642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20CJKBCH9HV"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90410702"/>
        <valUSD>3437.43000000</valUSD>
        <pctVal>0.000318829336</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <amtCurSold>565000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>628363.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-06-16</settlementDt>
            <unrealizedAppr>3437.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOME DEPOT INC</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>Home Depot Inc/The</title>
        <cusip>437076BU5</cusip>
        <identifiers>
          <isin value="US437076BU55"/>
        </identifiers>
        <balance>5955000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5784540.15000000</valUSD>
        <pctVal>0.536529063666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.89000000</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>Bank of America, National Association</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>PURCHASED USD / SOLD CAD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20CNKBCCB9N"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.40691956"/>
        <valUSD>-53685.93000000</valUSD>
        <pctVal>-0.00497949033</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America, National Association</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>3020000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>2092847.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-23</settlementDt>
            <unrealizedAppr>-53685.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republic of Argentina</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>Argentina POM Politica Monetaria</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ARARGE3204M0"/>
        </identifiers>
        <balance>29460000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="81.48920000"/>
        <valUSD>235711.24000000</valUSD>
        <pctVal>0.021862745804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>38.04000000</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>Parallel Ltd</name>
        <lei>N/A</lei>
        <title>Parallel 2018-2 Ltd</title>
        <cusip>69916DAE9</cusip>
        <identifiers>
          <isin value="US69916DAE94"/>
        </identifiers>
        <balance>1645000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1296618.28000000</valUSD>
        <pctVal>0.120264251550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <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>YUZHOU PROPERTIES CO LTD</name>
        <lei>213800MP59KHGJSPHE82</lei>
        <title>Yuzhou Properties Co Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2085045503"/>
        </identifiers>
        <balance>2325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1942281.75000000</valUSD>
        <pctVal>0.180150985503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.30000000</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>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust</title>
        <cusip>26208KAG5</cusip>
        <identifiers>
          <isin value="US26208KAG58"/>
        </identifiers>
        <balance>195000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193533.83000000</valUSD>
        <pctVal>0.017950696495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</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>Lehman XS Trust</name>
        <lei>N/A</lei>
        <title>Lehman XS Trust Series 2006-2N</title>
        <cusip>525221HA8</cusip>
        <identifiers>
          <isin value="US525221HA83"/>
        </identifiers>
        <balance>446561.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>348434.71000000</valUSD>
        <pctVal>0.032318100291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.21000000</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>LATAM AIR 2015-1 PTT B</name>
        <lei>N/A</lei>
        <title>Latam Airlines 2015-1 Pass Through Trust B</title>
        <cusip>51817UAB5</cusip>
        <identifiers>
          <isin value="US51817UAB52"/>
        </identifiers>
        <balance>3570328.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2320713.79000000</valUSD>
        <pctVal>0.215251405383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>Banc of America Funding Corporation</name>
        <lei>N/A</lei>
        <title>Banc of America Funding 2005-7 Trust</title>
        <cusip>05946XS61</cusip>
        <identifiers>
          <isin value="US05946XS615"/>
        </identifiers>
        <balance>550054.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>551323.70000000</valUSD>
        <pctVal>0.051136508843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</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>ARES CAPITAL CORP</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>Ares Capital Corp</title>
        <cusip>04010LAY9</cusip>
        <identifiers>
          <isin value="US04010LAY92"/>
        </identifiers>
        <balance>6525000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5178622.76000000</valUSD>
        <pctVal>0.480328867715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</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>Structured Adjustable Rate Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Structured Adjustable Rate Mortgage Loan Trust</title>
        <cusip>863579TM0</cusip>
        <identifiers>
          <isin value="US863579TM05"/>
        </identifiers>
        <balance>2767388.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1871544.22000000</valUSD>
        <pctVal>0.173589921053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.26000000</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>CIT Group Inc</name>
        <lei>N8O96ZZJQRFYQUJY7K79</lei>
        <title>CIT Group Inc</title>
        <cusip>125581GV4</cusip>
        <identifiers>
          <isin value="US125581GV41"/>
        </identifiers>
        <balance>735000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>723975.00000000</valUSD>
        <pctVal>0.067150303878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.13000000</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>Target Corp</name>
        <lei>8WDDFXB5T1Z6J0XC1L66</lei>
        <title>Target Corp</title>
        <cusip>87612E106</cusip>
        <identifiers>
          <isin value="US87612E1064"/>
        </identifiers>
        <balance>1729.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>160745.13000000</valUSD>
        <pctVal>0.014909471081</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>Lockheed Martin Corp</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>Lockheed Martin Corp</title>
        <cusip>539830109</cusip>
        <identifiers>
          <isin value="US5398301094"/>
        </identifiers>
        <balance>464.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>157272.80000000</valUSD>
        <pctVal>0.014587404691</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>BROADCOM CRP /  CAYMN FI</name>
        <lei>N/A</lei>
        <title>Broadcom Corp / Broadcom Cayman Finance Ltd</title>
        <cusip>11134LAH2</cusip>
        <identifiers>
          <isin value="US11134LAH24"/>
        </identifiers>
        <balance>170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162412.62000000</valUSD>
        <pctVal>0.015064134516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.88000000</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>LADDER CAP FIN LLLP/CORP</name>
        <lei>N/A</lei>
        <title>Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp</title>
        <cusip>505742AM8</cusip>
        <identifiers>
          <isin value="US505742AM88"/>
        </identifiers>
        <balance>3470000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2741300.00000000</valUSD>
        <pctVal>0.254261719011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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>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"/>
        </identifiers>
        <balance>4885000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3540215.19000000</valUSD>
        <pctVal>0.328362893473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
        <cusip>46647PAG1</cusip>
        <identifiers>
          <isin value="US46647PAG19"/>
        </identifiers>
        <balance>2550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2518558.50000000</valUSD>
        <pctVal>0.233601945661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.26000000</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>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co/The</title>
        <cusip>097023CB9</cusip>
        <identifiers>
          <isin value="US097023CB95"/>
        </identifiers>
        <balance>325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>292656.33000000</valUSD>
        <pctVal>0.027144530531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</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>Omnicom Group Inc</name>
        <lei>HKUPACFHSSASQK8HLS17</lei>
        <title>Omnicom Group Inc</title>
        <cusip>681919106</cusip>
        <identifiers>
          <isin value="US6819191064"/>
        </identifiers>
        <balance>2544.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>139665.60000000</valUSD>
        <pctVal>0.012954297429</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>Bank of America, National Association</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>PURCHASED USD / SOLD NOK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20BFKBB6DK7"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.39567600"/>
        <valUSD>1501115.71000000</valUSD>
        <pctVal>0.139231846517</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America, National Association</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>130790000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>14082308.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>1501115.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JBS USA/FOOD/FINANCE</name>
        <lei>N/A</lei>
        <title>JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc</title>
        <cusip>46590XAB2</cusip>
        <identifiers>
          <isin value="US46590XAB29"/>
        </identifiers>
        <balance>2210000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2281825.00000000</valUSD>
        <pctVal>0.211644382950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>CIGNA CORP</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Corp</title>
        <cusip>125523AB6</cusip>
        <identifiers>
          <isin value="US125523AB67"/>
        </identifiers>
        <balance>6900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6624000.07000000</valUSD>
        <pctVal>0.614390852708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.49000000</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>UBER TECHNOLOGIES INC</name>
        <lei>549300B2FTG34FILDR98</lei>
        <title>Uber Technologies Inc</title>
        <cusip>90353TAC4</cusip>
        <identifiers>
          <isin value="US90353TAC45"/>
        </identifiers>
        <balance>5160000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5121300.00000000</valUSD>
        <pctVal>0.475012053249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</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>Santander Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Santander Drive Auto Receivables Trust 2018-2</title>
        <cusip>80285FAG9</cusip>
        <identifiers>
          <isin value="US80285FAG90"/>
        </identifiers>
        <balance>3585000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3569515.67000000</valUSD>
        <pctVal>0.331080578664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.88000000</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>iHeartCommunications Inc</name>
        <lei>54930076J6KDZL504O62</lei>
        <title>iHeartCommunications Inc</title>
        <cusip>45174HBD8</cusip>
        <identifiers>
          <isin value="US45174HBD89"/>
        </identifiers>
        <balance>3150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2742453.00000000</valUSD>
        <pctVal>0.254368662345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.38000000</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>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>Broadcom Inc</title>
        <cusip>11135FAB7</cusip>
        <identifiers>
          <isin value="US11135FAB76"/>
        </identifiers>
        <balance>6155000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6243340.13000000</valUSD>
        <pctVal>0.579083790109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</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>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co/The</title>
        <cusip>097023CR4</cusip>
        <identifiers>
          <isin value="US097023CR48"/>
        </identifiers>
        <balance>575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>516056.19000000</valUSD>
        <pctVal>0.047865368247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</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>HSBC Bank USA, National Association</name>
        <lei>1IE8VN30JCEQV1H4R804</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20AGKBB68C8"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.40710652"/>
        <valUSD>-949703.62000000</valUSD>
        <pctVal>-0.08808713930</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank USA, National Association</counterpartyName>
              <counterpartyLei>1IE8VN30JCEQV1H4R804</counterpartyLei>
            </counterparties>
            <amtCurSold>13027680.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16995000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2020-04-13</settlementDt>
            <unrealizedAppr>-949703.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae - CAS</name>
        <lei>N/A</lei>
        <title>Fannie Mae Connecticut Avenue Securities</title>
        <cusip>30711XNX8</cusip>
        <identifiers>
          <isin value="US30711XNX83"/>
        </identifiers>
        <balance>1421608.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1256102.77000000</valUSD>
        <pctVal>0.116506347191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.15000000</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</name>
        <lei>549300S2235IL73TH941</lei>
        <title>Bellatrix Exploration Ltd</title>
        <cusip>078314AK7</cusip>
        <identifiers>
          <isin value="CA078314AK70"/>
        </identifiers>
        <balance>950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>12.50000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Diamond Resorts Owner Trust</name>
        <lei>N/A</lei>
        <title>Diamond Resorts Owner Trust</title>
        <cusip>25272XAC9</cusip>
        <identifiers>
          <isin value="US25272XAC92"/>
        </identifiers>
        <balance>345855.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>346482.15000000</valUSD>
        <pctVal>0.032136995974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.07000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>INTERPUBLIC GROUP OF COS INC/T APR20 25 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KBFC2"/>
        </identifiers>
        <balance>-10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-100.00000000</valUSD>
        <pctVal>-0.00000927522</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Interpublic Group of Cos Inc/The</issuerName>
                <issueTitle>Interpublic Group of Cos Inc/The</issueTitle>
                <identifiers>
                  <cusip value="460690100"/>
                  <isin value="US4606901001"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>25.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>197.10000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Procter &amp; Gamble Co/The</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>Procter &amp; Gamble Co/The</title>
        <cusip>742718109</cusip>
        <identifiers>
          <isin value="US7427181091"/>
        </identifiers>
        <balance>1592.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>175120.00000000</valUSD>
        <pctVal>0.016242772492</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>IHS NETHERLANDS HOLDCO</name>
        <lei>5493006Z6YQYCCN2XI74</lei>
        <title>IHS Netherlands Holdco BV</title>
        <cusip>44963LAB2</cusip>
        <identifiers>
          <isin value="US44963LAB27"/>
        </identifiers>
        <balance>1985000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1627402.25000000</valUSD>
        <pctVal>0.150945206146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.13000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>QUALCOMM INC APR20 95 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KB4K6"/>
        </identifiers>
        <balance>-15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-67.50000000</valUSD>
        <pctVal>-0.00000626077</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>QUALCOMM Inc</issuerName>
                <issueTitle>QUALCOMM Inc</issueTitle>
                <identifiers>
                  <cusip value="747525103"/>
                  <isin value="US7475251036"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>95.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1158.14000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CarMax Auto Owner Trust</name>
        <lei>549300LQMUNTYT3DC014</lei>
        <title>Carmax Auto Owner Trust 2019-1</title>
        <cusip>14315NAC4</cusip>
        <identifiers>
          <isin value="US14315NAC48"/>
        </identifiers>
        <balance>7285000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7407359.59000000</valUSD>
        <pctVal>0.687049203914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.05000000</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>PNC BANK NA</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC Bank NA</title>
        <cusip>69353RFR4</cusip>
        <identifiers>
          <isin value="US69353RFR49"/>
        </identifiers>
        <balance>5370000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5070393.95000000</valUSD>
        <pctVal>0.470290403017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.43000000</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>Dryden Senior Loan Fund</name>
        <lei>54930046L20VLJKPVV31</lei>
        <title>Dryden 45 Senior Loan Fund</title>
        <cusip>26244PAG0</cusip>
        <identifiers>
          <isin value="US26244PAG00"/>
        </identifiers>
        <balance>875000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>514518.99000000</valUSD>
        <pctVal>0.047722789501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.68000000</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>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>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99S13ZHF9"/>
        </identifiers>
        <balance>550000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.90670100"/>
        <valUSD>-8333.01000000</valUSD>
        <pctVal>-0.00077290535</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Bank of America Merrill Lynch International Limited</counterpartyName>
              <counterpartyLei>EYKN6V0ZCB8VD9IULB80</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Enel SpA</issuerName>
                <issueTitle>Enel SpA</issueTitle>
                <identifiers>
                  <isin value="XS0192503695"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">buy protection</otherRecDesc>
            <fixedPmntDesc amount="-183.33000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2023-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>-172.74000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>550000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-8126.86000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marlette Funding Trust</name>
        <lei>549300W2612MGSLICQ35</lei>
        <title>Marlette Funding Trust 2019-3</title>
        <cusip>57109MAA9</cusip>
        <identifiers>
          <isin value="US57109MAA99"/>
        </identifiers>
        <balance>2171349.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2101168.25000000</valUSD>
        <pctVal>0.194888064486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.69000000</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>MARRIOTT INTERNATIONAL</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>Marriott International Inc/MD</title>
        <cusip>571900BA6</cusip>
        <identifiers>
          <isin value="US571900BA65"/>
        </identifiers>
        <balance>5145000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4398081.31000000</valUSD>
        <pctVal>0.407931898819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.65000000</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>Social Professional Loan Program LLC</name>
        <lei>N/A</lei>
        <title>SoFi Professional Loan Program 2020-ATrust</title>
        <cusip>83406TAC6</cusip>
        <identifiers>
          <isin value="US83406TAC62"/>
        </identifiers>
        <balance>1350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1216583.55000000</valUSD>
        <pctVal>0.112840850962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12000000</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>BRISTOL-MYERS SQUIBB CO</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>Bristol-Myers Squibb Co</title>
        <cusip>110122BF4</cusip>
        <identifiers>
          <isin value="US110122BF44"/>
        </identifiers>
        <balance>4020000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4049346.00000000</valUSD>
        <pctVal>0.375585917204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</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>Verizon Owner Trust</name>
        <lei>5493002I20BBOB4UPY82</lei>
        <title>Verizon Owner Trust 2017-3</title>
        <cusip>92348RAB4</cusip>
        <identifiers>
          <isin value="US92348RAB42"/>
        </identifiers>
        <balance>2941391.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2929773.47000000</valUSD>
        <pctVal>0.271743055775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.04000000</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>Hospitality Mortgage Trust</name>
        <lei>N/A</lei>
        <title>HPLY Trust 2019-HIT</title>
        <cusip>40443RAJ0</cusip>
        <identifiers>
          <isin value="US40443RAJ05"/>
        </identifiers>
        <balance>1695967.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1315342.10000000</valUSD>
        <pctVal>0.122000927820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.30000000</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>Westlake Automobile Receivables Trust</name>
        <lei>5493000EWZKZ6H2PNY04</lei>
        <title>Westlake Automobile Receivables Trust 2018-3</title>
        <cusip>96042GAL6</cusip>
        <identifiers>
          <isin value="US96042GAL68"/>
        </identifiers>
        <balance>1140000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1138906.06000000</valUSD>
        <pctVal>0.105636089668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>MITSUBISHI UFJ LEASE&amp;FIN</name>
        <lei>353800MZ3QX9RLMH7B09</lei>
        <title>Mitsubishi UFJ Lease &amp; Finance Co Ltd</title>
        <cusip>60682LAD4</cusip>
        <identifiers>
          <isin value="US60682LAD47"/>
        </identifiers>
        <balance>6550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6674122.50000000</valUSD>
        <pctVal>0.619039820429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.41000000</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>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"/>
        </identifiers>
        <balance>1075000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>956750.00000000</valUSD>
        <pctVal>0.088740706841</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DCAL Aviation Finance Limited</name>
        <lei>N/A</lei>
        <title>AIM Aviation Finance Ltd</title>
        <cusip>001406AB3</cusip>
        <identifiers>
          <isin value="US001406AB39"/>
        </identifiers>
        <balance>2235621.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1822740.79000000</valUSD>
        <pctVal>0.169063293538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.07000000</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>Parallel Ltd</name>
        <lei>549300IVH7GEF68EFD31</lei>
        <title>Parallel 2015-1 Ltd</title>
        <cusip>69915VAN0</cusip>
        <identifiers>
          <isin value="US69915VAN01"/>
        </identifiers>
        <balance>3366067.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3261798.23000000</valUSD>
        <pctVal>0.302539096424</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>2.67000000</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>CABLE ONDA SA</name>
        <lei>5299008Q5GONPYNF9J32</lei>
        <title>Cable Onda SA</title>
        <cusip>12686LAA7</cusip>
        <identifiers>
          <isin value="US12686LAA70"/>
        </identifiers>
        <balance>1405000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1236400.00000000</valUSD>
        <pctVal>0.114678871114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>MICROSOFT CORP APR20 190 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1JWWD7"/>
        </identifiers>
        <balance>-7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-126.00000000</valUSD>
        <pctVal>-0.00001168678</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Microsoft Corp</issuerName>
                <issueTitle>Microsoft Corp</issueTitle>
                <identifiers>
                  <cusip value="594918104"/>
                  <isin value="US5949181045"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>190.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1215.94000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Netflix Inc</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>Netflix Inc</title>
        <cusip>64110LAS5</cusip>
        <identifiers>
          <isin value="US64110LAS51"/>
        </identifiers>
        <balance>135000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139050.00000000</valUSD>
        <pctVal>0.012897199149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.88000000</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>Countrywide Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>Alternative Loan Trust 2004-16CB</title>
        <cusip>12667FLZ6</cusip>
        <identifiers>
          <isin value="US12667FLZ61"/>
        </identifiers>
        <balance>328000.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>334973.60000000</valUSD>
        <pctVal>0.031069552168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>DT Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>DT Auto Owner Trust 2018-3</title>
        <cusip>23343CAE1</cusip>
        <identifiers>
          <isin value="US23343CAE12"/>
        </identifiers>
        <balance>2155000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2117054.11000000</valUSD>
        <pctVal>0.196361513606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.79000000</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>Banc of America Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>Banc of America Alternative Loan Trust 2003-8</title>
        <cusip>05948XTV3</cusip>
        <identifiers>
          <isin value="US05948XTV37"/>
        </identifiers>
        <balance>482434.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>477059.79000000</valUSD>
        <pctVal>0.044248364745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>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>0.000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>EATON CORP PLC APR20 110 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KB665"/>
        </identifiers>
        <balance>-13.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-130.00000000</valUSD>
        <pctVal>-0.00001205779</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Eaton Corp PLC</issuerName>
                <issueTitle>Eaton Corp PLC</issueTitle>
                <identifiers>
                  <isin value="IE00B8KQN827"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>110.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>672.23000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dominion Energy Inc</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>Dominion Energy Inc</title>
        <cusip>25746U109</cusip>
        <identifiers>
          <isin value="US25746U1097"/>
        </identifiers>
        <balance>2294.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>165603.86000000</valUSD>
        <pctVal>0.015360129179</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>NBCUNIVERSAL ENTERPRISE</name>
        <lei>N/A</lei>
        <title>NBCUniversal Enterprise Inc</title>
        <cusip>63946CAE8</cusip>
        <identifiers>
          <isin value="US63946CAE84"/>
        </identifiers>
        <balance>4040000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4040000.00000000</valUSD>
        <pctVal>0.374719054757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</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>SLM Student Loan Trust</name>
        <lei>549300BLEHJGFV7XSO25</lei>
        <title>SLM Private Credit Student Loan Trust 2003-B</title>
        <cusip>78443CAP9</cusip>
        <identifiers>
          <isin value="US78443CAP95"/>
        </identifiers>
        <balance>236000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214760.00000000</valUSD>
        <pctVal>0.019919471336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.48000000</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>CCO HLDGS LLC/CAP CORP</name>
        <lei>N/A</lei>
        <title>CCO Holdings LLC / CCO Holdings Capital Corp</title>
        <cusip>1248EPCJ0</cusip>
        <identifiers>
          <isin value="US1248EPCJ02"/>
        </identifiers>
        <balance>175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170660.00000000</valUSD>
        <pctVal>0.015829097496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>GCA2014 Holddings Ltd</name>
        <lei>549300P7I2VS2S4LJI66</lei>
        <title>GCA2014 Holdings Ltd</title>
        <cusip>36163UAA8</cusip>
        <identifiers>
          <isin value="US36163UAA88"/>
        </identifiers>
        <balance>2167550.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1791263.79000000</valUSD>
        <pctVal>0.166143731240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>VISTRA OPERATIONS CO LLC</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>Vistra Operations Co LLC</title>
        <cusip>92840VAG7</cusip>
        <identifiers>
          <isin value="US92840VAG77"/>
        </identifiers>
        <balance>10765000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9582968.87000000</valUSD>
        <pctVal>0.888841840776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</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>Recette CLO LLC</name>
        <lei>549300392I5L5XOJ0016</lei>
        <title>Recette Clo Ltd</title>
        <cusip>75620TAR9</cusip>
        <identifiers>
          <isin value="US75620TAR95"/>
        </identifiers>
        <balance>292423.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>283593.81000000</valUSD>
        <pctVal>0.026303961489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.74000000</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>DISH Network Corp</name>
        <lei>529900U350CWHH15G169</lei>
        <title>DISH Network Corp</title>
        <cusip>25470MAB5</cusip>
        <identifiers>
          <isin value="US25470MAB54"/>
        </identifiers>
        <balance>3775000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3064739.41000000</valUSD>
        <pctVal>0.284261449206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.38000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>DISH Network Corp</name>
              <title>DISH Network Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="25470M109"/>
                <isin value="US25470M1099"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="15.34290000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WF-RBS Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>WF-RBS Commercial Mortgage Trust 2011-C2</title>
        <cusip>92935JAN5</cusip>
        <identifiers>
          <isin value="US92935JAN54"/>
        </identifiers>
        <balance>2987500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2888238.22000000</valUSD>
        <pctVal>0.267890568245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.66000000</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>ZIGGO BV</name>
        <lei>213800TQASLF9JXH5J59</lei>
        <title>Ziggo BV</title>
        <cusip>98955DAA8</cusip>
        <identifiers>
          <isin value="US98955DAA81"/>
        </identifiers>
        <balance>1725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1696503.00000000</valUSD>
        <pctVal>0.157354455582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.88000000</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>Ziggo B.V.</name>
        <lei>213800TQASLF9JXH5J59</lei>
        <title>Ziggo B.V. 2019 EUR Term Loan H</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XAN9833RAH20"/>
        </identifiers>
        <balance>1930000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670100"/>
        <valUSD>1962863.39000000</valUSD>
        <pctVal>0.182059978742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.00000000</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>SHRIRAM TRANSPORT FIN</name>
        <lei>335800TM2YO24B76XL26</lei>
        <title>Shriram Transport Finance Co Ltd</title>
        <cusip>825547AC6</cusip>
        <identifiers>
          <isin value="US825547AC63"/>
        </identifiers>
        <balance>1805000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1263337.55000000</valUSD>
        <pctVal>0.117177389251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.10000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>T ROWE PRICE GROUP INC APR20 140 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KB442"/>
        </identifiers>
        <balance>-5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-187.50000000</valUSD>
        <pctVal>-0.00001739104</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>T Rowe Price Group Inc</issuerName>
                <issueTitle>T Rowe Price Group Inc</issueTitle>
                <identifiers>
                  <cusip value="74144T108"/>
                  <isin value="US74144T1088"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>140.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>601.04000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citizens Financial Group Inc</name>
        <lei>2138004JDDA4ZQUPFW65</lei>
        <title>Citizens Financial Group Inc</title>
        <cusip>174610105</cusip>
        <identifiers>
          <isin value="US1746101054"/>
        </identifiers>
        <balance>2283.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42943.23000000</valUSD>
        <pctVal>0.003983080830</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>Galaxy CLO Ltd</name>
        <lei>549300BSLQRD3CFUV847</lei>
        <title>Galaxy XXIX CLO Ltd</title>
        <cusip>36321HAA6</cusip>
        <identifiers>
          <isin value="US36321HAA68"/>
        </identifiers>
        <balance>239543.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231628.79000000</valUSD>
        <pctVal>0.021484089416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.48000000</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>Pfizer Inc</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>Pfizer Inc</title>
        <cusip>717081EM1</cusip>
        <identifiers>
          <isin value="US717081EM19"/>
        </identifiers>
        <balance>6860000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7030769.82000000</valUSD>
        <pctVal>0.652119658704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>AERCAP IRELAND CAP/GLOBA</name>
        <lei>N/A</lei>
        <title>AerCap Ireland Capital DAC / AerCap Global Aviation Trust</title>
        <cusip>00774MAE5</cusip>
        <identifiers>
          <isin value="US00774MAE57"/>
        </identifiers>
        <balance>2430000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1851256.09000000</valUSD>
        <pctVal>0.171708151524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.88000000</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>GLS Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>GLS Auto Receivables Trust 2018-3</title>
        <cusip>36255XAB9</cusip>
        <identifiers>
          <isin value="US36255XAB91"/>
        </identifiers>
        <balance>1260000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1234732.46000000</valUSD>
        <pctVal>0.114524203041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.78000000</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>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED USD / SOLD BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20BFKBB6BN1"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.20553000"/>
        <valUSD>1063103.41000000</valUSD>
        <pctVal>0.098605223986</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>27615000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>6368038.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-30</settlementDt>
            <unrealizedAppr>1063103.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank USA, National Association</name>
        <lei>1IE8VN30JCEQV1H4R804</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20BGKBB3TGJ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90526907"/>
        <valUSD>-3906.36000000</valUSD>
        <pctVal>-0.00036232364</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank USA, National Association</counterpartyName>
              <counterpartyLei>1IE8VN30JCEQV1H4R804</counterpartyLei>
            </counterparties>
            <amtCurSold>590000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>647833.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-05-13</settlementDt>
            <unrealizedAppr>-3906.36000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EMBRAER NETHERLANDS FINA</name>
        <lei>724500PBR8LR26XBSP67</lei>
        <title>Embraer Netherlands Finance BV</title>
        <cusip>29082HAB8</cusip>
        <identifiers>
          <isin value="US29082HAB87"/>
        </identifiers>
        <balance>220000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193822.20000000</valUSD>
        <pctVal>0.017977443459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.40000000</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>Education Funding Trust</name>
        <lei>N/A</lei>
        <title>Education Funding Trust Trust</title>
        <cusip>28141PAA3</cusip>
        <identifiers>
          <isin value="US28141PAA30"/>
        </identifiers>
        <balance>3279839.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3244660.06000000</valUSD>
        <pctVal>0.300949492745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.79000000</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>GMR HYDERABAD INTERNATIO</name>
        <lei>335800NSPGIN89SVOU83</lei>
        <title>GMR Hyderabad International Airport Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="USY3004WAB82"/>
        </identifiers>
        <balance>1645000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1387738.45000000</valUSD>
        <pctVal>0.128715851543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.38000000</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>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"/>
        </identifiers>
        <balance>815000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>803582.34000000</valUSD>
        <pctVal>0.074534063085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Halcyon Loan Advisors Funding Ltd</name>
        <lei>549300U92YP85EMXX728</lei>
        <title>Halcyon Loan Advisors Funding 2014-2 Ltd</title>
        <cusip>40538BAM4</cusip>
        <identifiers>
          <isin value="US40538BAM46"/>
        </identifiers>
        <balance>971658.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>970647.87000000</valUSD>
        <pctVal>0.090029765432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.98000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>AT+T INC APR20 39 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KB7J6"/>
        </identifiers>
        <balance>-36.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-108.00000000</valUSD>
        <pctVal>-0.00001001724</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AT&amp;T Inc</issuerName>
                <issueTitle>AT&amp;T Inc</issueTitle>
                <identifiers>
                  <cusip value="00206R102"/>
                  <isin value="US00206R1023"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>39.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>2221.54000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Acceptance Auto Loan Trust</name>
        <lei>N/A</lei>
        <title>Credit Acceptance Auto Loan Trust 2019-1</title>
        <cusip>22535AAE5</cusip>
        <identifiers>
          <isin value="US22535AAE55"/>
        </identifiers>
        <balance>4745000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4640317.23000000</valUSD>
        <pctVal>0.430399823316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.94000000</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>Gulfport Energy Corp</name>
        <lei>549300FJX18IDUFPHD40</lei>
        <title>Gulfport Energy Corp</title>
        <cusip>402635AL0</cusip>
        <identifiers>
          <isin value="US402635AL06"/>
        </identifiers>
        <balance>3080000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>746900.00000000</valUSD>
        <pctVal>0.069276649009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.38000000</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>AbbVie Inc</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie Inc</title>
        <cusip>00287Y109</cusip>
        <identifiers>
          <isin value="US00287Y1091"/>
        </identifiers>
        <balance>2228.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>169751.32000000</valUSD>
        <pctVal>0.015744815389</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>American Homes 4 Rent</name>
        <lei>N/A</lei>
        <title>American Homes 4 Rent 2014-SFR2 Trust</title>
        <cusip>02665UAE5</cusip>
        <identifiers>
          <isin value="US02665UAE55"/>
        </identifiers>
        <balance>2170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2057180.40000000</valUSD>
        <pctVal>0.190808092810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.23000000</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>Recette CLO LLC</name>
        <lei>549300392I5L5XOJ0016</lei>
        <title>Recette Clo Ltd</title>
        <cusip>75620TAU2</cusip>
        <identifiers>
          <isin value="US75620TAU25"/>
        </identifiers>
        <balance>340000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>269609.19000000</valUSD>
        <pctVal>0.025006856641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.57000000</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>Quicken Loans Inc</name>
        <lei>549300FGXN1K3HLB1R50</lei>
        <title>Quicken Loans Inc</title>
        <cusip>74840LAA0</cusip>
        <identifiers>
          <isin value="US74840LAA08"/>
        </identifiers>
        <balance>875000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>870625.00000000</valUSD>
        <pctVal>0.080752420061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</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>MILLICOM INTL CELLULAR</name>
        <lei>549300CTHC1CP86P2G96</lei>
        <title>Millicom International Cellular SA</title>
        <cusip>600814AN7</cusip>
        <identifiers>
          <isin value="US600814AN71"/>
        </identifiers>
        <balance>1130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>983100.00000000</valUSD>
        <pctVal>0.091184728399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.13000000</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>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20CNKBBW9JJ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90410702"/>
        <valUSD>-4731.00000000</valUSD>
        <pctVal>-0.00043881085</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <amtCurSold>175000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>188830.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-06-16</settlementDt>
            <unrealizedAppr>-4731.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEVA PHARM FNC NL II</name>
        <lei>549300HSQCIKJAOYIT23</lei>
        <title>Teva Pharmaceutical Finance Netherlands II BV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2083963236"/>
        </identifiers>
        <balance>1665000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670100"/>
        <valUSD>1785321.69000000</valUSD>
        <pctVal>0.165592588147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>Elevation CLO Ltd</name>
        <lei>549300FXZU8M44ED2J89</lei>
        <title>Elevation CLO 2015-4 Ltd</title>
        <cusip>28623DAA7</cusip>
        <identifiers>
          <isin value="US28623DAA72"/>
        </identifiers>
        <balance>3894449.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3855498.79000000</valUSD>
        <pctVal>0.357606154011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.81000000</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>CITIZENS BANK NA/RI</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>Citizens Bank NA/Providence RI</title>
        <cusip>17401QAS0</cusip>
        <identifiers>
          <isin value="US17401QAS03"/>
        </identifiers>
        <balance>7975000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8081207.38000000</valUSD>
        <pctVal>0.749550096715</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spirit AeroSystems Inc</name>
        <lei>ZD2NBKV6GCC3UMGBM518</lei>
        <title>Spirit AeroSystems Inc</title>
        <cusip>85205TAK6</cusip>
        <identifiers>
          <isin value="US85205TAK60"/>
        </identifiers>
        <balance>305000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259189.70000000</valUSD>
        <pctVal>0.024040425590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.60000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>JOHNSON + JOHNSON APR20 150 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KBFS7"/>
        </identifiers>
        <balance>-6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-240.00000000</valUSD>
        <pctVal>-0.00002226053</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Johnson &amp; Johnson</issuerName>
                <issueTitle>Johnson &amp; Johnson</issueTitle>
                <identifiers>
                  <cusip value="478160104"/>
                  <isin value="US4781601046"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>150.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1480.23000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NextGear Floorplan Master Owner Trust</name>
        <lei>N/A</lei>
        <title>NextGear Floorplan Master Owner Trust</title>
        <cusip>65341KAS5</cusip>
        <identifiers>
          <isin value="US65341KAS50"/>
        </identifiers>
        <balance>3045000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3042792.68000000</valUSD>
        <pctVal>0.282225840809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.55000000</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>Bank of America, National Association</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>PURCHASED USD / SOLD PLN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20BFKBB6B4Z"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.13708760"/>
        <valUSD>362536.23000000</valUSD>
        <pctVal>0.033626047876</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America, National Association</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>24805000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>6358300.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>362536.23000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Whiting Petroleum Corp</name>
        <lei>52990028CHK9KUB1B293</lei>
        <title>Whiting Petroleum Corp</title>
        <cusip>966387409</cusip>
        <identifiers>
          <isin value="US9663874090"/>
        </identifiers>
        <balance>73856.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49513.06000000</valUSD>
        <pctVal>0.004592447287</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>Citigroup Mortgage Loan Trust Inc</name>
        <lei>N/A</lei>
        <title>Citigroup Mortgage Loan Trust 2018-A</title>
        <cusip>17327LAA1</cusip>
        <identifiers>
          <isin value="US17327LAA17"/>
        </identifiers>
        <balance>1157716.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1066768.18000000</valUSD>
        <pctVal>0.098945139617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</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>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CSMC 2018-RPL2 Trust</title>
        <cusip>12653LAA6</cusip>
        <identifiers>
          <isin value="US12653LAA61"/>
        </identifiers>
        <balance>2443830.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2236294.53000000</valUSD>
        <pctVal>0.207421329812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.03000000</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>Leonardo US Holdings Inc</name>
        <lei>529900WVR776KSXHSA85</lei>
        <title>Leonardo US Holdings Inc</title>
        <cusip>583491AC9</cusip>
        <identifiers>
          <isin value="US583491AC98"/>
        </identifiers>
        <balance>2550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2565555.00000000</valUSD>
        <pctVal>0.237960976368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</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>Texas Instruments Inc</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>Texas Instruments Inc</title>
        <cusip>882508104</cusip>
        <identifiers>
          <isin value="US8825081040"/>
        </identifiers>
        <balance>1512.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>151094.16000000</valUSD>
        <pctVal>0.014014321983</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>Citigroup Inc</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
        <cusip>172967424</cusip>
        <identifiers>
          <isin value="US1729674242"/>
        </identifiers>
        <balance>2534.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106732.08000000</valUSD>
        <pctVal>0.009899639636</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>Volvo Financial Equipment Master Owner Trust</name>
        <lei>N/A</lei>
        <title>Volvo Financial Equipment Master Owner Trust</title>
        <cusip>92887MAB2</cusip>
        <identifiers>
          <isin value="US92887MAB28"/>
        </identifiers>
        <balance>4605000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4551844.95000000</valUSD>
        <pctVal>0.422193821055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.22000000</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>LOGAN PROPERTY HOLDINGS</name>
        <lei>549300NJ0E6Q0S1VOG90</lei>
        <title>Logan Property Holdings Co Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1618597535"/>
        </identifiers>
        <balance>370000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>340377.73000000</valUSD>
        <pctVal>0.031570797338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</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>Morgan Stanley Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Mortgage Loan Trust 2005-7</title>
        <cusip>61748HNZ0</cusip>
        <identifiers>
          <isin value="US61748HNZ00"/>
        </identifiers>
        <balance>425953.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>364552.46000000</valUSD>
        <pctVal>0.033813057727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Lanark Master Issuer PLC</name>
        <lei>213800KIOPB5OYXIVY33</lei>
        <title>Lanark Master Issuer PLC</title>
        <cusip>513770BB2</cusip>
        <identifiers>
          <isin value="US513770BB22"/>
        </identifiers>
        <balance>1418600.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1408499.57000000</valUSD>
        <pctVal>0.130641491954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-12-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.45000000</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>Intercontinental Exchange, Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Long: S54180262 CDS USD R F  5.00000 654180262_FEE CCPCDX / Short: S54180262 CDS USD P V 03MEVENT 654180262_PRO CCPCDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99S1E87U5"/>
        </identifiers>
        <balance>139100.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-483.09000000</valUSD>
        <pctVal>-0.00004480768</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Markit CDX.NA.HY.S33.V2</indexName>
                <indexIdentifier>2I65BRSP6</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="231.83000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">sell protection</otherPmntDesc>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-2897.74000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>139100.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2414.65000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Blackbird Capital Aircraft</name>
        <lei>N/A</lei>
        <title>Blackbird Capital Aircraft Lease Securitization Ltd 2016-1</title>
        <cusip>09228YAC6</cusip>
        <identifiers>
          <isin value="US09228YAC66"/>
        </identifiers>
        <balance>1335468.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>909028.20000000</valUSD>
        <pctVal>0.084314402933</pctVal>
        <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>5.68000000</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>CHENIERE CORP CHRISTI HD</name>
        <lei>549300I7CIEWU1BBLQ53</lei>
        <title>Cheniere Corpus Christi Holdings LLC</title>
        <cusip>16412XAH8</cusip>
        <identifiers>
          <isin value="US16412XAH89"/>
        </identifiers>
        <balance>5460000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4078892.13000000</valUSD>
        <pctVal>0.378326386982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</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>Lamar Media Corporation</name>
        <lei>N/A</lei>
        <title>Lamar Media Corporation 2020 Term Loan B</title>
        <cusip>513076BB4</cusip>
        <identifiers>
          <isin value="US513076BB49"/>
        </identifiers>
        <balance>784983.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>743771.72000000</valUSD>
        <pctVal>0.068986494028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.52000000</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>Morgan Stanley Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Mortgage Loan Trust 2005-7</title>
        <cusip>61748HPQ8</cusip>
        <identifiers>
          <isin value="US61748HPQ82"/>
        </identifiers>
        <balance>879155.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>855555.12000000</valUSD>
        <pctVal>0.079354654915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>AES CORP/THE</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES Corp/VA</title>
        <cusip>00130HCA1</cusip>
        <identifiers>
          <isin value="US00130HCA14"/>
        </identifiers>
        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19600.00000000</valUSD>
        <pctVal>0.001817943929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>HSBC Bank USA, National Association</name>
        <lei>1IE8VN30JCEQV1H4R804</lei>
        <title>PURCHASED USD / SOLD AUD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20BFKBB14WH"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.62557547"/>
        <valUSD>1030116.77000000</valUSD>
        <pctVal>0.095545639194</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank USA, National Association</counterpartyName>
              <counterpartyLei>1IE8VN30JCEQV1H4R804</counterpartyLei>
            </counterparties>
            <amtCurSold>19130000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>12798256.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-22</settlementDt>
            <unrealizedAppr>1030116.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARRIER GLOBAL CORP</name>
        <lei>549300JE3W6CWY2NAN77</lei>
        <title>Carrier Global Corp</title>
        <cusip>14448CAD6</cusip>
        <identifiers>
          <isin value="US14448CAD65"/>
        </identifiers>
        <balance>905000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>890959.88000000</valUSD>
        <pctVal>0.082638525757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.92000000</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>AKER BP ASA</name>
        <lei>549300NFTY73920OYK69</lei>
        <title>Aker BP ASA</title>
        <cusip>00973RAF0</cusip>
        <identifiers>
          <isin value="US00973RAF01"/>
        </identifiers>
        <balance>4360000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3259912.44000000</valUSD>
        <pctVal>0.302364185175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</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-NPL5</title>
        <cusip>91834DAA0</cusip>
        <identifiers>
          <isin value="US91834DAA00"/>
        </identifiers>
        <balance>4674663.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3939596.50000000</valUSD>
        <pctVal>0.365406405100</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.35000000</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>Bank of America, National Association</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>PURCHASED NOK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20AHKBB46BX"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.39567600"/>
        <valUSD>-2113520.68000000</valUSD>
        <pctVal>-0.19603378005</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America, National Association</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>14694713.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>130790000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-2113520.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oak Hill Credit Partners</name>
        <lei>N/A</lei>
        <title>OHA Credit Funding 5 Ltd</title>
        <cusip>67113GAJ6</cusip>
        <identifiers>
          <isin value="US67113GAJ67"/>
        </identifiers>
        <balance>3605000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2936272.50000000</valUSD>
        <pctVal>0.272345855373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.31000000</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>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CSMC 2018-RPL7 Trust</title>
        <cusip>12654JAA0</cusip>
        <identifiers>
          <isin value="US12654JAA07"/>
        </identifiers>
        <balance>1087493.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1126380.10000000</valUSD>
        <pctVal>0.104474278804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Fannie Mae - CAS</name>
        <lei>N/A</lei>
        <title>Fannie Mae Connecticut Avenue Securities</title>
        <cusip>30711XUX0</cusip>
        <identifiers>
          <isin value="US30711XUX01"/>
        </identifiers>
        <balance>320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284735.39000000</valUSD>
        <pctVal>0.026409845593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.35000000</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>SS&amp;C Technologies Inc</name>
        <lei>549300KY09TR3J12JU49</lei>
        <title>SS&amp;C Technologies Inc</title>
        <cusip>78466CAC0</cusip>
        <identifiers>
          <isin value="US78466CAC01"/>
        </identifiers>
        <balance>535000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>557582.35000000</valUSD>
        <pctVal>0.051717012658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>American Builders &amp; Contractors Supply Co., Inc.</name>
        <lei>549300H5GQ4C1BEKG397</lei>
        <title>American Builders &amp; Contractors Supply Co., Inc. 2019 Term Loan</title>
        <cusip>02474RAH6</cusip>
        <identifiers>
          <isin value="US02474RAH66"/>
        </identifiers>
        <balance>303167.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284977.37000000</valUSD>
        <pctVal>0.026432289780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co/The</title>
        <cusip>097023CH6</cusip>
        <identifiers>
          <isin value="US097023CH65"/>
        </identifiers>
        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64395.97000000</valUSD>
        <pctVal>0.005972870546</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</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>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>Long: SP9I77QQ  CDS EUR R V 03MEVENT SP9I77QQ_PRO CORPORATE / Short: SP9I77QQ  CDS EUR P F  1.00000 SP9I77QQ_FEE CORPORATE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99S14THU9"/>
        </identifiers>
        <balance>6115000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.90670100"/>
        <valUSD>-80347.32000000</valUSD>
        <pctVal>-0.00745239401</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Enel SpA</issuerName>
                <issueTitle>Enel SpA</issueTitle>
                <identifiers>
                  <isin value="XS0192503695"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">buy protection</otherRecDesc>
            <fixedPmntDesc amount="-2038.33000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2023-12-20</terminationDt>
            <upfrontPmnt>26262.91000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>6115000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-110852.46000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dryden Senior Loan Fund</name>
        <lei>N/A</lei>
        <title>Dryden 64 CLO Ltd</title>
        <cusip>26251LAG9</cusip>
        <identifiers>
          <isin value="US26251LAG95"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200210.73000000</valUSD>
        <pctVal>0.018569993935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.57000000</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>Eaton Corp PLC</name>
        <lei>549300VDIGTMXUNT7H71</lei>
        <title>Eaton Corp PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IE00B8KQN827"/>
        </identifiers>
        <balance>1935.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>150330.15000000</valUSD>
        <pctVal>0.013943458343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GCA2014 Holddings Ltd</name>
        <lei>549300P7I2VS2S4LJI66</lei>
        <title>GCA2014 Holdings Ltd</title>
        <cusip>36163UAC4</cusip>
        <identifiers>
          <isin value="US36163UAC45"/>
        </identifiers>
        <balance>3410000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1066974.15000000</valUSD>
        <pctVal>0.098964243796</pctVal>
        <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>1.58000000</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>Five Guys Funding, LLC</name>
        <lei>549300LV8X8T05G1H175</lei>
        <title>Five Guys Funding LLC</title>
        <cusip>33830JAA3</cusip>
        <identifiers>
          <isin value="US33830JAA34"/>
        </identifiers>
        <balance>2168612.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2264272.82000000</valUSD>
        <pctVal>0.210016378916</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>4.60000000</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>Citigroup Mortgage Loan Trust Inc</name>
        <lei>N/A</lei>
        <title>Citigroup Mortgage Loan Trust 2019-E</title>
        <cusip>17328DAA8</cusip>
        <identifiers>
          <isin value="US17328DAA81"/>
        </identifiers>
        <balance>4004626.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3872938.11000000</valUSD>
        <pctVal>0.359223690027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.23000000</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>Dominos Pizza Master Issuer LLC</name>
        <lei>N/A</lei>
        <title>Domino's Pizza Master Issuer LLC</title>
        <cusip>25755TAJ9</cusip>
        <identifiers>
          <isin value="US25755TAJ97"/>
        </identifiers>
        <balance>211775.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204473.00000000</valUSD>
        <pctVal>0.018965329030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12000000</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>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>Broadcom Inc</title>
        <cusip>11135F101</cusip>
        <identifiers>
          <isin value="US11135F1012"/>
        </identifiers>
        <balance>608.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>144156.80000000</valUSD>
        <pctVal>0.013370866295</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>MASTERCARD INC APR20 355 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KBF99"/>
        </identifiers>
        <balance>-2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-55.00000000</valUSD>
        <pctVal>-0.00000510137</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Mastercard Inc</issuerName>
                <issueTitle>Mastercard Inc</issueTitle>
                <identifiers>
                  <cusip value="57636Q104"/>
                  <isin value="US57636Q1040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>355.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>608.40000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FirstEnergy Corp</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FirstEnergy Corp</title>
        <cusip>337932107</cusip>
        <identifiers>
          <isin value="US3379321074"/>
        </identifiers>
        <balance>2507.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100455.49000000</valUSD>
        <pctVal>0.009317471846</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>Freddie Mac - STACR</name>
        <lei>N/A</lei>
        <title>Freddie Mac Structured Agency Credit Risk Debt Notes</title>
        <cusip>3137G0TH2</cusip>
        <identifiers>
          <isin value="US3137G0TH25"/>
        </identifiers>
        <balance>130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106599.86000000</valUSD>
        <pctVal>0.009887375934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000000</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>Catamaran CLO Ltd</name>
        <lei>549300MB476AHX5W1918</lei>
        <title>Catamaran CLO 2013-1 Ltd</title>
        <cusip>14889EAQ9</cusip>
        <identifiers>
          <isin value="US14889EAQ98"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>412924.35000000</valUSD>
        <pctVal>0.038299658940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.59000000</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>First Investors Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>First Investors Auto Owner Trust 2019-2</title>
        <cusip>32058RAE4</cusip>
        <identifiers>
          <isin value="US32058RAE45"/>
        </identifiers>
        <balance>1475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1355247.70000000</valUSD>
        <pctVal>0.125702261659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.88000000</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>CarMax Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>CarMax Auto Owner Trust</title>
        <cusip>14313FAC3</cusip>
        <identifiers>
          <isin value="US14313FAC32"/>
        </identifiers>
        <balance>1038249.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1037969.35000000</valUSD>
        <pctVal>0.096273983588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.90000000</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>NBM US Holdings Inc</name>
        <lei>5493008K1QMSP0J8UC24</lei>
        <title>NBM US Holdings Inc</title>
        <cusip>62877VAA9</cusip>
        <identifiers>
          <isin value="US62877VAA98"/>
        </identifiers>
        <balance>8725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7917937.50000000</valUSD>
        <pctVal>0.734406449412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>994583.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>727745.28000000</valUSD>
        <pctVal>0.067500005798</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED MXN / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20AGKBB5CKD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.76321428"/>
        <valUSD>-1278054.34000000</valUSD>
        <pctVal>-0.11854240450</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <amtCurSold>6421929.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>122235000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2020-04-14</settlementDt>
            <unrealizedAppr>-1278054.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VIRGIN MEDIA SECURED FIN</name>
        <lei>213800X3RLP4NOTPY579</lei>
        <title>Virgin Media Secured Finance PLC</title>
        <cusip>92769XAM7</cusip>
        <identifiers>
          <isin value="US92769XAM74"/>
        </identifiers>
        <balance>1225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1243375.00000000</valUSD>
        <pctVal>0.115325817997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Springleaf Finance Corp</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>Springleaf Finance Corp</title>
        <cusip>85172FAM1</cusip>
        <identifiers>
          <isin value="US85172FAM14"/>
        </identifiers>
        <balance>5000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5035.60000000</valUSD>
        <pctVal>0.000467063186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.88000000</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>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co/The</title>
        <cusip>097023CG8</cusip>
        <identifiers>
          <isin value="US097023CG82"/>
        </identifiers>
        <balance>7380000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6984569.93000000</valUSD>
        <pctVal>0.647834515360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</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>MINERA MEXICO SA DE CV</name>
        <lei>N/A</lei>
        <title>Minera Mexico SA de CV</title>
        <cusip>60284MAB8</cusip>
        <identifiers>
          <isin value="US60284MAB81"/>
        </identifiers>
        <balance>3665000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3113197.60000000</valUSD>
        <pctVal>0.288756054936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>SMB Private Education Loan Trust</name>
        <lei>549300NWENTZ8X7JUC78</lei>
        <title>SMB Private Education Loan Trust 2017-B</title>
        <cusip>83189DAC4</cusip>
        <identifiers>
          <isin value="US83189DAC48"/>
        </identifiers>
        <balance>1079341.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1022698.90000000</valUSD>
        <pctVal>0.094857615126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.45000000</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>eBay Inc</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>eBay Inc</title>
        <cusip>278642AF0</cusip>
        <identifiers>
          <isin value="US278642AF09"/>
        </identifiers>
        <balance>270000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253306.74000000</valUSD>
        <pctVal>0.023494767865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Bank of America, National Association</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>PURCHASED USD / SOLD JPY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20BFKBB59ST"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="107.47059285"/>
        <valUSD>-462006.40000000</valUSD>
        <pctVal>-0.04285212908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America, National Association</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>2853120000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>26085907.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-462006.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GREENBRIER COS INC</name>
        <lei>5493001GAGGFR30BP390</lei>
        <title>Greenbrier Cos Inc/The</title>
        <cusip>393657AK7</cusip>
        <identifiers>
          <isin value="US393657AK76"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>457500.00000000</valUSD>
        <pctVal>0.042434150384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.88000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Greenbrier Cos Inc/The</name>
              <title>Greenbrier Cos Inc/The</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="393657101"/>
                <isin value="US3936571013"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="16.80490000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Intercontinental Exchange, Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Long: S54180624 CDS USD R F  5.00000 654180624_FEE CCPCDX / Short: S54180624 CDS USD P V 03MEVENT 654180624_PRO CCPCDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99S1E84U8"/>
        </identifiers>
        <balance>126650.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-439.86000000</valUSD>
        <pctVal>-0.00004079800</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Markit CDX.NA.HY.S33.V2</indexName>
                <indexIdentifier>2I65BRSP6</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="211.08000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">sell protection</otherPmntDesc>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-3249.55000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>126650.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2809.69000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANHEUSER-BUSCH INBEV WOR</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>Anheuser-Busch InBev Worldwide Inc</title>
        <cusip>035240AN0</cusip>
        <identifiers>
          <isin value="US035240AN09"/>
        </identifiers>
        <balance>990000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1047374.78000000</valUSD>
        <pctVal>0.097146358301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.60000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>JOHNSON CONTROLS INTERNATIONAL APR20 44 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KBFL2"/>
        </identifiers>
        <balance>-24.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-288.00000000</valUSD>
        <pctVal>-0.00002671264</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Johnson Controls International plc</issuerName>
                <issueTitle>Johnson Controls International plc</issueTitle>
                <identifiers>
                  <isin value="IE00BY7QL619"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>44.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>545.05000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Navient Student Loan Trust</name>
        <lei>N/A</lei>
        <title>Navient Private Education Refi Loan Trust 2019-G</title>
        <cusip>63941JAB4</cusip>
        <identifiers>
          <isin value="US63941JAB44"/>
        </identifiers>
        <balance>695000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>627999.22000000</valUSD>
        <pctVal>0.058248335174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.08000000</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>CCO HLDGS LLC/CAP CORP</name>
        <lei>N/A</lei>
        <title>CCO Holdings LLC / CCO Holdings Capital Corp</title>
        <cusip>1248EPCE1</cusip>
        <identifiers>
          <isin value="US1248EPCE15"/>
        </identifiers>
        <balance>1585000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1553300.00000000</valUSD>
        <pctVal>0.144072056374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>OCCIDENTAL PETROLEUM COR</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corp</title>
        <cusip>674599CE3</cusip>
        <identifiers>
          <isin value="US674599CE35"/>
        </identifiers>
        <balance>140000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82909.38000000</valUSD>
        <pctVal>0.007690030817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</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>Union Pacific Corp</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>Union Pacific Corp</title>
        <cusip>907818EZ7</cusip>
        <identifiers>
          <isin value="US907818EZ78"/>
        </identifiers>
        <balance>4675000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4762718.66000000</valUSD>
        <pctVal>0.441752830284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Yanlord Land HK Co Ltd</name>
        <lei>549300O56H3950RDWG19</lei>
        <title>Yanlord Land HK Co Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1521768058"/>
        </identifiers>
        <balance>370000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>351130.00000000</valUSD>
        <pctVal>0.032568094479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.88000000</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>Expeditors International of Washington Inc</name>
        <lei>984500B055A804AB6E40</lei>
        <title>Expeditors International of Washington Inc</title>
        <cusip>302130109</cusip>
        <identifiers>
          <isin value="US3021301094"/>
        </identifiers>
        <balance>8781.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>585868.32000000</valUSD>
        <pctVal>0.054340599772</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>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co/The</title>
        <cusip>097023BR5</cusip>
        <identifiers>
          <isin value="US097023BR56"/>
        </identifiers>
        <balance>1635000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1440519.82000000</valUSD>
        <pctVal>0.133611441908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</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>SoFi Consumer Loan Program Trust</name>
        <lei>N/A</lei>
        <title>Sofi Consumer Loan Program 2018-1 Trust</title>
        <cusip>83405RAC1</cusip>
        <identifiers>
          <isin value="US83405RAC16"/>
        </identifiers>
        <balance>580000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>485975.45000000</valUSD>
        <pctVal>0.045075312192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65000000</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>Progress Residential Trust</name>
        <lei>N/A</lei>
        <title>Progress Residential 2018-SFR2 Trust</title>
        <cusip>74332UAJ6</cusip>
        <identifiers>
          <isin value="US74332UAJ60"/>
        </identifiers>
        <balance>564000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>507392.62000000</valUSD>
        <pctVal>0.047061802712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.66000000</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>Hertz Vehicle Financing LLC</name>
        <lei>549300FPK70TCB78NG05</lei>
        <title>Hertz Vehicle Financing II LP</title>
        <cusip>42806DBG3</cusip>
        <identifiers>
          <isin value="US42806DBG34"/>
        </identifiers>
        <balance>1362000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1310090.09000000</valUSD>
        <pctVal>0.121513792121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.29000000</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>OCCIDENTAL PETROLEUM COR</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corp</title>
        <cusip>674599CP8</cusip>
        <identifiers>
          <isin value="US674599CP81"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>456349.11000000</valUSD>
        <pctVal>0.042327402757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</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>AES CORP/THE</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES Corp/VA</title>
        <cusip>00130HBW4</cusip>
        <identifiers>
          <isin value="US00130HBW43"/>
        </identifiers>
        <balance>325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>317570.50000000</valUSD>
        <pctVal>0.029455375638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Duke Energy Corp</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>Duke Energy Corp</title>
        <cusip>26441C204</cusip>
        <identifiers>
          <isin value="US26441C2044"/>
        </identifiers>
        <balance>1925.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>155694.00000000</valUSD>
        <pctVal>0.014440967453</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>Countrywide Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>Alternative Loan Trust 2004-16CB</title>
        <cusip>12667FLT0</cusip>
        <identifiers>
          <isin value="US12667FLT02"/>
        </identifiers>
        <balance>298967.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305122.74000000</valUSD>
        <pctVal>0.028300817999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>CEMEX SAB DE CV</name>
        <lei>549300RIG2CXWN6IV731</lei>
        <title>Cemex SAB de CV</title>
        <cusip>151290BV4</cusip>
        <identifiers>
          <isin value="US151290BV44"/>
        </identifiers>
        <balance>1115000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>909840.00000000</valUSD>
        <pctVal>0.084389699203</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.45000000</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>MLCC Mortgage Investors Inc</name>
        <lei>N/A</lei>
        <title>Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2</title>
        <cusip>590219AE1</cusip>
        <identifiers>
          <isin value="US590219AE19"/>
        </identifiers>
        <balance>68529.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60751.34000000</valUSD>
        <pctVal>0.005634822945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.77000000</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>Global Container Asset Ltd</name>
        <lei>N/A</lei>
        <title>Global Container Assets Ltd</title>
        <cusip>37890RAF2</cusip>
        <identifiers>
          <isin value="US37890RAF29"/>
        </identifiers>
        <balance>817388.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>790749.32000000</valUSD>
        <pctVal>0.073343771717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>VIACOMCBS INC</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>ViacomCBS Inc</title>
        <cusip>124857AK9</cusip>
        <identifiers>
          <isin value="US124857AK99"/>
        </identifiers>
        <balance>270000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>239546.70000000</valUSD>
        <pctVal>0.022218493315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.90000000</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>GREENLAND GLB INVST</name>
        <lei>549300RR3CIGB2A33O28</lei>
        <title>Greenland Global Investment Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1081321595"/>
        </identifiers>
        <balance>2585000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2119084.46000000</valUSD>
        <pctVal>0.196549833119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.88000000</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>Ziggo BV</name>
        <lei>213800TQASLF9JXH5J59</lei>
        <title>Ziggo BV</title>
        <cusip>98954NAA7</cusip>
        <identifiers>
          <isin value="US98954NAA72"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>900000.00000000</valUSD>
        <pctVal>0.083477017148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>NVIDIA CORP APR20 330 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KB467"/>
        </identifiers>
        <balance>-5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-147.50000000</valUSD>
        <pctVal>-0.00001368095</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NVIDIA Corp</issuerName>
                <issueTitle>NVIDIA Corp</issueTitle>
                <identifiers>
                  <cusip value="67066G104"/>
                  <isin value="US67066G1040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>330.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1496.72000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Diamond Resorts Owner Trust</name>
        <lei>N/A</lei>
        <title>Diamond Resorts Owner Trust 2018-1</title>
        <cusip>252724AC3</cusip>
        <identifiers>
          <isin value="US252724AC32"/>
        </identifiers>
        <balance>1372750.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1363629.99000000</valUSD>
        <pctVal>0.126479737844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.53000000</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>Verizon Communications Inc</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc</title>
        <cusip>92343V104</cusip>
        <identifiers>
          <isin value="US92343V1044"/>
        </identifiers>
        <balance>3300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>177309.00000000</valUSD>
        <pctVal>0.016445807148</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>Videotron Ltd</name>
        <lei>549300LW4GNJRBECSD81</lei>
        <title>Videotron Ltd</title>
        <cusip>92658TAQ1</cusip>
        <identifiers>
          <isin value="US92658TAQ13"/>
        </identifiers>
        <balance>445000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>443887.50000000</valUSD>
        <pctVal>0.041171560499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>CCO HLDGS LLC/CAP CORP</name>
        <lei>N/A</lei>
        <title>CCO Holdings LLC / CCO Holdings Capital Corp</title>
        <cusip>1248EPCB7</cusip>
        <identifiers>
          <isin value="US1248EPCB75"/>
        </identifiers>
        <balance>310000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>318556.00000000</valUSD>
        <pctVal>0.029546782972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.38000000</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>Micron Technology Inc</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
        <title>Micron Technology Inc</title>
        <cusip>595112BN2</cusip>
        <identifiers>
          <isin value="US595112BN22"/>
        </identifiers>
        <balance>5645000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6165306.59000000</valUSD>
        <pctVal>0.571846004379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.33000000</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>PROVINCIA DE BUENOS AIRE</name>
        <lei>549300L6AYROPOTQ4L07</lei>
        <title>Provincia de Buenos Aires/Government Bonds</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ARPBUE3204J9"/>
        </identifiers>
        <balance>216360000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="81.48920000"/>
        <valUSD>1447016.29000000</valUSD>
        <pctVal>0.134214004061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>33.93000000</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>TEVA PHARMACEUTICALS NE</name>
        <lei>5493004T21MOAFINJP35</lei>
        <title>Teva Pharmaceutical Finance Netherlands III BV</title>
        <cusip>88167AAF8</cusip>
        <identifiers>
          <isin value="US88167AAF84"/>
        </identifiers>
        <balance>10035000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7200112.50000000</valUSD>
        <pctVal>0.667826571818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.10000000</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>DT Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>DT Auto Owner Trust 2019-2</title>
        <cusip>26252TAG1</cusip>
        <identifiers>
          <isin value="US26252TAG13"/>
        </identifiers>
        <balance>1655000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1542863.82000000</valUSD>
        <pctVal>0.143104077289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.48000000</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>Westlake Automobile Receivables Trust</name>
        <lei>5493000EWZKZ6H2PNY04</lei>
        <title>Westlake Automobile Receivables Trust 2018-3</title>
        <cusip>96042GAE2</cusip>
        <identifiers>
          <isin value="US96042GAE26"/>
        </identifiers>
        <balance>1175956.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1171930.82000000</valUSD>
        <pctVal>0.108699210176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.05000000</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>NEW YORK LIFE GLOBAL FDG</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>New York Life Global Funding</title>
        <cusip>64952WCZ4</cusip>
        <identifiers>
          <isin value="US64952WCZ41"/>
        </identifiers>
        <balance>6780000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6588932.82000000</valUSD>
        <pctVal>0.611138286675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.06000000</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>Invitation Homes Trust</name>
        <lei>N/A</lei>
        <title>Invitation Homes 2018-SFR1 Trust</title>
        <cusip>46185JAJ7</cusip>
        <identifiers>
          <isin value="US46185JAJ79"/>
        </identifiers>
        <balance>2614642.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2036478.46000000</valUSD>
        <pctVal>0.188887941476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.80000000</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>Sirius XM Radio Inc</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio Inc</title>
        <cusip>82967NAU2</cusip>
        <identifiers>
          <isin value="US82967NAU28"/>
        </identifiers>
        <balance>255000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257547.45000000</valUSD>
        <pctVal>0.023888103222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.38000000</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>Credit Acceptance Auto Loan Trust</name>
        <lei>N/A</lei>
        <title>Credit Acceptance Auto Loan Trust 2017-3</title>
        <cusip>22534UAE2</cusip>
        <identifiers>
          <isin value="US22534UAE29"/>
        </identifiers>
        <balance>525000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>521592.59000000</valUSD>
        <pctVal>0.048378881755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.48000000</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>Humana Inc</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>Humana Inc</title>
        <cusip>444859102</cusip>
        <identifiers>
          <isin value="US4448591028"/>
        </identifiers>
        <balance>541.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>169884.82000000</valUSD>
        <pctVal>0.015757197813</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>WAVE 2017-1 LLC</name>
        <lei>N/A</lei>
        <title>WAVE 2017-1 Trust</title>
        <cusip>94353WAB1</cusip>
        <identifiers>
          <isin value="US94353WAB19"/>
        </identifiers>
        <balance>1037652.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>748068.89000000</valUSD>
        <pctVal>0.069385066176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co/The</title>
        <cusip>097023BY0</cusip>
        <identifiers>
          <isin value="US097023BY08"/>
        </identifiers>
        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21908.06000000</valUSD>
        <pctVal>0.002032021667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55000000</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>Paychex Inc</name>
        <lei>529900K900DW6SUBM174</lei>
        <title>Paychex Inc</title>
        <cusip>704326107</cusip>
        <identifiers>
          <isin value="US7043261079"/>
        </identifiers>
        <balance>2351.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>147924.92000000</valUSD>
        <pctVal>0.013720367870</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>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED BRL / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20AQKBB00BK"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.20553000"/>
        <valUSD>-1210802.48000000</valUSD>
        <pctVal>-0.11230464376</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>6515737.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>27615000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2020-04-30</settlementDt>
            <unrealizedAppr>-1210802.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DSLA Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>DSLA Mortgage Loan Trust 2005-AR5</title>
        <cusip>23332UFF6</cusip>
        <identifiers>
          <isin value="US23332UFF66"/>
        </identifiers>
        <balance>488596.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>332008.65000000</valUSD>
        <pctVal>0.030794546410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.08000000</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>Cemex SAB de CV</name>
        <lei>549300RIG2CXWN6IV731</lei>
        <title>Cemex SAB de CV</title>
        <cusip>151290BM4</cusip>
        <identifiers>
          <isin value="US151290BM45"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169002.00000000</valUSD>
        <pctVal>0.015675314280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.70000000</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>MASTR Alternative Loans Trust</name>
        <lei>N/A</lei>
        <title>MASTR Alternative Loan Trust 2004-5</title>
        <cusip>576434RF3</cusip>
        <identifiers>
          <isin value="US576434RF33"/>
        </identifiers>
        <balance>278107.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>283533.70000000</valUSD>
        <pctVal>0.026298386152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>S-JETS Limited</name>
        <lei>635400FR77IW5YEET913</lei>
        <title>S-Jets 2017-1 Ltd</title>
        <cusip>784309AA4</cusip>
        <identifiers>
          <isin value="US784309AA47"/>
        </identifiers>
        <balance>4162091.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2931479.37000000</valUSD>
        <pctVal>0.271901281823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-15</maturityDt>
          <couponKind>Fixed</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>KLA Corp</name>
        <lei>549300H0BF5JCG96TJ81</lei>
        <title>KLA Corp</title>
        <cusip>482480100</cusip>
        <identifiers>
          <isin value="US4824801009"/>
        </identifiers>
        <balance>3478.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>499927.72000000</valUSD>
        <pctVal>0.046369416506</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>Chesapeake Energy Corp</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
        <title>Chesapeake Energy Corp</title>
        <cusip>165167CY1</cusip>
        <identifiers>
          <isin value="US165167CY16"/>
        </identifiers>
        <balance>1280000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38400.00000000</valUSD>
        <pctVal>0.003561686065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Chesapeake Energy Corp</name>
              <title>Chesapeake Energy Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="165167107"/>
                <isin value="US1651671075"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="116.71340000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Investors Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>First Investors Auto Owner Trust 2016-2</title>
        <cusip>32057HAJ6</cusip>
        <identifiers>
          <isin value="US32057HAJ68"/>
        </identifiers>
        <balance>220000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>218449.24000000</valUSD>
        <pctVal>0.020261656615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.35000000</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>BIOMARIN PHARMACEUTICAL</name>
        <lei>NSLL8ITTRR0J5HEMR848</lei>
        <title>BioMarin Pharmaceutical Inc</title>
        <cusip>09061GAH4</cusip>
        <identifiers>
          <isin value="US09061GAH48"/>
        </identifiers>
        <balance>3460000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3625846.69000000</valUSD>
        <pctVal>0.336305407022</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>BioMarin Pharmaceutical Inc</name>
              <title>BioMarin Pharmaceutical Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="09061G101"/>
                <isin value="US09061G1013"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="8.02120000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>
        <identifiers>
          <isin value="US37186XAA37"/>
        </identifiers>
        <balance>640000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>571270.66000000</valUSD>
        <pctVal>0.052986634090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.68000000</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>AES CORP/THE</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES Corp/VA</title>
        <cusip>00130HBT1</cusip>
        <identifiers>
          <isin value="US00130HBT14"/>
        </identifiers>
        <balance>105000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101061.45000000</valUSD>
        <pctVal>0.009373675994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.88000000</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>FIRST QUANTUM MINERALS L</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>First Quantum Minerals Ltd</title>
        <cusip>335934AL9</cusip>
        <identifiers>
          <isin value="US335934AL97"/>
        </identifiers>
        <balance>1755000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1460493.45000000</valUSD>
        <pctVal>0.135464040857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</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>Starwood Retail Property Trust</name>
        <lei>5493007115G809OI4R97</lei>
        <title>Starwood Retail Property Trust 2014-STAR</title>
        <cusip>85571XAN7</cusip>
        <identifiers>
          <isin value="US85571XAN75"/>
        </identifiers>
        <balance>1060000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>858599.58000000</valUSD>
        <pctVal>0.079637035404</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>3.45000000</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>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Americredit Automobile Receivables Trust 2018-3</title>
        <cusip>03066MAG1</cusip>
        <identifiers>
          <isin value="US03066MAG15"/>
        </identifiers>
        <balance>3845000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3880200.21000000</valUSD>
        <pctVal>0.359897266079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.04000000</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>PepsiCo Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PepsiCo Inc</title>
        <cusip>713448108</cusip>
        <identifiers>
          <isin value="US7134481081"/>
        </identifiers>
        <balance>628.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75422.80000000</valUSD>
        <pctVal>0.006995633743</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>CommScope Inc</name>
        <lei>549300Z6K4JXMFE8QY54</lei>
        <title>CommScope Inc</title>
        <cusip>20338QAD5</cusip>
        <identifiers>
          <isin value="US20338QAD51"/>
        </identifiers>
        <balance>1305000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1303042.50000000</valUSD>
        <pctVal>0.120860112353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>CarMax Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>Carmax Auto Owner Trust 2018-4</title>
        <cusip>14315EAH3</cusip>
        <identifiers>
          <isin value="US14315EAH36"/>
        </identifiers>
        <balance>1817516.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1810266.99000000</valUSD>
        <pctVal>0.167906320631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.90000000</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>Grand Avenue Mortgage Loan Trust 2017-RPL1</name>
        <lei>N/A</lei>
        <title>Grand Avenue Mortgage Loan Trust 2017-RPL1</title>
        <cusip>385210AA7</cusip>
        <identifiers>
          <isin value="US385210AA74"/>
        </identifiers>
        <balance>708392.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>665853.65000000</valUSD>
        <pctVal>0.061759418399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</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>Bristol-Myers Squibb Co</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>Bristol-Myers Squibb Co</title>
        <cusip>110122108</cusip>
        <identifiers>
          <isin value="US1101221083"/>
        </identifiers>
        <balance>3152.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>175692.48000000</valUSD>
        <pctVal>0.016295871295</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>TICP CLO Ltd</name>
        <lei>N/A</lei>
        <title>TICP CLO VII Ltd</title>
        <cusip>87248TAQ8</cusip>
        <identifiers>
          <isin value="US87248TAQ85"/>
        </identifiers>
        <balance>1030000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>846433.61000000</valUSD>
        <pctVal>0.078508614419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.66000000</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>Booking Holdings Inc</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>Booking Holdings Inc</title>
        <cusip>09857L108</cusip>
        <identifiers>
          <isin value="US09857L1089"/>
        </identifiers>
        <balance>337.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>453372.84000000</valUSD>
        <pctVal>0.042051347043</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>First Investors Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>First Investors Auto Owner Trust 2019-2</title>
        <cusip>32058RAD6</cusip>
        <identifiers>
          <isin value="US32058RAD61"/>
        </identifiers>
        <balance>635000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>604161.35000000</valUSD>
        <pctVal>0.056037319305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</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>UBER TECHNOLOGIES INC</name>
        <lei>549300B2FTG34FILDR98</lei>
        <title>Uber Technologies Inc</title>
        <cusip>90353TAE0</cusip>
        <identifiers>
          <isin value="US90353TAE01"/>
        </identifiers>
        <balance>4440000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4383168.00000000</valUSD>
        <pctVal>0.406548655891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</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>Dukinfield</name>
        <lei>213800B7W4OACLGF5491</lei>
        <title>Dukinfield II PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1487246446"/>
        </identifiers>
        <balance>1357341.83000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80508800"/>
        <valUSD>1634817.92000000</valUSD>
        <pctVal>0.151633026159</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>1.79000000</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>ADAMS OUTDOOR ADVERTISING</name>
        <lei>549300BTFXNHDCUHER30</lei>
        <title>Adams Outdoor Advertising LP</title>
        <cusip>006346AS9</cusip>
        <identifiers>
          <isin value="US006346AS99"/>
        </identifiers>
        <balance>4256338.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4244424.95000000</valUSD>
        <pctVal>0.393679927042</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>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DB Master Finance LLC</name>
        <lei>549300F17UZJL70BPB08</lei>
        <title>DB Master Finance LLC</title>
        <cusip>233046AL5</cusip>
        <identifiers>
          <isin value="US233046AL57"/>
        </identifiers>
        <balance>496250.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>471650.89000000</valUSD>
        <pctVal>0.043746677147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.35000000</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>NRG Energy Inc</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG Energy Inc</title>
        <cusip>629377CE0</cusip>
        <identifiers>
          <isin value="US629377CE03"/>
        </identifiers>
        <balance>1075000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1096500.00000000</valUSD>
        <pctVal>0.101702832559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</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>NextGear Floorplan Master Owner Trust</name>
        <lei>N/A</lei>
        <title>NextGear Floorplan Master Owner Trust</title>
        <cusip>65341KAZ9</cusip>
        <identifiers>
          <isin value="US65341KAZ93"/>
        </identifiers>
        <balance>2590000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2460325.95000000</valUSD>
        <pctVal>0.228200746133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.34000000</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>NETFLIX INC</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>Netflix Inc</title>
        <cusip>64110LAV8</cusip>
        <identifiers>
          <isin value="US64110LAV80"/>
        </identifiers>
        <balance>1470000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1492270.50000000</valUSD>
        <pctVal>0.138411433465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.88000000</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>Discover Card Execution Note Trust</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>Discover Card Execution Note Trust</title>
        <cusip>254683CF0</cusip>
        <identifiers>
          <isin value="US254683CF08"/>
        </identifiers>
        <balance>5425000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5358384.26000000</valUSD>
        <pctVal>0.497002149736</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>0.93000000</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>Ingersoll-Rand Services Company</name>
        <lei>N/A</lei>
        <title>Ingersoll-Rand Services Company 2020 USD Spinco Term Loan</title>
        <cusip>365556AU3</cusip>
        <identifiers>
          <isin value="US365556AU33"/>
        </identifiers>
        <balance>975000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>911625.00000000</valUSD>
        <pctVal>0.084555261953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.74000000</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>Navient Corp</name>
        <lei>54930067J0ZNOEBRW338</lei>
        <title>Navient Corp</title>
        <cusip>63938CAB4</cusip>
        <identifiers>
          <isin value="US63938CAB46"/>
        </identifiers>
        <balance>90000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82800.00000000</valUSD>
        <pctVal>0.007679885577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.88000000</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>MSCI INC</name>
        <lei>549300HTIN2PD78UB763</lei>
        <title>MSCI Inc</title>
        <cusip>55354GAK6</cusip>
        <identifiers>
          <isin value="US55354GAK67"/>
        </identifiers>
        <balance>2305000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2186868.75000000</valUSD>
        <pctVal>0.202836977940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.63000000</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>AES CORP/THE</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES Corp/VA</title>
        <cusip>00130HBY0</cusip>
        <identifiers>
          <isin value="US00130HBY09"/>
        </identifiers>
        <balance>985000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>987442.80000000</valUSD>
        <pctVal>0.091587532832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.13000000</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>Johnson Controls International plc</name>
        <lei>549300XQ6S1GYKGBL205</lei>
        <title>Johnson Controls International plc</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IE00BY7QL619"/>
        </identifiers>
        <balance>4821.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>129974.16000000</valUSD>
        <pctVal>0.012055394648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Accenture PLC</name>
        <lei>N/A</lei>
        <title>Accenture PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IE00B4BNMY34"/>
        </identifiers>
        <balance>788.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>128648.88000000</valUSD>
        <pctVal>0.011932471957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VIACOMCBS INC</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>ViacomCBS Inc</title>
        <cusip>92556HAB3</cusip>
        <identifiers>
          <isin value="US92556HAB33"/>
        </identifiers>
        <balance>4030000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3966462.09000000</valUSD>
        <pctVal>0.367898248786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</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>Entergy Corp</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>Entergy Corp</title>
        <cusip>29364G103</cusip>
        <identifiers>
          <isin value="US29364G1031"/>
        </identifiers>
        <balance>619.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58167.43000000</valUSD>
        <pctVal>0.005395159501</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>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"/>
        </identifiers>
        <balance>774000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>715889.63000000</valUSD>
        <pctVal>0.066400367689</pctVal>
        <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>4.46000000</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>WENDYS FUNDING LLC</name>
        <lei>5493009DRVSTWJOXUL48</lei>
        <title>Wendy's Funding LLC</title>
        <cusip>95058XAH1</cusip>
        <identifiers>
          <isin value="US95058XAH17"/>
        </identifiers>
        <balance>725812.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>640921.47000000</valUSD>
        <pctVal>0.059446902824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.08000000</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>KAR Auction Services, Inc.</name>
        <lei>5493004HKD20LBSG7D03</lei>
        <title>KAR Auction Services, Inc. 2019 Term Loan B6</title>
        <cusip>48562RAL3</cusip>
        <identifiers>
          <isin value="US48562RAL33"/>
        </identifiers>
        <balance>606334.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>557828.05000000</valUSD>
        <pctVal>0.051739801884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-19</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enel SpA</name>
        <lei>WOCMU6HCI0OJWNPRZS33</lei>
        <title>Enel SpA</title>
        <cusip>29265WAA6</cusip>
        <identifiers>
          <isin value="US29265WAA62"/>
        </identifiers>
        <balance>2855000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3012025.00000000</valUSD>
        <pctVal>0.279372069531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-09-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.75000000</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>Estee Lauder Cos Inc/The</name>
        <lei>549300VFZ8XJ9NUPU221</lei>
        <title>Estee Lauder Cos Inc/The</title>
        <cusip>518439104</cusip>
        <identifiers>
          <isin value="US5184391044"/>
        </identifiers>
        <balance>3082.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>491085.88000000</valUSD>
        <pctVal>0.045549316029</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>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS Health Corp</title>
        <cusip>126650DJ6</cusip>
        <identifiers>
          <isin value="US126650DJ69"/>
        </identifiers>
        <balance>1840000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1894565.49000000</valUSD>
        <pctVal>0.175725195442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</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>FedEx Corp</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>FedEx Corp</title>
        <cusip>31428XBU9</cusip>
        <identifiers>
          <isin value="US31428XBU90"/>
        </identifiers>
        <balance>5050000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5079102.54000000</valUSD>
        <pctVal>0.471098144258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</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>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co/The</title>
        <cusip>097023BZ7</cusip>
        <identifiers>
          <isin value="US097023BZ72"/>
        </identifiers>
        <balance>15000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13036.85000000</valUSD>
        <pctVal>0.001209197056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.63000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>INTEL CORP APR20 67.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KBFG3"/>
        </identifiers>
        <balance>-21.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-84.00000000</valUSD>
        <pctVal>-0.00000779118</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Intel Corp</issuerName>
                <issueTitle>Intel Corp</issueTitle>
                <identifiers>
                  <cusip value="458140100"/>
                  <isin value="US4581401001"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>67.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1652.90000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America, National Association</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>PURCHASED IDR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20AGKBB82N7"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="16327.50000000"/>
        <valUSD>-987924.06000000</valUSD>
        <pctVal>-0.09163217077</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America, National Association</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>6479345.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>89661180000.00000000</amtCurPur>
            <curPur>IDR</curPur>
            <settlementDt>2020-04-14</settlementDt>
            <unrealizedAppr>-987924.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GoldenTree Loan Management US CLO1, LTD</name>
        <lei>549300TB55YBQBSW5Z77</lei>
        <title>Goldentree Loan Management US Clo 3 Ltd</title>
        <cusip>38138BAL4</cusip>
        <identifiers>
          <isin value="US38138BAL45"/>
        </identifiers>
        <balance>320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259521.63000000</valUSD>
        <pctVal>0.024071212842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.72000000</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>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20CNKBCB7LM"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90599609"/>
        <valUSD>-58078.20000000</valUSD>
        <pctVal>-0.00538688321</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>1955000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2099767.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-23</settlementDt>
            <unrealizedAppr>-58078.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IndyMac INDX Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>IndyMac INDX Mortgage Loan Trust 2004-AR7</title>
        <cusip>45660NU45</cusip>
        <identifiers>
          <isin value="US45660NU454"/>
        </identifiers>
        <balance>591369.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>481974.56000000</valUSD>
        <pctVal>0.044704220678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.17000000</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>Evergy Inc</name>
        <lei>549300PGTHDQY6PSUI61</lei>
        <title>Evergy Inc</title>
        <cusip>30034W106</cusip>
        <identifiers>
          <isin value="US30034W1062"/>
        </identifiers>
        <balance>2751.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>151442.55000000</valUSD>
        <pctVal>0.014046635937</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>IHEARTCOMMUNICATIONS INC</name>
        <lei>54930076J6KDZL504O62</lei>
        <title>iHeartCommunications Inc</title>
        <cusip>45174HBG1</cusip>
        <identifiers>
          <isin value="US45174HBG11"/>
        </identifiers>
        <balance>2830000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2547000.00000000</valUSD>
        <pctVal>0.236239958531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</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>PENSKE TRUCK LEASING/PTL</name>
        <lei>N/A</lei>
        <title>Penske Truck Leasing Co Lp / PTL Finance Corp</title>
        <cusip>709599BD5</cusip>
        <identifiers>
          <isin value="US709599BD56"/>
        </identifiers>
        <balance>5805000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5877070.93000000</valUSD>
        <pctVal>0.545111500898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65000000</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>HSBC Bank USA, National Association</name>
        <lei>1IE8VN30JCEQV1H4R804</lei>
        <title>PURCHASED AUD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20ALKBB5LN0"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.62557547"/>
        <valUSD>-1429417.26000000</valUSD>
        <pctVal>-0.13258165458</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank USA, National Association</counterpartyName>
              <counterpartyLei>1IE8VN30JCEQV1H4R804</counterpartyLei>
            </counterparties>
            <amtCurSold>13197557.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>19130000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-04-22</settlementDt>
            <unrealizedAppr>-1429417.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sequoia Mortgage Trust 2018-CH1</name>
        <lei>549300ZUG1L9OO3W6B29</lei>
        <title>Sequoia Mortgage Trust 2018-CH1</title>
        <cusip>81747DAA7</cusip>
        <identifiers>
          <isin value="US81747DAA72"/>
        </identifiers>
        <balance>960527.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>956876.27000000</valUSD>
        <pctVal>0.088752418666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</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>Eli Lilly &amp; Co</name>
        <lei>FRDRIPF3EKNDJ2CQJL29</lei>
        <title>Eli Lilly &amp; Co</title>
        <cusip>532457108</cusip>
        <identifiers>
          <isin value="US5324571083"/>
        </identifiers>
        <balance>1197.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>166047.84000000</valUSD>
        <pctVal>0.015401309319</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>Fidelity National Information Services Inc</name>
        <lei>6WQI0GK1PRFVBA061U48</lei>
        <title>Fidelity National Information Services Inc</title>
        <cusip>31620M106</cusip>
        <identifiers>
          <isin value="US31620M1062"/>
        </identifiers>
        <balance>1291.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>157037.24000000</valUSD>
        <pctVal>0.014565555973</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>3M COMPANY</name>
        <lei>LUZQVYP4VS22CLWDAR65</lei>
        <title>3M Co</title>
        <cusip>88579YBF7</cusip>
        <identifiers>
          <isin value="US88579YBF79"/>
        </identifiers>
        <balance>7945000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8003622.82000000</valUSD>
        <pctVal>0.742353954887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</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>SASOL Financing USA LLC</name>
        <lei>549300XRB1PFMESFEL85</lei>
        <title>SASOL Financing USA LLC</title>
        <cusip>80386WAA3</cusip>
        <identifiers>
          <isin value="US80386WAA36"/>
        </identifiers>
        <balance>2870000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1204854.70000000</valUSD>
        <pctVal>0.111752973837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.88000000</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>Rockford Tower CLO Ltd</name>
        <lei>549300G18KVCW7VUKI86</lei>
        <title>Rockford Tower CLO 2017-2 Ltd</title>
        <cusip>77340GAN1</cusip>
        <identifiers>
          <isin value="US77340GAN16"/>
        </identifiers>
        <balance>2565000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2221119.17000000</valUSD>
        <pctVal>0.206013781159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.15000000</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>MASTR Alternative Loans Trust</name>
        <lei>N/A</lei>
        <title>MASTR Alternative Loan Trust 2004-5</title>
        <cusip>576434RG1</cusip>
        <identifiers>
          <isin value="US576434RG16"/>
        </identifiers>
        <balance>341531.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>350862.51000000</valUSD>
        <pctVal>0.032543284182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>Apidos CLO</name>
        <lei>635400C39IXGGYE6DH05</lei>
        <title>Apidos CLO XXIII</title>
        <cusip>03765YAY0</cusip>
        <identifiers>
          <isin value="US03765YAY05"/>
        </identifiers>
        <balance>3175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2608913.06000000</valUSD>
        <pctVal>0.241982533610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.60000000</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>SoFi Consumer Loan Program Trust</name>
        <lei>N/A</lei>
        <title>SoFi Consumer Loan Program 2018-4 Trust</title>
        <cusip>83406HAC2</cusip>
        <identifiers>
          <isin value="US83406HAC25"/>
        </identifiers>
        <balance>1010000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>910075.25000000</valUSD>
        <pctVal>0.084411519167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.17000000</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>PETROBRAS GLOBAL FINANCE</name>
        <lei>549300FNENFFSMO3GT38</lei>
        <title>Petrobras Global Finance BV</title>
        <cusip>71647NAK5</cusip>
        <identifiers>
          <isin value="US71647NAK54"/>
        </identifiers>
        <balance>950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>960260.00000000</valUSD>
        <pctVal>0.089066267208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</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>Progress Residential Trust</name>
        <lei>N/A</lei>
        <title>Progress Residential 2017-SFR2 Trust</title>
        <cusip>74333KAJ7</cusip>
        <identifiers>
          <isin value="US74333KAJ79"/>
        </identifiers>
        <balance>681000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>630686.36000000</valUSD>
        <pctVal>0.058497573432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.14000000</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>Sprite Limited</name>
        <lei>N/A</lei>
        <title>Sprite 2017-1 Ltd</title>
        <cusip>85208HAB9</cusip>
        <identifiers>
          <isin value="US85208HAB96"/>
        </identifiers>
        <balance>1047075.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>736843.90000000</valUSD>
        <pctVal>0.068343923195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</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>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 5YR NOTE (CBT) JUN20 XCBT 20200630</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1G00H6"/>
        </identifiers>
        <balance>423.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>223995.42000000</valUSD>
        <pctVal>0.020776077240</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>5 Year US Treasury Note</indexName>
                <indexIdentifier>FVM0 Comdty</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-06-30</expDate>
            <notionalAmt>52803020.21000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>223995.42000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FINDETER</name>
        <lei>54930036EU95I2CWYJ76</lei>
        <title>Financiera de Desarrollo Territorial SA Findeter</title>
        <cusip>31772MAA0</cusip>
        <identifiers>
          <isin value="US31772MAA09"/>
        </identifiers>
        <balance>18670000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="4062.00000000"/>
        <valUSD>4734145.74000000</valUSD>
        <pctVal>0.439102627914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.88000000</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>Drive Auto Receivables Trust 2018-1</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust 2018-1</title>
        <cusip>26208GAG4</cusip>
        <identifiers>
          <isin value="US26208GAG47"/>
        </identifiers>
        <balance>2955000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2949860.96000000</valUSD>
        <pctVal>0.273606215494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.81000000</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>SHIMAO PROPERTY HLDGS</name>
        <lei>254900WTJ6B5CU69ZD26</lei>
        <title>Shimao Property Holdings Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1637274124"/>
        </identifiers>
        <balance>740000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>727108.55000000</valUSD>
        <pctVal>0.067440947663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</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>PROVINCIA DE BUENOS AIRE</name>
        <lei>549300L6AYROPOTQ4L07</lei>
        <title>Provincia de Buenos Aires/Government Bonds</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ARPBUE3205N8"/>
        </identifiers>
        <balance>67000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="81.48920000"/>
        <valUSD>485094.96000000</valUSD>
        <pctVal>0.044993644771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>37.46000000</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>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED EUR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20AGKBB68DX"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90633300"/>
        <valUSD>-176770.14000000</valUSD>
        <pctVal>-0.01639582667</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>13107999.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11720000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-14</settlementDt>
            <unrealizedAppr>-176770.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cemex SAB de CV</name>
        <lei>549300RIG2CXWN6IV731</lei>
        <title>Cemex SAB de CV</title>
        <cusip>151290889</cusip>
        <identifiers>
          <isin value="US1512908898"/>
        </identifiers>
        <balance>673076.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1426921.12000000</valUSD>
        <pctVal>0.132350132004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TICP CLO Ltd</name>
        <lei>N/A</lei>
        <title>TICP CLO XV Ltd</title>
        <cusip>87250RAC8</cusip>
        <identifiers>
          <isin value="US87250RAC88"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>501277.93000000</valUSD>
        <pctVal>0.046494651509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.79000000</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>Colony American Finance Ltd</name>
        <lei>N/A</lei>
        <title>Colony American Finance 2015-1 Ltd</title>
        <cusip>19624VAD9</cusip>
        <identifiers>
          <isin value="US19624VAD91"/>
        </identifiers>
        <balance>2200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2207694.50000000</valUSD>
        <pctVal>0.204768612928</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>
          <annualizedRt>5.65000000</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>MAPS LTD</name>
        <lei>N/A</lei>
        <title>MAPS 2018-1 Ltd</title>
        <cusip>56564RAB6</cusip>
        <identifiers>
          <isin value="US56564RAB69"/>
        </identifiers>
        <balance>1739304.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1202433.56000000</valUSD>
        <pctVal>0.111528407676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.19000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>MCDONALD'S CORP APR20 220 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KBG31"/>
        </identifiers>
        <balance>-4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14.00000000</valUSD>
        <pctVal>-0.00000129853</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>McDonald's Corp</issuerName>
                <issueTitle>McDonald's Corp</issueTitle>
                <identifiers>
                  <cusip value="580135101"/>
                  <isin value="US5801351017"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>220.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>976.81000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIG AUTO RECEIVABLES TRUST 2017-1</name>
        <lei>N/A</lei>
        <title>CIG AUTO RECEIVABLES TRUST 2017-1</title>
        <cusip>171787AA2</cusip>
        <identifiers>
          <isin value="US171787AA22"/>
        </identifiers>
        <balance>53372.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53202.42000000</valUSD>
        <pctVal>0.004934643696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.71000000</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>Chesapeake Energy Corp</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
        <title>Chesapeake Energy Corp</title>
        <cusip>165167768</cusip>
        <identifiers>
          <isin value="US1651677684"/>
        </identifiers>
        <balance>1714.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48815.69000000</valUSD>
        <pctVal>0.004527764656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile USA Inc</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA Inc</title>
        <cusip>87264AAU9</cusip>
        <identifiers>
          <isin value="US87264AAU97"/>
        </identifiers>
        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>562375.00000000</valUSD>
        <pctVal>0.052161541687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>Jeld-Wen Inc.</name>
        <lei>549300XWE6NM0N1HFW16</lei>
        <title>Jeld-Wen Inc. 2017 1st Lien Term Loan</title>
        <cusip>47579SAT7</cusip>
        <identifiers>
          <isin value="US47579SAT78"/>
        </identifiers>
        <balance>2588073.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2269093.10000000</valUSD>
        <pctVal>0.210463470690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.45000000</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>JP Morgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Mortgage Trust 2004-S1</title>
        <cusip>466247EV1</cusip>
        <identifiers>
          <isin value="US466247EV13"/>
        </identifiers>
        <balance>1224763.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1266105.98000000</valUSD>
        <pctVal>0.117434167338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>ELEMENT COMM AVIATION</name>
        <lei>N/A</lei>
        <title>ELEMENT COMM AVIATION 03/40 FIXED 0</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="926TWCII9"/>
        </identifiers>
        <balance>900.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1020600.00000000</valUSD>
        <pctVal>0.094662937446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2099-12-31</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Avid Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Avid Automobile Receivables Trust 2019-1</title>
        <cusip>05369DAC9</cusip>
        <identifiers>
          <isin value="US05369DAC92"/>
        </identifiers>
        <balance>1210000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1157195.36000000</valUSD>
        <pctVal>0.107332463234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.14000000</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>OPEN TEXT CORP</name>
        <lei>549300HP7ONDQODZJV16</lei>
        <title>Open Text Corp</title>
        <cusip>683715AC0</cusip>
        <identifiers>
          <isin value="US683715AC05"/>
        </identifiers>
        <balance>230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217140.70000000</valUSD>
        <pctVal>0.020140286597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.88000000</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>Bunge Ltd</name>
        <lei>5493007M0RIN8HY3MM77</lei>
        <title>Bunge Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="BMG169622047"/>
        </identifiers>
        <balance>42272.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3688654.72000000</valUSD>
        <pctVal>0.342130992575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>John Deere Capital Corp</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>John Deere Capital Corp</title>
        <cusip>24422EUK3</cusip>
        <identifiers>
          <isin value="US24422EUK36"/>
        </identifiers>
        <balance>6875000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6983641.57000000</valUSD>
        <pctVal>0.647748407889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.13000000</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>California Resources Corporation</name>
        <lei>5493003Q8F0T4F4YMR48</lei>
        <title>California Resources Corporation 2017 1st Lien Term Loan</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="LoanX ID" value="LX169569"/>
        </identifiers>
        <balance>811000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178420.00000000</valUSD>
        <pctVal>0.016548854888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.36000000</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>Quicken Loans Inc</name>
        <lei>549300FGXN1K3HLB1R50</lei>
        <title>Quicken Loans Inc</title>
        <cusip>74840LAB8</cusip>
        <identifiers>
          <isin value="US74840LAB80"/>
        </identifiers>
        <balance>4270000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4175206.00000000</valUSD>
        <pctVal>0.387259714291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</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>Comcast Corp</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corp</title>
        <cusip>20030N101</cusip>
        <identifiers>
          <isin value="US20030N1019"/>
        </identifiers>
        <balance>4589.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>157769.82000000</valUSD>
        <pctVal>0.014633504410</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>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>6174468N2</cusip>
        <identifiers>
          <isin value="US6174468N29"/>
        </identifiers>
        <balance>8450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11719297.82000000</valUSD>
        <pctVal>1.086991138992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.60000000</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>Cisco Systems Inc</name>
        <lei>8E6NF1YAL0WT6CWXXV93</lei>
        <title>Cisco Systems Inc</title>
        <cusip>17275R102</cusip>
        <identifiers>
          <isin value="US17275R1023"/>
        </identifiers>
        <balance>4253.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>167185.43000000</valUSD>
        <pctVal>0.015506823341</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>DBUBS Mortgage Trust</name>
        <lei>N/A</lei>
        <title>DBUBS 2017-BRBK Mortgage Trust</title>
        <cusip>23305JAJ1</cusip>
        <identifiers>
          <isin value="US23305JAJ16"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>613627.80000000</valUSD>
        <pctVal>0.056915353759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.53000000</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>OneMain Financial Issuance Trust</name>
        <lei>N/A</lei>
        <title>OneMain Financial Issuance Trust 2016-1</title>
        <cusip>68268GAC2</cusip>
        <identifiers>
          <isin value="US68268GAC24"/>
        </identifiers>
        <balance>3100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2985113.38000000</valUSD>
        <pctVal>0.276875956459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>Bank of America, National Association</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>PURCHASED PLN / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20AHKBB46C3"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.13708760"/>
        <valUSD>-517812.19000000</valUSD>
        <pctVal>-0.04802824118</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America, National Association</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>6513575.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>24805000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>-517812.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners Ltd</name>
        <lei>549300EY2ULL20U3RR38</lei>
        <title>Octagon Investment Partners XXIII Ltd</title>
        <cusip>67590WCE2</cusip>
        <identifiers>
          <isin value="US67590WCE21"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>564123.72000000</valUSD>
        <pctVal>0.052323739387</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>2.68000000</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>Countrywide Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>Alternative Loan Trust 2005-J1</title>
        <cusip>12667FT88</cusip>
        <identifiers>
          <isin value="US12667FT886"/>
        </identifiers>
        <balance>540059.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>529908.52000000</valUSD>
        <pctVal>0.049150202901</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Iron Mountain, Inc.</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>Iron Mountain, Inc. 2018 Term Loan B</title>
        <cusip>46284NAQ2</cusip>
        <identifiers>
          <isin value="US46284NAQ25"/>
        </identifiers>
        <balance>4569286.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4295129.74000000</valUSD>
        <pctVal>0.398382909958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.74000000</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>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"/>
        </identifiers>
        <balance>2146514.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2116127.56000000</valUSD>
        <pctVal>0.196275574017</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMB Private Education Loan Trust</name>
        <lei>549300V1P5RKG8RJI005</lei>
        <title>SMB Private Education Loan Trust 2018-C</title>
        <cusip>78449QAD9</cusip>
        <identifiers>
          <isin value="US78449QAD97"/>
        </identifiers>
        <balance>510000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>541964.05000000</valUSD>
        <pctVal>0.050268380328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED USD / SOLD THB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20ALKBB4L6W"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="32.81647222"/>
        <valUSD>1149364.00000000</valUSD>
        <pctVal>0.106606087042</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>471555000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>15518824.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-22</settlementDt>
            <unrealizedAppr>1149364.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Flagship Credit Auto Trust</name>
        <lei>N/A</lei>
        <title>Flagship Credit Auto Trust 2016-3</title>
        <cusip>33843PAJ5</cusip>
        <identifiers>
          <isin value="US33843PAJ57"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>649836.98000000</valUSD>
        <pctVal>0.060273836359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.89000000</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>Planet Fitness Master Issuer LLC</name>
        <lei>549300NX9W3U2DO53T22</lei>
        <title>Planet Fitness Master Issuer LLC</title>
        <cusip>72703PAA1</cusip>
        <identifiers>
          <isin value="US72703PAA12"/>
        </identifiers>
        <balance>2979625.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2808087.99000000</valUSD>
        <pctVal>0.260456454774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.26000000</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>Iron Mountain Inc</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>Iron Mountain Inc</title>
        <cusip>46284V101</cusip>
        <identifiers>
          <isin value="US46284V1017"/>
        </identifiers>
        <balance>6125.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>145775.00000000</valUSD>
        <pctVal>0.013520957972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bausch Health Cos Inc</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Cos Inc</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1205619288"/>
        </identifiers>
        <balance>2320000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670100"/>
        <valUSD>2448496.69000000</valUSD>
        <pctVal>0.227103555755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>VIACOMCBS INC</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>ViacomCBS Inc</title>
        <cusip>92553PAU6</cusip>
        <identifiers>
          <isin value="US92553PAU66"/>
        </identifiers>
        <balance>270000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>276638.41000000</valUSD>
        <pctVal>0.025658832550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.85000000</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>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Credit Suisse Commercial Mortgage Securities Corp 2019-SLKZ</title>
        <cusip>12655GAL1</cusip>
        <identifiers>
          <isin value="US12655GAL14"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>676748.44000000</valUSD>
        <pctVal>0.062769934590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.30000000</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>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20CSKBCJDC1"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90364549"/>
        <valUSD>754.72000000</valUSD>
        <pctVal>0.000070001971</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <amtCurSold>915000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1013319.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-06-30</settlementDt>
            <unrealizedAppr>754.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apple Inc</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>Apple Inc</title>
        <cusip>037833100</cusip>
        <identifiers>
          <isin value="US0378331005"/>
        </identifiers>
        <balance>2802.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>712520.58000000</valUSD>
        <pctVal>0.066087880750</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>Standard Chartered PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>Standard Chartered PLC</title>
        <cusip>853254BM1</cusip>
        <identifiers>
          <isin value="US853254BM16"/>
        </identifiers>
        <balance>3460000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3475016.40000000</valUSD>
        <pctVal>0.322315559572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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>3343688.62000000</valUSD>
        <pctVal>0.310134613635</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>2.11000000</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>Prestige Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Prestige Auto Receivables Trust 2016-1</title>
        <cusip>74113FAN5</cusip>
        <identifiers>
          <isin value="US74113FAN50"/>
        </identifiers>
        <balance>3045000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3050611.94000000</valUSD>
        <pctVal>0.282951094700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.15000000</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>NISSAN MOTOR ACCEPTANCE</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>Nissan Motor Acceptance Corp</title>
        <cusip>654740BJ7</cusip>
        <identifiers>
          <isin value="US654740BJ72"/>
        </identifiers>
        <balance>6865000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6725367.00000000</valUSD>
        <pctVal>0.623792862657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65000000</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>HSBC Bank USA, National Association</name>
        <lei>1IE8VN30JCEQV1H4R804</lei>
        <title>PURCHASED USD / SOLD SEK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20BFKBB14FW"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.88952440"/>
        <valUSD>156026.44000000</valUSD>
        <pctVal>0.014471802008</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank USA, National Association</counterpartyName>
              <counterpartyLei>1IE8VN30JCEQV1H4R804</counterpartyLei>
            </counterparties>
            <amtCurSold>61835000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>6408602.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-15</settlementDt>
            <unrealizedAppr>156026.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NBM US HOLDINGS INC</name>
        <lei>5493008K1QMSP0J8UC24</lei>
        <title>NBM US Holdings Inc</title>
        <cusip>62877VAB7</cusip>
        <identifiers>
          <isin value="US62877VAB71"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>565362.00000000</valUSD>
        <pctVal>0.052438592632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.63000000</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>TRANSDIGM INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm Inc</title>
        <cusip>893647BJ5</cusip>
        <identifiers>
          <isin value="US893647BJ54"/>
        </identifiers>
        <balance>125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112187.50000000</valUSD>
        <pctVal>0.010405642068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>VOLT LXXXVII LLC</title>
        <cusip>92870GAA6</cusip>
        <identifiers>
          <isin value="US92870GAA67"/>
        </identifiers>
        <balance>3849016.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3517588.78000000</valUSD>
        <pctVal>0.326264243234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.98000000</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>CENTENE CORP</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corp</title>
        <cusip>15135BAS0</cusip>
        <identifiers>
          <isin value="US15135BAS07"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301500.00000000</valUSD>
        <pctVal>0.027964800744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.63000000</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>NextGear Floorplan Master Owner Trust</name>
        <lei>N/A</lei>
        <title>NextGear Floorplan Master Owner Trust</title>
        <cusip>65341KBC9</cusip>
        <identifiers>
          <isin value="US65341KBC99"/>
        </identifiers>
        <balance>2820000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2562950.80000000</valUSD>
        <pctVal>0.237719430981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.30000000</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>OZLM Ltd</name>
        <lei>549300HQQ42NFL2R0S17</lei>
        <title>OZLM XIII Ltd</title>
        <cusip>67110AAQ6</cusip>
        <identifiers>
          <isin value="US67110AAQ67"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242342.15000000</valUSD>
        <pctVal>0.022477777568</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>2.85000000</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>YUM! BRANDS INC</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>Yum! Brands Inc</title>
        <cusip>988498AL5</cusip>
        <identifiers>
          <isin value="US988498AL59"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>864800.00000000</valUSD>
        <pctVal>0.080212138255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</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>Credit Suisse Mortgage Trust</name>
        <lei>549300818AKCJ4Q9TD76</lei>
        <title>CSMC 2014-USA OA LLC</title>
        <cusip>12649AAQ2</cusip>
        <identifiers>
          <isin value="US12649AAQ22"/>
        </identifiers>
        <balance>5680000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4150983.19000000</valUSD>
        <pctVal>0.385012994373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37000000</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>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 10YR NOTE (CBT)JUN20 XCBT 20200619</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1FRQ80"/>
        </identifiers>
        <balance>411.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>313969.06000000</valUSD>
        <pctVal>0.029121334006</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>10 Year US Treasury Note</indexName>
                <indexIdentifier>TYM0 Comdty</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-06-19</expDate>
            <notionalAmt>56686593.44000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>313969.06000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REDE D'OR FINANCE SARL</name>
        <lei>549300FDE772OLJUCP79</lei>
        <title>Rede D'or Finance Sarl</title>
        <cusip>75735GAA6</cusip>
        <identifiers>
          <isin value="US75735GAA67"/>
        </identifiers>
        <balance>5990000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5196325.00000000</valUSD>
        <pctVal>0.481970790151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>CFCRE Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CFCRE Commercial Mortgage Trust 2011-C1</title>
        <cusip>12527EAJ7</cusip>
        <identifiers>
          <isin value="US12527EAJ73"/>
        </identifiers>
        <balance>4565000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4404672.18000000</valUSD>
        <pctVal>0.408543216783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.09000000</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>HSBC Bank USA, National Association</name>
        <lei>1IE8VN30JCEQV1H4R804</lei>
        <title>PURCHASED USD / SOLD CAD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="20BEKBB9HWJ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.40710652"/>
        <valUSD>695224.61000000</valUSD>
        <pctVal>0.064483640768</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank USA, National Association</counterpartyName>
              <counterpartyLei>1IE8VN30JCEQV1H4R804</counterpartyLei>
            </counterparties>
            <amtCurSold>16995000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>12773201.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-13</settlementDt>
            <unrealizedAppr>695224.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>3575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2073779.31000000</valUSD>
        <pctVal>0.192347678915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>5.10000000</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>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>Johnson &amp; Johnson</title>
        <cusip>478160104</cusip>
        <identifiers>
          <isin value="US4781601046"/>
        </identifiers>
        <balance>1317.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>172698.21000000</valUSD>
        <pctVal>0.016018146041</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>TAL Advantage LLC</name>
        <lei>549300DUZ8I1AWFHN784</lei>
        <title>TAL Advantage V LLC</title>
        <cusip>87407PAE0</cusip>
        <identifiers>
          <isin value="US87407PAE07"/>
        </identifiers>
        <balance>1360333.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1316699.03000000</valUSD>
        <pctVal>0.122126786119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55000000</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>HP ENTERPRISE CO</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>Hewlett Packard Enterprise Co</title>
        <cusip>42824CAG4</cusip>
        <identifiers>
          <isin value="US42824CAG42"/>
        </identifiers>
        <balance>3250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3253935.82000000</valUSD>
        <pctVal>0.301809840275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CITIGROUP INC APR20 80 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KB6T5"/>
        </identifiers>
        <balance>-12.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-72.00000000</valUSD>
        <pctVal>-0.00000667816</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Citigroup Inc</issuerName>
                <issueTitle>Citigroup Inc</issueTitle>
                <identifiers>
                  <cusip value="172967424"/>
                  <isin value="US1729674242"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>80.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>740.51000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>GS Mortgage Securities Trust 2011-GC5</title>
        <cusip>36191YAL2</cusip>
        <identifiers>
          <isin value="US36191YAL20"/>
        </identifiers>
        <balance>2170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2063272.02000000</valUSD>
        <pctVal>0.191373104218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.39000000</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>KINDER MORGAN INC/DELAWA</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>Kinder Morgan Inc/DE</title>
        <cusip>49456BAJ0</cusip>
        <identifiers>
          <isin value="US49456BAJ08"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>286824.00000000</valUSD>
        <pctVal>0.026603568851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.05000000</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>QUALCOMM Inc</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QUALCOMM Inc</title>
        <cusip>747525103</cusip>
        <identifiers>
          <isin value="US7475251036"/>
        </identifiers>
        <balance>8795.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>594981.75000000</valUSD>
        <pctVal>0.055185890831</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>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>METLIFE INC APR20 52.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KBFB4"/>
        </identifiers>
        <balance>-31.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-155.00000000</valUSD>
        <pctVal>-0.00001437659</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MetLife Inc</issuerName>
                <issueTitle>MetLife Inc</issueTitle>
                <identifiers>
                  <cusip value="59156R108"/>
                  <isin value="US59156R1086"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>52.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1355.01000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USAA Capital Corp</name>
        <lei>N/A</lei>
        <title>USAA Capital Corp</title>
        <cusip>90327QD30</cusip>
        <identifiers>
          <isin value="US90327QD305"/>
        </identifiers>
        <balance>3535000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3516066.79000000</valUSD>
        <pctVal>0.326123075250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.63000000</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>SUNAC CHINA HOLDINGS LTD</name>
        <lei>549300OLARYHDXP3WK18</lei>
        <title>Sunac China Holdings Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2100444772"/>
        </identifiers>
        <balance>405000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>356339.25000000</valUSD>
        <pctVal>0.033051264092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>Countrywide Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>Alternative Loan Trust 2003-22CB</title>
        <cusip>12669FEE9</cusip>
        <identifiers>
          <isin value="US12669FEE97"/>
        </identifiers>
        <balance>459276.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>470419.61000000</valUSD>
        <pctVal>0.043632473167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</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>NOKIA OYJ</name>
        <lei>549300A0JPRWG1KI7U06</lei>
        <title>Nokia Oyj</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1960685383"/>
        </identifiers>
        <balance>1660000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670100"/>
        <valUSD>1631254.40000000</valUSD>
        <pctVal>0.151302501692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</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>CALAMP CORP</name>
        <lei>5493007SIGZIX83TOW07</lei>
        <title>CalAmp Corp</title>
        <cusip>128126AD1</cusip>
        <identifiers>
          <isin value="US128126AD11"/>
        </identifiers>
        <balance>2590000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1686090.00000000</valUSD>
        <pctVal>0.156388626494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>CalAmp Corp</name>
              <title>CalAmp Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="128126109"/>
                <isin value="US1281261099"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="32.52560000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SIRIUS XM RADIO INC</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio Inc</title>
        <cusip>82967NBC1</cusip>
        <identifiers>
          <isin value="US82967NBC11"/>
        </identifiers>
        <balance>110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112200.00000000</valUSD>
        <pctVal>0.010406801471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Hyundai Capital America</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>Hyundai Capital America</title>
        <cusip>44891AAY3</cusip>
        <identifiers>
          <isin value="US44891AAY38"/>
        </identifiers>
        <balance>7750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7811023.27000000</valUSD>
        <pctVal>0.724489914956</pctVal>
        <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>3.95000000</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>JPMORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
        <cusip>46647PBJ4</cusip>
        <identifiers>
          <isin value="US46647PBJ49"/>
        </identifiers>
        <balance>6690000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7733628.09000000</valUSD>
        <pctVal>0.717311338547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.49000000</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>Freddie Mac - STACR</name>
        <lei>N/A</lei>
        <title>Freddie Mac Structured Agency Credit Risk Debt Notes</title>
        <cusip>3137G0ET2</cusip>
        <identifiers>
          <isin value="US3137G0ET28"/>
        </identifiers>
        <balance>948348.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>923685.64000000</valUSD>
        <pctVal>0.085673913344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.80000000</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>Intercontinental Exchange, Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Long: S60702382 CDS USD R F  5.00000 660702382_FEE CCPCDX / Short: S60702382 CDS USD P V 03MEVENT 660702382_PRO CCPCDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99S1EKQ94"/>
        </identifiers>
        <balance>22540000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1428314.72000000</valUSD>
        <pctVal>-0.13247939152</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Markit CDX.NA.HY.S33.V3</indexName>
                <indexIdentifier>2I65BRTK6</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="37566.67000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">sell protection</otherPmntDesc>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-2742063.71000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>22540000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1313748.99000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill</title>
        <cusip>912796SV2</cusip>
        <identifiers>
          <isin value="US912796SV23"/>
        </identifiers>
        <balance>5755000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5753843.48000000</valUSD>
        <pctVal>0.533681878724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-18</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sprint Corp</name>
        <lei>549300ZTTY7CXOLJ6539</lei>
        <title>Sprint Corp</title>
        <cusip>85207UAE5</cusip>
        <identifiers>
          <isin value="US85207UAE55"/>
        </identifiers>
        <balance>855000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>881248.50000000</valUSD>
        <pctVal>0.081737773496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</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="Futures contracts value is represented by unrealized appreciation/depreciation" noteItem="C.2.c"/>
      <explntrNote note="Form N-PORT is based on scheduled maturity date while Form N-PORT-Part F is based on final maturity date." noteItem="C.9.a"/>
      <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>2020-05-19</ncom:dateSigned>
      <ncom:nameOfApplicant>Natixis Funds Trust II</ncom:nameOfApplicant>
      <ncom:signature>John Sgroi</ncom:signature>
      <ncom:signerName>John Sgroi</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
