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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Berkshire Hathaway Inc.</name>
        <lei>5493000C01ZX7D35SD85</lei>
        <title>Berkshire Hathaway, Inc.</title>
        <cusip>084670702</cusip>
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          <isin value="US0846707026"/>
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        <balance>2975.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>531067.25000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Great Southern Bancorp, Inc.</name>
        <lei>5493000ZL7DLNMN1AB26</lei>
        <title>Great Southern Bancorp, Inc.</title>
        <cusip>390905107</cusip>
        <identifiers>
          <isin value="US3909051076"/>
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        <balance>1426.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57553.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc.</title>
        <cusip>38148YAC2</cusip>
        <identifiers>
          <isin value="US38148YAC21"/>
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        <balance>59000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60489.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02876000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KLA Corporation</name>
        <lei>549300H0BF5JCG96TJ81</lei>
        <title>KLA-Tencor Corporation</title>
        <cusip>482480100</cusip>
        <identifiers>
          <isin value="US4824801009"/>
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        <balance>2136.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>415409.28000000</valUSD>
        <pctVal>0.101964074142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Icahn Enterprises L.P.</name>
        <lei>N/A</lei>
        <title>Icahn Enterprises, LP</title>
        <cusip>451102BQ9</cusip>
        <identifiers>
          <isin value="US451102BQ92"/>
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        <balance>90000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89100.00000000</valUSD>
        <pctVal>0.021869995311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ingersoll Rand Inc.</name>
        <lei>5299004C02FMZCUOIR50</lei>
        <title>Ingersoll - Rand, Inc.</title>
        <cusip>45687V106</cusip>
        <identifiers>
          <isin value="US45687V1061"/>
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        <balance>2765.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77751.80000000</valUSD>
        <pctVal>0.019084528636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Albertsons Investor Holdings LLC</name>
        <lei>N/A</lei>
        <title>Albertson's Companies, Inc.</title>
        <cusip>013093AB5</cusip>
        <identifiers>
          <isin value="US013093AB57"/>
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        <balance>180000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>184500.00000000</valUSD>
        <pctVal>0.045286353928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chevron Corporation</name>
        <lei>N/A</lei>
        <title>Chevron Corporation</title>
        <cusip>166764BW9</cusip>
        <identifiers>
          <isin value="US166764BW97"/>
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        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34925.54000000</valUSD>
        <pctVal>0.008572630707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01554000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enel SpA</name>
        <lei>WOCMU6HCI0OJWNPRZS33</lei>
        <title>Enel SPA</title>
        <cusip>000312836</cusip>
        <identifiers>
          <isin value="IT0003128367"/>
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        <balance>3143.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
        <valUSD>27181.94000000</valUSD>
        <pctVal>0.006671929297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>W&amp;T Offshore, Inc.</name>
        <lei>549300Q7EOY2YIO3YK85</lei>
        <title>W&amp;T Offshore, Inc.</title>
        <cusip>92922PAL0</cusip>
        <identifiers>
          <isin value="US92922PAL04"/>
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        <balance>120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75120.00000000</valUSD>
        <pctVal>0.018438541502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.09750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Facebook, Inc.</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>Facebook, Inc.</title>
        <cusip>30303M102</cusip>
        <identifiers>
          <isin value="US30303M1027"/>
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        <balance>4781.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1085621.67000000</valUSD>
        <pctVal>0.266470716424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wright Medical Group N.V.</name>
        <lei>549300JGCCQ1HTDOXU32</lei>
        <title>Wright Medical Group NV</title>
        <cusip>N96617118</cusip>
        <identifiers>
          <isin value="NL0011327523"/>
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        <balance>7919.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>235352.68000000</valUSD>
        <pctVal>0.057768372707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="211012.00000000"/>
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      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>Energy Transfer Operating, LP, 7.600%</title>
        <cusip>29278N509</cusip>
        <identifiers>
          <isin value="US29278N5095"/>
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        <balance>1600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32896.00000000</valUSD>
        <pctVal>0.008074470996</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>
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      <invstOrSec>
        <name>T-Mobile US, Inc.</name>
        <lei>549300ZTTY7CXOLJ6539</lei>
        <title>Sprint Corporation</title>
        <cusip>85207UAE5</cusip>
        <identifiers>
          <isin value="US85207UAE55"/>
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        <balance>220000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230637.00000000</valUSD>
        <pctVal>0.056610887864</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>0.07250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Riserva Clo Ltd.</name>
        <lei>549300640C8OB2I8SN35</lei>
        <title>Riserva CLO, Ltd.</title>
        <cusip>76761RAQ2</cusip>
        <identifiers>
          <isin value="US76761RAQ20"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>339616.20000000</valUSD>
        <pctVal>0.083360322130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02835200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bausch Health Companies Inc.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Companies, Inc.</title>
        <cusip>071734107</cusip>
        <identifiers>
          <isin value="CA0717341071"/>
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        <balance>11725.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>214450.25000000</valUSD>
        <pctVal>0.052637777352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VeriSign, Inc.</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
        <title>VeriSign, Inc.</title>
        <cusip>92343EAL6</cusip>
        <identifiers>
          <isin value="US92343EAL65"/>
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        <balance>130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136563.70000000</valUSD>
        <pctVal>0.033520173723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UPM-Kymmene Oyj</name>
        <lei>213800EC6PW5VU4J9U64</lei>
        <title>UPM-Kymmene Oyj</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FI0009005987"/>
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        <balance>11115.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
        <valUSD>321941.13000000</valUSD>
        <pctVal>0.079021896787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cleveland-Cliffs Inc.</name>
        <lei>549300TM2WLI2BJMDD86</lei>
        <title>Cleveland-Cliffs, Inc.</title>
        <cusip>18683KAM3</cusip>
        <identifiers>
          <isin value="US18683KAM36"/>
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        <balance>60000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51078.00000000</valUSD>
        <pctVal>0.012537324585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AOKI Holdings Inc.</name>
        <lei>N/A</lei>
        <title>AOKI Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3105400000"/>
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        <balance>800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>4647.21000000</valUSD>
        <pctVal>0.001140678573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Movado Group, Inc.</name>
        <lei>549300WCGCGPWGHVXM59</lei>
        <title>Movado Group, Inc.</title>
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          <isin value="US6245801062"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>JJKC32MCHWDI71265Z06</lei>
        <title>Truist Bank</title>
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          <isin value="US89788JAA79"/>
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        <balance>52000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>53371.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Spirit AeroSystems Holdings, Inc.</name>
        <lei>ZD2NBKV6GCC3UMGBM518</lei>
        <title>Spirit AeroSystems, Inc.</title>
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          <isin value="US85205TAL44"/>
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        <balance>70000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>69037.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings plc</title>
        <cusip>404280BP3</cusip>
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          <isin value="US404280BP39"/>
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        <balance>91000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Anglo American plc</name>
        <lei>549300S9XF92D1X8ME43</lei>
        <title>Anglo American plc</title>
        <cusip>00B1XZS82</cusip>
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          <isin value="GB00B1XZS820"/>
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        <balance>1809.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CoreSite Realty Corporation</name>
        <lei>549300H0YYORITFM2B74</lei>
        <title>CoreSite Realty Corporation</title>
        <cusip>21870Q105</cusip>
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          <isin value="US21870Q1058"/>
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        <balance>525.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Mortgage Corporation - REMIC</title>
        <cusip>3137B2CJ7</cusip>
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          <isin value="US3137B2CJ70"/>
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        <balance>908638.08400000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BlackLine, Inc.</name>
        <lei>N/A</lei>
        <title>Blackline, Inc.</title>
        <cusip>09239B109</cusip>
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          <isin value="US09239B1098"/>
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        <balance>2352.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>N/A</lei>
        <title>Citigroup Mortgage Loan Trust, Inc.</title>
        <cusip>17311LAA9</cusip>
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          <isin value="US17311LAA98"/>
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        <balance>328279.40700000</balance>
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        <curCd>USD</curCd>
        <valUSD>306781.90000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03973300</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Essex Property Trust, Inc.</name>
        <lei>549300TR2H2VEFX0NC60</lei>
        <title>Essex Property Trust, Inc.</title>
        <cusip>297178105</cusip>
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          <isin value="US2971781057"/>
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        <balance>970.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EQT Corporation</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT Corporation, Convertible</title>
        <cusip>26884LAJ8</cusip>
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          <isin value="US26884LAJ89"/>
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        <balance>85000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>87918.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>EQT Corp</name>
              <title>EQT Corp</title>
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      <invstOrSec>
        <name>Activision Blizzard, Inc.</name>
        <lei>549300TPQQDBP9GNOF40</lei>
        <title>Activision Blizzard, Inc.</title>
        <cusip>00507V109</cusip>
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          <isin value="US00507V1098"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NIKE, Inc.</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NIKE, Inc.</title>
        <cusip>654106103</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Harley Marine Financing Llc</name>
        <lei>5493005HW7HO5Y757M86</lei>
        <title>Harley Marine Financing, LLC</title>
        <cusip>41284LAA2</cusip>
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          <isin value="US41284LAA26"/>
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        <balance>442687.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>395109.69000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05682000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Banks Office of Finance</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>Federal Home Loan Bank Discount Notes</title>
        <cusip>313384ZZ5</cusip>
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          <isin value="US313384ZZ52"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>STIV</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Eni S.p.A.</name>
        <lei>BUCRF72VH5RBN7X3VL35</lei>
        <title>Eni SPA</title>
        <cusip>000313247</cusip>
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          <isin value="IT0003132476"/>
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        <balance>10315.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Enagas, S.A.</name>
        <lei>213800OU3FQKGM4M2U23</lei>
        <title>Enagas SA</title>
        <cusip>N/A</cusip>
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          <isin value="ES0130960018"/>
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        <balance>9900.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Starwood Mortgage Residential Trust 2020-2</name>
        <lei>N/A</lei>
        <title>Starwood Mortgage Residential Trust</title>
        <cusip>85573DAB5</cusip>
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          <isin value="US85573DAB55"/>
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        <balance>250000.00000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03970000</annualizedRt>
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      <invstOrSec>
        <name>Moneysupermarket.com Group PLC</name>
        <lei>54930016B7VO33FBE722</lei>
        <title>Moneysupermarket.com Group plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B1ZBKY84"/>
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        <balance>28149.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Energizer Holdings, Inc.</name>
        <lei>5493000D6NN0V57UME20</lei>
        <title>Energizer Holdings, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL262518"/>
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        <balance>100320.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>95304.00000000</valUSD>
        <pctVal>0.023392794985</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02437500</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Linde plc</name>
        <lei>8945002PAZHZLBGKGF02</lei>
        <title>Linde Public Limited Company</title>
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      <invstOrSec>
        <name>Veeva Systems Inc.</name>
        <lei>549300YZEXPDB92M2F02</lei>
        <title>Veeva Systems, Inc.</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Legrand SA</name>
        <lei>969500XXRPGD7HCAFA90</lei>
        <title>Legrand SA</title>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>Apple, Inc.</title>
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          <isin value="US0378331005"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Banks Office of Finance</name>
        <lei>2549001DPIFGXC1TOL40</lei>
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          <isin value="US313384ZH54"/>
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        <assetCat>STIV</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BWAY Parent Company, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CME Group Inc.</name>
        <lei>LCZ7XYGSLJUHFXXNXD88</lei>
        <title>CME Group, Inc.</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Saia, Inc.</name>
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        <title>Saia, Inc.</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Simon Property Group, Inc.</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>Simon Property Group, LP</title>
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          <isin value="US828807DG99"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-09-13</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NiSource, Inc.</title>
        <cusip>65473PAG0</cusip>
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          <isin value="US65473PAG00"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-15</maturityDt>
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      <invstOrSec>
        <name>Computer Services, Inc.</name>
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        <title>Computer Services, Inc.</title>
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          <isin value="US20539A1051"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Markel Corporation</name>
        <lei>549300SCNO12JLWIK605</lei>
        <title>Markel Corporation</title>
        <cusip>570535104</cusip>
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          <isin value="US5705351048"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Oxford Industries, Inc.</name>
        <lei>IDZ20O0XD3GS4UOI2L88</lei>
        <title>Oxford Industries, Inc.</title>
        <cusip>691497309</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings plc</title>
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        <balance>179000.00000000</balance>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>The Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc.</title>
        <cusip>38141G104</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Fortive Corporation</name>
        <lei>549300MU9YQJYHDQEF63</lei>
        <title>Fortive Corporation</title>
        <cusip>34959J108</cusip>
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        <balance>882.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>China National Chemical Corporation Limited</name>
        <lei>54930042S3BYCEGOCN86</lei>
        <title>Syngenta Finance NV</title>
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        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>Amgen, Inc.</title>
        <cusip>031162100</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>Duke Energy Corporation</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>Duke Energy Corporation</title>
        <cusip>26441CAW5</cusip>
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        <invCountry>US</invCountry>
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        <name>Daiichi Sankyo Company, Limited</name>
        <lei>353800XGIU2IHQGC9504</lei>
        <title>Daiichi Sankyo Company, Ltd.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays plc</title>
        <cusip>06738EBE4</cusip>
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        <balance>65000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04610000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Netflix, Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>Netflix, Inc.</title>
        <cusip>64110LAS5</cusip>
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          <isin value="US64110LAS51"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>213854.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-15</maturityDt>
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      <invstOrSec>
        <name>The Royal Bank of Scotland Group plc</name>
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          <isin value="US780097BK63"/>
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        <curCd>USD</curCd>
        <valUSD>95681.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-22</maturityDt>
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          <annualizedRt>0.04269000</annualizedRt>
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      <invstOrSec>
        <name>Duke Realty Corporation</name>
        <lei>N/A</lei>
        <title>Duke Realty Corporation</title>
        <cusip>264411505</cusip>
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          <isin value="US2644115055"/>
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        <balance>10160.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Chocoladefabriken Lindt &amp; Sprungli AG</name>
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        <title>Lindt &amp; Spruengli AG</title>
        <cusip>N/A</cusip>
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          <isin value="CH0010570767"/>
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        <assetCat>EC</assetCat>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ivanhoe Mines Ltd.</name>
        <lei>5299006XZISURYIA4G32</lei>
        <title>Ivanhoe Mines, Ltd.</title>
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          <isin value="CA46579R1047"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NextEra Energy, Inc.</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>Florida Power &amp; Light Company</title>
        <cusip>341081FZ5</cusip>
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          <isin value="US341081FZ53"/>
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        <balance>31000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>33904.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02850000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ralph Lauren Corporation</name>
        <lei>HO1QNWM0IXBZ0QSMMO20</lei>
        <title>Ralph Lauren Corporation</title>
        <cusip>731572AA1</cusip>
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          <isin value="US731572AA14"/>
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        <balance>34000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>34592.39000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01700000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Kraft Heinz Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Foods Group, Inc.</title>
        <cusip>50076QAE6</cusip>
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          <isin value="US50076QAE61"/>
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        <balance>120000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>126399.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Bellemeade Re 2020-1 Ltd.</name>
        <lei>N/A</lei>
        <title>Bellemeade, Ltd.</title>
        <cusip>07876TAB8</cusip>
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          <isin value="US07876TAB89"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>300000.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03595000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Align Technology, Inc.</name>
        <lei>549300N5YSE0U3LCP840</lei>
        <title>Align Technology, Inc.</title>
        <cusip>016255101</cusip>
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          <isin value="US0162551016"/>
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        <balance>1976.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Regions Financial Corporation</name>
        <lei>CW05CS5KW59QTC0DG824</lei>
        <title>Regions Financial Corporation</title>
        <cusip>7591EPAR1</cusip>
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          <isin value="US7591EPAR12"/>
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        <balance>84000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>86461.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VICI Properties Inc.</name>
        <lei>N/A</lei>
        <title>VICI Properties, LP / VICI Note Company, Inc.</title>
        <cusip>92564RAD7</cusip>
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          <isin value="US92564RAD70"/>
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        <balance>30000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>28200.00000000</valUSD>
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        <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>0.03750000</annualizedRt>
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        <name>DBS Group Holdings Ltd</name>
        <lei>5493007FKT78NKPM5V55</lei>
        <title>DBS Group Holdings, Ltd.</title>
        <cusip>1L0100170</cusip>
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          <isin value="SG1L01001701"/>
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        <balance>25900.00000000</balance>
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        <currencyConditional curCd="SGD" exchangeRt="1.39360000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GlaxoSmithKline plc</name>
        <lei>5493000HZTVUYLO1D793</lei>
        <title>GlaxoSmithKline plc</title>
        <cusip>000925288</cusip>
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          <isin value="GB0009252882"/>
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        <balance>49750.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GS Yuasa Corporation</name>
        <lei>353800MW7O6PQQHLDR79</lei>
        <title>GS Yuasa Corporation</title>
        <cusip>N/A</cusip>
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          <isin value="JP3385820000"/>
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        <balance>1700.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Volt LXXIX LLC</name>
        <lei>N/A</lei>
        <title>Vericrest Opportunity Loan Transferee</title>
        <cusip>91834DAA0</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03351500</annualizedRt>
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      <invstOrSec>
        <name>BP PLC</name>
        <lei>549300CRVT18MXX0AG93</lei>
        <title>BP Capital Markets plc</title>
        <cusip>05565QDV7</cusip>
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        <balance>84000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
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        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>Amazon.com, Inc.</title>
        <cusip>023135BQ8</cusip>
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        <balance>34000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Liberty Media Corporation</name>
        <lei>N/A</lei>
        <title>Liberty Media Corporation, Convertible</title>
        <cusip>531229AF9</cusip>
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          <isin value="US531229AF93"/>
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        <balance>97000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-30</maturityDt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Liberty Media Corp-Liberty Formula One</name>
              <title>Liberty Media Corp-Liberty Formula One</title>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Grifols, S.A.</name>
        <lei>959800HSSNXWRKBK4N60</lei>
        <title>Grifols SA</title>
        <cusip>N/A</cusip>
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          <isin value="ES0171996087"/>
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        <balance>4485.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRIANGLE RE 2019-1 Limited</name>
        <lei>N/A</lei>
        <title>Genworth Mortgage Insurance Corporation</title>
        <cusip>89600TAA1</cusip>
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          <isin value="US89600TAA16"/>
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        <balance>175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170439.50000000</valUSD>
        <pctVal>0.041835141032</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02084500</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Curtiss-Wright Corporation</name>
        <lei>TEL51ETZWP7D0ZM4X325</lei>
        <title>Curtiss-Wright Corporation</title>
        <cusip>231561101</cusip>
        <identifiers>
          <isin value="US2315611010"/>
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        <balance>4896.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>437114.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Mosaic Company</name>
        <lei>2YD5STGSJNMUB7H76907</lei>
        <title>Mosaic Company</title>
        <cusip>61945CAF0</cusip>
        <identifiers>
          <isin value="US61945CAF05"/>
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        <balance>15000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15354.00000000</valUSD>
        <pctVal>0.003768708283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kewpie Corporation</name>
        <lei>529900LQQ53U4P4VZN24</lei>
        <title>Kewpie Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3244800003"/>
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        <balance>2000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <pctVal>0.009250698744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Iron Mountain Incorporated</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>Iron Mountain, Inc.</title>
        <cusip>46284VAC5</cusip>
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          <isin value="US46284VAC54"/>
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        <balance>80000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>77935.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Advanced Micro Devices, Inc.</name>
        <lei>R2I72C950HOYXII45366</lei>
        <title>Advanced Micro Devices, Inc.</title>
        <cusip>007903107</cusip>
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          <isin value="US0079031078"/>
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        <balance>25679.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1350972.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING Groep NV</title>
        <cusip>456837AK9</cusip>
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          <isin value="US456837AK90"/>
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        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76772.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04100000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>Amgen, Inc.</title>
        <cusip>031162CV0</cusip>
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          <isin value="US031162CV00"/>
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        <balance>47000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49033.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Northland Power Inc.</name>
        <lei>549300IT8CIDW8V5KX72</lei>
        <title>Northland Power, Inc.</title>
        <cusip>666511951</cusip>
        <identifiers>
          <isin value="CA6665111002"/>
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        <balance>2529.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35760000"/>
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        <pctVal>0.015537149123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Otis Worldwide Corporation</name>
        <lei>549300ZLBKR8VSU25153</lei>
        <title>Otis Worldwide Corporation</title>
        <cusip>68902V107</cusip>
        <identifiers>
          <isin value="US68902V1070"/>
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        <balance>3949.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>224540.14000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS Health Corporation</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS Health Corporation</title>
        <cusip>126650CV0</cusip>
        <identifiers>
          <isin value="US126650CV07"/>
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        <balance>129000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138609.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HCA Healthcare, Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA, Inc.</title>
        <cusip>404119BR9</cusip>
        <identifiers>
          <isin value="US404119BR91"/>
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        <balance>320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>342800.00000000</valUSD>
        <pctVal>0.084141800145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ally Financial Inc.</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>Ally Financial, Inc.</title>
        <cusip>02005NBF6</cusip>
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          <isin value="US02005NBF69"/>
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        <balance>105000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>112173.17000000</valUSD>
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        <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>0.05750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>Johnson &amp; Johnson</title>
        <cusip>478160104</cusip>
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          <isin value="US4781601046"/>
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        <balance>13528.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1902442.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>McDonald's Corporation</title>
        <cusip>580135101</cusip>
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        <balance>2094.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>386280.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Blackstone Mortgage Trust, Inc.</name>
        <lei>549300OLDJ20R2Y2UW20</lei>
        <title>Blackstone Mortgage Trust, Inc., Convertible</title>
        <cusip>09257WAB6</cusip>
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          <isin value="US09257WAB63"/>
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        <balance>65000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>60938.22000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04375000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Blackstone Mortgage Trust Inc</name>
              <title>Blackstone Mortgage Trust Inc</title>
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      <invstOrSec>
        <name>Heritage Commerce Corp</name>
        <lei>549300CLIS851ELSR406</lei>
        <title>Heritage Commerce Corporation</title>
        <cusip>426927109</cusip>
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          <isin value="US4269271098"/>
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        <balance>19180.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Lakeland Bancorp, Inc.</name>
        <lei>549300NF90LR9ETZDR73</lei>
        <title>Lakeland Bancorp, Inc.</title>
        <cusip>511637100</cusip>
        <identifiers>
          <isin value="US5116371007"/>
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        <balance>646.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7383.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GMO Payment Gateway, Inc.</name>
        <lei>353800Q6U21E2PM83F86</lei>
        <title>GMO Payment Gateway, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3385890003"/>
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        <balance>100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>10459.35000000</valUSD>
        <pctVal>0.002567294449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Entra ASA</name>
        <lei>549300APU14LQKTYCH34</lei>
        <title>Entra ASA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NO0010716418"/>
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        <balance>1997.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="9.62525000"/>
        <valUSD>25598.88000000</valUSD>
        <pctVal>0.006283360107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Banks Office of Finance</name>
        <lei>2549001DPIFGXC1TOL40</lei>
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        <cusip>313384ZY8</cusip>
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          <isin value="US313384ZY87"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>299973.00000000</valUSD>
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        <assetCat>STIV</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>N/A</lei>
        <title>Wachovia Asset Securitization, Inc.</title>
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          <isin value="US92976YAA01"/>
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        <balance>235747.01500000</balance>
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        <curCd>USD</curCd>
        <valUSD>203954.27000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00324500</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MPH ACQUISITION HOLDINGS</name>
        <lei>5493002WXOPRPTXWTU06</lei>
        <title>MPH Acquisition Holdings, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL243779"/>
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        <balance>1440000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1366200.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company</title>
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          <isin value="US95000U2H53"/>
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        <balance>68000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02406000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Covanta Holding Corporation</name>
        <lei>40XIFLS8XDQGGHGPGC04</lei>
        <title>Covanta Holding Corporation</title>
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        <identifiers>
          <isin value="US22282EAH53"/>
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        <balance>120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121512.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SBA SENIOR FINANCE II LLC</name>
        <lei>549300PVT2ADFWMYEW87</lei>
        <title>SBA Senior Finance II, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL321283"/>
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        <balance>516151.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>495722.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.01930000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Old Dominion Freight Line, Inc.</name>
        <lei>5299009TWK32WE417T96</lei>
        <title>Old Dominion Freight Line, Inc.</title>
        <cusip>679580100</cusip>
        <identifiers>
          <isin value="US6795801009"/>
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        <balance>2590.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>439238.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Valeant Pharmaceuticals International, Inc.</name>
        <lei>KOO0397YRO83WY5MGD97</lei>
        <title>Bausch Health Americas, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL270111"/>
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        <balance>1098157.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1065630.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03190000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Suncor Energy Inc.</name>
        <lei>549300W70ZOQDVLCHY06</lei>
        <title>Suncor Energy, Inc.</title>
        <cusip>867224AD9</cusip>
        <identifiers>
          <isin value="US867224AD98"/>
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        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36314.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cedar Fair, L.P.</name>
        <lei>549300TUVLNQQ6BVKH61</lei>
        <title>Cedar Fair, LP</title>
        <cusip>150190AC0</cusip>
        <identifiers>
          <isin value="US150190AC09"/>
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        <balance>90000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81370.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MOMENTIVE PERFORMANCE</name>
        <lei>54930021ZH8MCUXACZ50</lei>
        <title>Momentive Performance Materials USA, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL296954"/>
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        <balance>333630.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>311527.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03430000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Ameren Corporation</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>Ameren Corporation</title>
        <cusip>023608AF9</cusip>
        <identifiers>
          <isin value="US023608AF92"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65397.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMC Networks Inc.</name>
        <lei>549300VGG9K75226LR46</lei>
        <title>AMC Networks, Inc.</title>
        <cusip>00164VAD5</cusip>
        <identifiers>
          <isin value="US00164VAD55"/>
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        <balance>140000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138600.00000000</valUSD>
        <pctVal>0.034019992707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Jbs Usa Llc Jbs Usa Finance Inc</name>
        <lei>P77IMDGVZE8EFBTF2M92</lei>
        <title>JBS USA LUX SA, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL323451"/>
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        <balance>858479.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>818062.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03072000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Plantronics, Inc.</name>
        <lei>5493006O3W5M472F6668</lei>
        <title>Plantronics, Inc.</title>
        <cusip>727493AB4</cusip>
        <identifiers>
          <isin value="US727493AB41"/>
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        <balance>130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113262.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Toorak Mortgage Corp 2019-1 Ltd</name>
        <lei>N/A</lei>
        <title>Toorak Mortgage Corporation</title>
        <cusip>89052KAA3</cusip>
        <identifiers>
          <isin value="US89052KAA34"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>501241.00000000</valUSD>
        <pctVal>0.123031855444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04458300</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Equitrans Midstream Corporation</name>
        <lei>549300NELT611CL6XM83</lei>
        <title>EQM Midstream Partners LP</title>
        <cusip>26885BAH3</cusip>
        <identifiers>
          <isin value="US26885BAH33"/>
        </identifiers>
        <balance>80000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81946.40000000</valUSD>
        <pctVal>0.020114112051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Royal Dutch Shell plc</name>
        <lei>21380068P1DRHMJ8KU70</lei>
        <title>Royal Dutch Shell plc, Class B</title>
        <cusip>00B03MM40</cusip>
        <identifiers>
          <isin value="GB00B03MM408"/>
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        <balance>29400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80704000"/>
        <valUSD>445711.17000000</valUSD>
        <pctVal>0.109401809184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aon Plc</name>
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        <title>Aon plc</title>
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          <isin value="IE00BLP1HW54"/>
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        <invCountry>GB</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corporation</title>
        <cusip>15135B101</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BELLRING BRANDS LLC</name>
        <lei>5493001E28R2L3L44631</lei>
        <title>Bellring Brands, LLC, Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL317214"/>
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        <balance>210000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136AAQ32</cusip>
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          <isin value="US3136AAQ323"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Zayo Group Holdings, Inc.</name>
        <lei>529900Z6OTS7RT0V0I47</lei>
        <title>Zayo Group Holdings, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL329992"/>
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        <balance>1107225.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1048453.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-09</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Genuine Parts Company</name>
        <lei>549300D46DQVEU651W04</lei>
        <title>Genuine Parts Company</title>
        <cusip>372460105</cusip>
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          <isin value="US3724601055"/>
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        <balance>1851.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>American International Group, Inc.</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>American International Group, Inc.</title>
        <cusip>026874DQ7</cusip>
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          <isin value="US026874DQ70"/>
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        <balance>17000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17987.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Roper Technologies, Inc.</name>
        <lei>54930003T4SXCIWVXY35</lei>
        <title>Roper Technologies, Inc.</title>
        <cusip>776743AH9</cusip>
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          <isin value="US776743AH99"/>
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        <balance>33000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>34780.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02350000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>General Dynamics Corporation</name>
        <lei>9C1X8XOOTYY2FNYTVH06</lei>
        <title>General Dynamics Corporation</title>
        <cusip>369550108</cusip>
        <identifiers>
          <isin value="US3695501086"/>
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        <balance>5942.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>888091.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Gilead Sciences, Inc.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>Gilead Sciences, Inc.</title>
        <cusip>375558103</cusip>
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          <isin value="US3755581036"/>
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        <balance>3293.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>253363.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Windstream Holdings, Inc.</name>
        <lei>549300L3SXBFJVGRCF66</lei>
        <title>Windstream Services, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL224479"/>
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        <balance>203439.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122470.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.08250000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Invesco Ltd.</name>
        <lei>549300INXEJOUVOV7Z07</lei>
        <title>Invesco Variable Rate Preferred ETF</title>
        <cusip>46138G870</cusip>
        <identifiers>
          <isin value="US46138G8704"/>
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        <balance>18200.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>426426.00000000</valUSD>
        <pctVal>0.104668177563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="Registered Investment Company"/>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Deutsche Bank Aktiengesellschaft</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>Deutsche Bank AG</title>
        <cusip>251541AQ1</cusip>
        <identifiers>
          <isin value="US251541AQ13"/>
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        <balance>129000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132372.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Charter Communications, Inc.</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating, LLC</title>
        <cusip>161175AY0</cusip>
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          <isin value="US161175AY09"/>
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        <balance>37000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42429.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04908000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>General Electric Company</title>
        <cusip>369604BQ5</cusip>
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          <isin value="US369604BQ57"/>
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        <balance>260000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>204126.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>Mitsubishi UFJ Financial Group, Inc.</title>
        <cusip>606822BD5</cusip>
        <identifiers>
          <isin value="US606822BD53"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>37791.37000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03407000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Zions Bancorporation, National Association</name>
        <lei>8WH0EE09O9V05QJZ3V89</lei>
        <title>Zions Bancorporations NA</title>
        <cusip>989701107</cusip>
        <identifiers>
          <isin value="US9897011071"/>
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        <balance>19577.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Stoneridge, Inc.</name>
        <lei>PNBCIH9LE7WI83VJIF08</lei>
        <title>Stoneridge, Inc.</title>
        <cusip>86183P102</cusip>
        <identifiers>
          <isin value="US86183P1021"/>
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        <balance>5620.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Allianz SE</name>
        <lei>549300535GECAFITZP67</lei>
        <title>AllianzGI NFJ Dividend Interest &amp; Premium Strategy Fund</title>
        <cusip>01883A107</cusip>
        <identifiers>
          <isin value="US01883A1079"/>
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        <balance>13850.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PNM Resources, Inc.</name>
        <lei>5493003JOBJGLZSDDQ28</lei>
        <title>PNM Resources, Inc.</title>
        <cusip>69349H107</cusip>
        <identifiers>
          <isin value="US69349H1077"/>
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        <balance>3115.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119740.60000000</valUSD>
        <pctVal>0.029390868245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BlackRock, Inc.</name>
        <lei>WU48CSUCFTU86AQUYZ93</lei>
        <title>BlackRock Credit Allocation Income Trust</title>
        <cusip>092508100</cusip>
        <identifiers>
          <isin value="US0925081004"/>
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        <balance>3275.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>43230.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GLOBAL MEDICAL RESPONSE</name>
        <lei>549300ZFWD4ZFCEJCQ87</lei>
        <title>Global Medical Response, Inc., Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL264572"/>
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        <balance>1714990.09000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-04-28</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Service Properties Trust</name>
        <lei>529900IS770AG1K9QG27</lei>
        <title>Hospitality Properties Trust</title>
        <cusip>44106MAU6</cusip>
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          <isin value="US44106MAU62"/>
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        <balance>60000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-15</maturityDt>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co</name>
        <lei>N/A</lei>
        <title>CDX HY 34, 5 Year, at 5.00%, Quarterly</title>
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          <other otherDesc="PRIMARY IDENTIFIER" value="SP9U3AE18CSFB"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Credit Suisse Securities (USA) LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Markit CDX North American High Yield Index</indexName>
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            <swapFlag>N</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>Amazon.com, Inc.</title>
        <cusip>023135106</cusip>
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          <isin value="US0231351067"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Microchip Technology Incorporated</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>Microchip Technology, Inc., Convertible</title>
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          <isin value="US595017AF11"/>
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        <balance>119000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175530.59000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01625000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Microchip Technology Inc</name>
              <title>Microchip Technology Inc</title>
              <curCd>USD</curCd>
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                <cusip value="595017104"/>
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          <currencyInfos>
            <currencyInfo convRatio="10.50000000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nissan Motor Co., Ltd.</name>
        <lei>353800DRBDH1LUTNAY26</lei>
        <title>Nissan Motor Company, Ltd.</title>
        <cusip>367240000</cusip>
        <identifiers>
          <isin value="JP3672400003"/>
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        <balance>4600.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PepsiCo, Inc.</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PepsiCo, Inc.</title>
        <cusip>713448108</cusip>
        <identifiers>
          <isin value="US7134481081"/>
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        <balance>3888.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>514226.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Motors Company</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Company, Inc.</title>
        <cusip>37045XCV6</cusip>
        <identifiers>
          <isin value="US37045XCV64"/>
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        <balance>48000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47808.60000000</valUSD>
        <pctVal>0.011734835666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Aegon N.V.</name>
        <lei>KEIOKM01PSK5VZ5CCI74</lei>
        <title>Aegon Funding Corporation II, 5.100%</title>
        <cusip>00775V104</cusip>
        <identifiers>
          <isin value="US00775V1044"/>
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        <balance>2750.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63195.00000000</valUSD>
        <pctVal>0.015511496674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NATGASOLINE</name>
        <lei>549300OHXDYMQYZOWC24</lei>
        <title>Natgasoline, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL283320"/>
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        <balance>429562.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>412380.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04312500</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Synovus Financial Corp.</name>
        <lei>549300EIUS8UN5JTLE54</lei>
        <title>Synovus Financial Corporation</title>
        <cusip>87161C501</cusip>
        <identifiers>
          <isin value="US87161C5013"/>
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        <balance>11948.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>245292.44000000</valUSD>
        <pctVal>0.060208131457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Four Seasons Holdings Inc.</name>
        <lei>5493009FUVX8LHYY2202</lei>
        <title>Four Seasons Hotels, Ltd., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XA35100DAR72"/>
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        <balance>560479.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>529653.41000000</valUSD>
        <pctVal>0.130005809131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02178200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Caterpillar Inc.</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>Caterpillar Financial Services Corporation</title>
        <cusip>14913Q3A5</cusip>
        <identifiers>
          <isin value="US14913Q3A59"/>
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        <balance>53000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54685.91000000</valUSD>
        <pctVal>0.013422902304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136AB3K7</cusip>
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          <isin value="US3136AB3K71"/>
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        <balance>653636.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41952.22000000</valUSD>
        <pctVal>0.010297360883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Herc Holdings Inc.</name>
        <lei>549300TP80QLITMSBP82</lei>
        <title>Herc Holdings, Inc.</title>
        <cusip>42704LAA2</cusip>
        <identifiers>
          <isin value="US42704LAA26"/>
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        <balance>60000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60129.00000000</valUSD>
        <pctVal>0.014758933199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ares Management Corporation</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>Ares Capital Corporation, Convertible</title>
        <cusip>04010LAW3</cusip>
        <identifiers>
          <isin value="US04010LAW37"/>
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        <balance>64000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62320.00000000</valUSD>
        <pctVal>0.015296723993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Ares Capital Corp</name>
              <title>Ares Capital Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="04010L103"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="50.29300000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Next Alt S.a.r.l.</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>Neptune Finco Corporation</title>
        <cusip>64072TAA3</cusip>
        <identifiers>
          <isin value="US64072TAA34"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107500.00000000</valUSD>
        <pctVal>0.026386357980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>N/A</lei>
        <title>Banc of America Mortgage Securities Trust</title>
        <cusip>05949CFW1</cusip>
        <identifiers>
          <isin value="US05949CFW10"/>
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        <balance>56272.46400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50967.46000000</valUSD>
        <pctVal>0.012510192045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04114400</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NRG Energy, Inc.</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG Energy, Inc., Convertible</title>
        <cusip>629377CG5</cusip>
        <identifiers>
          <isin value="US629377CG50"/>
        </identifiers>
        <balance>125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126376.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>NRG Energy Inc</name>
              <title>NRG Energy Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="629377508"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="20.94790000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Terumo Corporation</name>
        <lei>353800JX1R4582QVK932</lei>
        <title>Terumo Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3546800008"/>
        </identifiers>
        <balance>1100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>41869.05000000</valUSD>
        <pctVal>0.010276946433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Windstream Holdings, Inc.</name>
        <lei>549300L3SXBFJVGRCF66</lei>
        <title>Windstream Services, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL293593"/>
        </identifiers>
        <balance>390000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>382687.50000000</valUSD>
        <pctVal>0.093932366228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02680000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Evercore Inc.</name>
        <lei>529900P6KLPT95DW3W58</lei>
        <title>Evercore, Inc.</title>
        <cusip>29977A105</cusip>
        <identifiers>
          <isin value="US29977A1051"/>
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        <balance>3205.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>188838.60000000</valUSD>
        <pctVal>0.046351282791</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>Toyoda Gosei Co., Ltd.</name>
        <lei>353800ZV4HXVM4DWPO50</lei>
        <title>Toyoda Gosei Company, Ltd.</title>
        <cusip>363420000</cusip>
        <identifiers>
          <isin value="JP3634200004"/>
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        <balance>2800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>58501.95000000</valUSD>
        <pctVal>0.014359566467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Entergy Corporation</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>Entergy Corporation</title>
        <cusip>29364G103</cusip>
        <identifiers>
          <isin value="US29364G1031"/>
        </identifiers>
        <balance>6702.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>628714.62000000</valUSD>
        <pctVal>0.154320828192</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>Federal Home Loan Banks Office of Finance</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>Federal Home Loan Bank Discount Notes</title>
        <cusip>313384E47</cusip>
        <identifiers>
          <isin value="US313384E470"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199951.00000000</valUSD>
        <pctVal>0.049078871297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>G1151C101</cusip>
        <identifiers>
          <isin value="IE00B4BNMY34"/>
        </identifiers>
        <balance>3221.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>691613.12000000</valUSD>
        <pctVal>0.169759547610</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>LNA Sante SA</name>
        <lei>969500FULTKJYIRIAT87</lei>
        <title>LNA Sante</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0004170017"/>
        </identifiers>
        <balance>381.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
        <valUSD>20316.54000000</valUSD>
        <pctVal>0.004986786021</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>Vodafone Group Plc</name>
        <lei>213800TQASLF9JXH5J59</lei>
        <title>Ziggo BV</title>
        <cusip>98954NAA7</cusip>
        <identifiers>
          <isin value="US98954NAA72"/>
        </identifiers>
        <balance>110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111791.90000000</valUSD>
        <pctVal>0.027439824117</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>0.05500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ministry of Finance Japan</name>
        <lei>5299003D9N4JBS256X18</lei>
        <title>Japan Post Holdings Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3752900005"/>
        </identifiers>
        <balance>1200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>8564.01000000</valUSD>
        <pctVal>0.002102074731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Comstock Resources, Inc.</name>
        <lei>I03QQGEA4SS774AURI46</lei>
        <title>Comstock Resources, Inc.</title>
        <cusip>205768AR5</cusip>
        <identifiers>
          <isin value="US205768AR55"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46687.50000000</valUSD>
        <pctVal>0.011459656634</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>0.09750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mondelez International, Inc.</name>
        <lei>549300CW356R8I7N8D33</lei>
        <title>Mondelez International Holdings Netherlands BV</title>
        <cusip>60920LAC8</cusip>
        <identifiers>
          <isin value="US60920LAC81"/>
        </identifiers>
        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66149.32000000</valUSD>
        <pctVal>0.016236647792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</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>Cardtronics plc</name>
        <lei>YMFI60WPVOWROKG67Y03</lei>
        <title>Cardtronics, Inc., Convertible</title>
        <cusip>14161HAG3</cusip>
        <identifiers>
          <isin value="US14161HAG39"/>
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        <balance>207000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204153.75000000</valUSD>
        <pctVal>0.050110455167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Cardtronics PLC</name>
              <title>Cardtronics PLC</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="14161HAG3"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="19.10220000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Discover Financial Services</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
        <title>Discover Bank</title>
        <cusip>25466AAD3</cusip>
        <identifiers>
          <isin value="US25466AAD37"/>
        </identifiers>
        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38224.75000000</valUSD>
        <pctVal>0.009382436625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Atlas Copco AB</name>
        <lei>213800T8PC8Q4FYJZR07</lei>
        <title>Atlas Copco AB, Class A</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0011166610"/>
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        <balance>13240.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.31820000"/>
        <valUSD>563831.31000000</valUSD>
        <pctVal>0.138394928242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GWA Group Limited</name>
        <lei>N/A</lei>
        <title>GWA Group, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000GWA4"/>
        </identifiers>
        <balance>30312.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.44907000"/>
        <valUSD>58625.43000000</valUSD>
        <pctVal>0.014389875188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nomura Real Estate Master Fund, Inc.</name>
        <lei>353800TNNZOQ1CPZE086</lei>
        <title>Nomura Real Estate Master Fund, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3048110005"/>
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        <balance>2.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>2395.40000000</valUSD>
        <pctVal>0.000587961692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PerkinElmer, Inc.</name>
        <lei>549300IKL1SDPFI7N655</lei>
        <title>PerkinElmer, Inc.</title>
        <cusip>714046109</cusip>
        <identifiers>
          <isin value="US7140461093"/>
        </identifiers>
        <balance>1174.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115157.66000000</valUSD>
        <pctVal>0.028265965031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>Gartner, Inc.</name>
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        <name>CVS Health Corporation</name>
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        <name>Exelon Corporation</name>
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        <name>International Flavors &amp; Fragrances Inc.</name>
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        <name>Seven West Media Limited</name>
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        <name>Westpac Banking Corporation</name>
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        <name>Encompass Health Corporation</name>
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        <name>Mitsuboshi Belting Ltd.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Danaher Corporation</name>
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        <name>iStar Inc.</name>
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        <name>State Street Corporation</name>
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        <name>First Industrial Realty Trust, Inc.</name>
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        <name>T. Rowe Price Group, Inc.</name>
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        <name>Truist Financial Corporation</name>
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        <name>Element Solutions Inc</name>
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        <name>Desmarais Family Residuary Trust</name>
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        <name>Designer Brands Inc.</name>
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        <name>UBS Group AG</name>
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        <title>Master Asset Securitization Trust</title>
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        <name>Occidental Petroleum Corporation</name>
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      <invstOrSec>
        <name>United Airlines Holdings, Inc.</name>
        <lei>K1OQBWM7XEOO08LDNP29</lei>
        <title>United Airlines, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL269077"/>
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        <balance>517326.48000000</balance>
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        <curCd>USD</curCd>
        <valUSD>469799.70000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Anthem, Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>Anthem, Inc.</title>
        <cusip>036752103</cusip>
        <identifiers>
          <isin value="US0367521038"/>
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        <balance>1375.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>361597.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hess Corporation</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>Hess Corporation</title>
        <cusip>42809HAF4</cusip>
        <identifiers>
          <isin value="US42809HAF47"/>
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        <balance>41000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41305.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BCP RAPTOR II LLC</name>
        <lei>254900ZZQV4TQNP45753</lei>
        <title>BCP Raptor II, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL279476"/>
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        <balance>400950.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258612.75000000</valUSD>
        <pctVal>0.063477661392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04928200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Murphy Oil Corporation</name>
        <lei>QBKYQD0ODE7DC7PDIN91</lei>
        <title>Murphy Oil Corporation</title>
        <cusip>626717AM4</cusip>
        <identifiers>
          <isin value="US626717AM42"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44000.00000000</valUSD>
        <pctVal>0.010799997684</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>0.05875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>China Petrochemical Corporation</name>
        <lei>549300C6OZZ8LTVR8209</lei>
        <title>Sinopec Group Overseas Development 2018, Ltd.</title>
        <cusip>82939GAN8</cusip>
        <identifiers>
          <isin value="US82939GAN88"/>
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        <balance>42000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43110.22000000</valUSD>
        <pctVal>0.010581597186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>VG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02150000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc.</title>
        <cusip>38148BAB4</cusip>
        <identifiers>
          <isin value="US38148BAB45"/>
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        <balance>187000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171422.90000000</valUSD>
        <pctVal>0.042076520980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04369600</annualizedRt>
          <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 Corporation</name>
        <lei>N/A</lei>
        <title>Credit Acceptance Corporation</title>
        <cusip>225310AN1</cusip>
        <identifiers>
          <isin value="US225310AN19"/>
        </identifiers>
        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67599.00000000</valUSD>
        <pctVal>0.016592478261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group plc</title>
        <cusip>53944YAH6</cusip>
        <identifiers>
          <isin value="US53944YAH62"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71143.86000000</valUSD>
        <pctVal>0.017462580074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FirstEnergy Corporation</title>
        <cusip>337932AG2</cusip>
        <identifiers>
          <isin value="US337932AG27"/>
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        <balance>66000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68448.16000000</valUSD>
        <pctVal>0.016800908398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02850000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Yuasa Trading Co., Ltd.</name>
        <lei>N/A</lei>
        <title>Yuasa Trading Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3945200008"/>
        </identifiers>
        <balance>1600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>43252.41000000</valUSD>
        <pctVal>0.010616498360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Halma plc</name>
        <lei>2138007FRGLUR9KGBT40</lei>
        <title>Halma plc</title>
        <cusip>000405207</cusip>
        <identifiers>
          <isin value="GB0004052071"/>
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        <balance>25807.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80704000"/>
        <valUSD>735244.29000000</valUSD>
        <pctVal>0.180469014314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Schneider Electric S.E.</name>
        <lei>969500A1YF1XUYYXS284</lei>
        <title>Schneider Electric SE</title>
        <cusip>000012197</cusip>
        <identifiers>
          <isin value="FR0000121972"/>
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        <balance>6704.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
        <valUSD>745727.50000000</valUSD>
        <pctVal>0.183042165308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136A66D1</cusip>
        <identifiers>
          <isin value="US3136A66D15"/>
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        <balance>809046.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42012.64000000</valUSD>
        <pctVal>0.010312191244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company</title>
        <cusip>949746SA0</cusip>
        <identifiers>
          <isin value="US949746SA05"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50890.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Raytheon Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>United Technologies Corporation</title>
        <cusip>913017DD8</cusip>
        <identifiers>
          <isin value="US913017DD80"/>
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        <balance>78000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89058.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Buckeye Partners, L.P.</name>
        <lei>549300C1PQJLVEIUBK50</lei>
        <title>Buckeye Partners, LP</title>
        <cusip>118230AR2</cusip>
        <identifiers>
          <isin value="US118230AR27"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19050.00000000</valUSD>
        <pctVal>0.004675908088</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>0.04125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tiaa Board Of Overseers</name>
        <lei>W4CSTD4RDGQSJ4FOVO30</lei>
        <title>Nuveen Credit Strategies Income Fund</title>
        <cusip>67073D102</cusip>
        <identifiers>
          <isin value="US67073D1028"/>
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        <balance>10950.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63948.00000000</valUSD>
        <pctVal>0.015696323908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="Registered Investment Company"/>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge, Inc.</title>
        <cusip>29250NAW5</cusip>
        <identifiers>
          <isin value="US29250NAW56"/>
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        <balance>267000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262995.00000000</valUSD>
        <pctVal>0.064553304344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2078-03-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Galaxy Entertainment Group Limited</name>
        <lei>549300ZSEBV3HR826S10</lei>
        <title>Galaxy Entertainment Group, Ltd.</title>
        <cusip>002703268</cusip>
        <identifiers>
          <isin value="HK0027032686"/>
        </identifiers>
        <balance>38000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.75050000"/>
        <valUSD>260670.48000000</valUSD>
        <pctVal>0.063982740466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Conventional 30-Yr. Pass Through</title>
        <cusip>31418CYM0</cusip>
        <identifiers>
          <isin value="US31418CYM09"/>
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        <balance>916542.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>970521.15000000</valUSD>
        <pctVal>0.238218776662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company</title>
        <cusip>94974BFN5</cusip>
        <identifiers>
          <isin value="US94974BFN55"/>
        </identifiers>
        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76219.95000000</valUSD>
        <pctVal>0.018708529171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KeyCorp</name>
        <lei>RKPI3RZGV1V1FJTH5T61</lei>
        <title>KeyCorp</title>
        <cusip>493267108</cusip>
        <identifiers>
          <isin value="US4932671088"/>
        </identifiers>
        <balance>47021.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>572715.78000000</valUSD>
        <pctVal>0.140575661320</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>Teradyne, Inc.</name>
        <lei>C3X4YJ278QNZHRJULN75</lei>
        <title>Teradyne, Inc., Convertible</title>
        <cusip>880770AG7</cusip>
        <identifiers>
          <isin value="US880770AG70"/>
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        <balance>94000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252197.46000000</valUSD>
        <pctVal>0.061902999639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Teradyne Inc</name>
              <title>Teradyne Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="880770102"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="31.62180000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>American Express Company</title>
        <cusip>025816CC1</cusip>
        <identifiers>
          <isin value="US025816CC13"/>
        </identifiers>
        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38092.88000000</valUSD>
        <pctVal>0.009350068541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMCD N.V.</name>
        <lei>724500NSJPNFJPDAUP02</lei>
        <title>IMCD NV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0010801007"/>
        </identifiers>
        <balance>251.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
        <valUSD>23669.04000000</valUSD>
        <pctVal>0.005809672209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Molina Healthcare, Inc.</name>
        <lei>549300NQQCEQ46YHZ591</lei>
        <title>Molina Healthcare, Inc.</title>
        <cusip>60855RAJ9</cusip>
        <identifiers>
          <isin value="US60855RAJ95"/>
        </identifiers>
        <balance>90000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90225.00000000</valUSD>
        <pctVal>0.022146131616</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>0.04375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CVS Health Corporation</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS Health Corporation</title>
        <cusip>126650BZ2</cusip>
        <identifiers>
          <isin value="US126650BZ20"/>
        </identifiers>
        <balance>44000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45920.16000000</valUSD>
        <pctVal>0.011271309583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>salesforce.com, inc.</name>
        <lei>RCGZFPDMRW58VJ54VR07</lei>
        <title>Salesforce.com, Inc.</title>
        <cusip>79466L302</cusip>
        <identifiers>
          <isin value="US79466L3024"/>
        </identifiers>
        <balance>1088.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>203815.04000000</valUSD>
        <pctVal>0.050027317276</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>The TJX Companies, Inc.</name>
        <lei>V167QI9I69W364E2DY52</lei>
        <title>TJX Companies, Inc.</title>
        <cusip>872540AR0</cusip>
        <identifiers>
          <isin value="US872540AR08"/>
        </identifiers>
        <balance>31000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34490.70000000</valUSD>
        <pctVal>0.008465897276</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>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hewlett Packard Enterprise Company</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>Hewlett Packard Enterprise Company</title>
        <cusip>42824CBG3</cusip>
        <identifiers>
          <isin value="US42824CBG33"/>
        </identifiers>
        <balance>28000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30597.06000000</valUSD>
        <pctVal>0.007510185844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04450000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ADVANCED DRAINAGE SYSTEMS</name>
        <lei>6QQTOZ5MF5DHM7K92I60</lei>
        <title>Advanced Drainage Systems, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL315614"/>
        </identifiers>
        <balance>90000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87412.50000000</valUSD>
        <pctVal>0.021455790855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02437500</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MGM Resorts International</name>
        <lei>54930066VBP7DZEGGJ87</lei>
        <title>MGM Resorts International</title>
        <cusip>552953CC3</cusip>
        <identifiers>
          <isin value="US552953CC35"/>
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        <balance>60000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60600.00000000</valUSD>
        <pctVal>0.014874542266</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>0.06000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings plc</title>
        <cusip>404280CE7</cusip>
        <identifiers>
          <isin value="US404280CE72"/>
        </identifiers>
        <balance>39000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40441.51000000</valUSD>
        <pctVal>0.009926550326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02633000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Samsung Electronics Co., Ltd.</name>
        <lei>9884007ER46L6N7EI764</lei>
        <title>Samsung Electronics Company, Ltd. GDR</title>
        <cusip>796050888</cusip>
        <identifiers>
          <isin value="US7960508882"/>
        </identifiers>
        <balance>406.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>443845.23000000</valUSD>
        <pctVal>0.108943805828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kemper Corporation</name>
        <lei>549300FNI1JKTRY2PV09</lei>
        <title>Kemper Corporation</title>
        <cusip>488401100</cusip>
        <identifiers>
          <isin value="US4884011002"/>
        </identifiers>
        <balance>4980.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>361149.60000000</valUSD>
        <pctVal>0.088645791906</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>CORAL-US CO-BORROWER LLC</name>
        <lei>N/A</lei>
        <title>Coral-US Co-Borrower, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL328698"/>
        </identifiers>
        <balance>1440000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1365307.20000000</valUSD>
        <pctVal>0.335120786344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02428200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Live Nation Entertainment, Inc.</name>
        <lei>5493007B9BM9ZXJINO78</lei>
        <title>Live Nation Entertainment, Inc., Convertible</title>
        <cusip>538034AQ2</cusip>
        <identifiers>
          <isin value="US538034AQ25"/>
        </identifiers>
        <balance>238000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241421.25000000</valUSD>
        <pctVal>0.059257930479</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>0.02500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Live Nation Entertainment Inc</name>
              <title>Live Nation Entertainment Inc</title>
              <curCd>USD</curCd>
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                <cusip value="538034109"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="14.70050000" curCd="USD"/>
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          <delta>XXXX</delta>
        </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"/>
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        <balance>5468.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>383088.08000000</valUSD>
        <pctVal>0.094030690388</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>Southwest Airlines Co.</name>
        <lei>UDTZ87G0STFETI6HGH41</lei>
        <title>Southwest Airlines Company, Convertible</title>
        <cusip>844741BG2</cusip>
        <identifiers>
          <isin value="US844741BG22"/>
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        <balance>221000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265427.85000000</valUSD>
        <pctVal>0.065150458306</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>0.01250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Southwest Airlines Co</name>
              <title>Southwest Airlines Co</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="844741108"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="25.99090000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Alexandria Real Estate Equities, Inc.</name>
        <lei>MGCJBT4MKTQBVLNUIS88</lei>
        <title>Alexandria Real Estate Equities, Inc.</title>
        <cusip>015271109</cusip>
        <identifiers>
          <isin value="US0152711091"/>
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        <balance>2465.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>399946.25000000</valUSD>
        <pctVal>0.098168603956</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>T-Mobile US, Inc.</name>
        <lei>549300ZTTY7CXOLJ6539</lei>
        <title>Sprint Corporation</title>
        <cusip>85207UAJ4</cusip>
        <identifiers>
          <isin value="US85207UAJ43"/>
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        <balance>230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265362.50000000</valUSD>
        <pctVal>0.065134417855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Autobacs Seven Co.,Ltd.</name>
        <lei>5299006NCUSCPURTQB07</lei>
        <title>Autobacs Seven Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3172500005"/>
        </identifiers>
        <balance>1600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>20217.03000000</valUSD>
        <pctVal>0.004962360845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anheuser-Busch InBev SA/NV</name>
        <lei>N/A</lei>
        <title>Anheuser-Busch Companies, LLC</title>
        <cusip>03522AAG5</cusip>
        <identifiers>
          <isin value="US03522AAG58"/>
        </identifiers>
        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39299.78000000</valUSD>
        <pctVal>0.009646307568</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>0.03650000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Onex Corporation</name>
        <lei>894500LB8PNE5C7CEN88</lei>
        <title>Onex Corporation</title>
        <cusip>68272K954</cusip>
        <identifiers>
          <isin value="CA68272K1030"/>
        </identifiers>
        <balance>1653.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35760000"/>
        <valUSD>74674.79000000</valUSD>
        <pctVal>0.018329262707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>Sempra Energy</title>
        <cusip>816851AV1</cusip>
        <identifiers>
          <isin value="US816851AV10"/>
        </identifiers>
        <balance>68000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73788.68000000</valUSD>
        <pctVal>0.018111763026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03550000</annualizedRt>
          <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 X, Ltd.</name>
        <lei>5493004LEP80CTDZQ594</lei>
        <title>Sound Point CLO X, Ltd.</title>
        <cusip>83609WAW0</cusip>
        <identifiers>
          <isin value="US83609WAW01"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>362030.40000000</valUSD>
        <pctVal>0.088861988224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03835200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OptiNose, Inc.</name>
        <lei>549300CPBME7Z3CYMN16</lei>
        <title>Optinose, Inc.</title>
        <cusip>68404V100</cusip>
        <identifiers>
          <isin value="US68404V1008"/>
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        <balance>9298.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69177.12000000</valUSD>
        <pctVal>0.016979834905</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>EPR Properties</name>
        <lei>549300YSSXFHMPOWZ492</lei>
        <title>EPR Properties, Convertible, 5.750%</title>
        <cusip>26884U208</cusip>
        <identifiers>
          <isin value="US26884U2087"/>
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        <balance>1135.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20668.35000000</valUSD>
        <pctVal>0.005073139367</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>ASGN Incorporated</name>
        <lei>LZBNYYCBUKY537072438</lei>
        <title>ASGN, Inc.</title>
        <cusip>00191U102</cusip>
        <identifiers>
          <isin value="US00191U1025"/>
        </identifiers>
        <balance>3457.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>230512.76000000</valUSD>
        <pctVal>0.056580392598</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>R.R. Donnelley &amp; Sons Company</name>
        <lei>SU4X0P4WWRGOQDTSV032</lei>
        <title>R.R. Donnelley &amp; Sons Company, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL280642"/>
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        <balance>98994.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91322.85000000</valUSD>
        <pctVal>0.022415603831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.05178300</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Manulife Financial Corporation</name>
        <lei>5493007GBX87QOZACS27</lei>
        <title>Manulife Financial Corporation</title>
        <cusip>56501R957</cusip>
        <identifiers>
          <isin value="CA56501R1064"/>
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        <balance>13488.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35760000"/>
        <valUSD>183502.77000000</valUSD>
        <pctVal>0.045041579344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Groupe BPCE</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA</title>
        <cusip>05583JAA0</cusip>
        <identifiers>
          <isin value="US05583JAA07"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36190.42000000</valUSD>
        <pctVal>0.008883101186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Japan Tobacco Inc.</name>
        <lei>353800Z0ENYBQO0XRJ31</lei>
        <title>Japan Tobacco, Inc.</title>
        <cusip>372680000</cusip>
        <identifiers>
          <isin value="JP3726800000"/>
        </identifiers>
        <balance>200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>3714.55000000</valUSD>
        <pctVal>0.000911752986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Primerica, Inc.</name>
        <lei>254900621R686KJR7022</lei>
        <title>Primerica, Inc.</title>
        <cusip>74164M108</cusip>
        <identifiers>
          <isin value="US74164M1080"/>
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        <balance>2592.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>302227.20000000</valUSD>
        <pctVal>0.074183024097</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>State Automobile Mutual Insurance Company, Inc.</name>
        <lei>N/A</lei>
        <title>State Auto Financial Corporation</title>
        <cusip>855707105</cusip>
        <identifiers>
          <isin value="US8557071052"/>
        </identifiers>
        <balance>2480.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44268.00000000</valUSD>
        <pctVal>0.010865779488</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>FBL Financial Group, Inc.</name>
        <lei>N/A</lei>
        <title>FBL Financial Group, Inc.</title>
        <cusip>30239F106</cusip>
        <identifiers>
          <isin value="US30239F1066"/>
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        <balance>313.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11233.57000000</valUSD>
        <pctVal>0.002757330227</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>Comerica Incorporated</name>
        <lei>I9Q57JVPWHHZ3ZGBW498</lei>
        <title>Comerica, Inc.</title>
        <cusip>200340107</cusip>
        <identifiers>
          <isin value="US2003401070"/>
        </identifiers>
        <balance>3014.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>114833.40000000</valUSD>
        <pctVal>0.028186373957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Panasonic Corporation</name>
        <lei>254900GE1G59KGWPHX32</lei>
        <title>Panasonic Corporation</title>
        <cusip>69832AAA4</cusip>
        <identifiers>
          <isin value="US69832AAA43"/>
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        <balance>53000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54530.90000000</valUSD>
        <pctVal>0.013384854403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02536000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Bank of N.T. Butterfield &amp; Son Limited</name>
        <lei>549300V8RVM0EMTDPF28</lei>
        <title>Bank of N.T. Butterfield &amp; Son, Ltd.</title>
        <cusip>G0772R208</cusip>
        <identifiers>
          <isin value="BMG0772R2087"/>
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        <balance>5962.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>145413.18000000</valUSD>
        <pctVal>0.035692318348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PIXELLE SPECIALTY SOLUTIONS</name>
        <lei>5493002S74PA4Q8Y8Z86</lei>
        <title>Pixelle Specialty Solutions, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL282453"/>
        </identifiers>
        <balance>685829.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>644680.01000000</valUSD>
        <pctVal>0.158239604897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WPX Energy, Inc.</name>
        <lei>ZXZE9GCS2BB547GJW219</lei>
        <title>WPX Energy, Inc.</title>
        <cusip>98212BAH6</cusip>
        <identifiers>
          <isin value="US98212BAH69"/>
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        <balance>90000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87300.00000000</valUSD>
        <pctVal>0.021428177224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PACIFIC GAS &amp; ELECTRIC</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>Pacific Gas &amp; Electric Company, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL337602"/>
        </identifiers>
        <balance>865000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>848781.25000000</valUSD>
        <pctVal>0.208337171249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Golden Entertainment, Inc.</name>
        <lei>549300P8YYCKQVJ0Y638</lei>
        <title>Golden Entertainment, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL245034"/>
        </identifiers>
        <balance>1032550.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>930152.02000000</valUSD>
        <pctVal>0.228309992331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Volt LXXXII LLC</name>
        <lei>N/A</lei>
        <title>Vericrest Opportunity Loan Transferee</title>
        <cusip>91833HAB0</cusip>
        <identifiers>
          <isin value="US91833HAB06"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>866605.59000000</valUSD>
        <pctVal>0.212712235584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04090000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings plc</title>
        <cusip>404280AT6</cusip>
        <identifiers>
          <isin value="US404280AT69"/>
        </identifiers>
        <balance>136000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139655.68000000</valUSD>
        <pctVal>0.034279114106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fortive Corporation</name>
        <lei>549300MU9YQJYHDQEF63</lei>
        <title>Fortive Corporation, Convertible, 5.000%</title>
        <cusip>34959J207</cusip>
        <identifiers>
          <isin value="US34959J2078"/>
        </identifiers>
        <balance>151.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>130042.71000000</valUSD>
        <pctVal>0.031919567430</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>Takeda Pharmaceutical Company Limited</name>
        <lei>549300ZLMVP4X0OGR454</lei>
        <title>Takeda Pharmaceutical Company, Ltd.</title>
        <cusip>346300000</cusip>
        <identifiers>
          <isin value="JP3463000004"/>
        </identifiers>
        <balance>4100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>147304.67000000</valUSD>
        <pctVal>0.036156593067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cheniere Energy, Inc.</name>
        <lei>MIHC87W9WTYSYZWV1J40</lei>
        <title>Cheniere Energy, Inc.</title>
        <cusip>16411R208</cusip>
        <identifiers>
          <isin value="US16411R2085"/>
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        <balance>557.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26914.24000000</valUSD>
        <pctVal>0.006606221129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>British American Tobacco p.l.c.</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>Reynolds American, Inc.</title>
        <cusip>761713AY2</cusip>
        <identifiers>
          <isin value="US761713AY21"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38986.42000000</valUSD>
        <pctVal>0.009569391948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04850000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Southern Company</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>Southern Company</title>
        <cusip>842587CS4</cusip>
        <identifiers>
          <isin value="US842587CS44"/>
        </identifiers>
        <balance>43000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43730.85000000</valUSD>
        <pctVal>0.010733933608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02350000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>Royal Bank of Canada</title>
        <cusip>78015K7G3</cusip>
        <identifiers>
          <isin value="US78015K7G34"/>
        </identifiers>
        <balance>31000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31801.16000000</valUSD>
        <pctVal>0.007805737599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eastman Chemical Company</name>
        <lei>FDPVHDGJ1IQZFK9KH630</lei>
        <title>Eastman Chemical Company</title>
        <cusip>277432100</cusip>
        <identifiers>
          <isin value="US2774321002"/>
        </identifiers>
        <balance>6253.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>435458.92000000</valUSD>
        <pctVal>0.106885348360</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>Camden Property Trust</name>
        <lei>5493002MYX22OHYJBD89</lei>
        <title>Camden Property Trust</title>
        <cusip>133131102</cusip>
        <identifiers>
          <isin value="US1331311027"/>
        </identifiers>
        <balance>4008.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>365609.76000000</valUSD>
        <pctVal>0.089740558217</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>Next Alt S.a.r.l.</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>SFR Group SA</title>
        <cusip>67054KAA7</cusip>
        <identifiers>
          <isin value="US67054KAA79"/>
        </identifiers>
        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156591.00000000</valUSD>
        <pctVal>0.038435964488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Energy Solutions, LLC</name>
        <lei>549300X3SKIUYR2MFH75</lei>
        <title>EnergySolutions, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL269073"/>
        </identifiers>
        <balance>343000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314987.19000000</valUSD>
        <pctVal>0.077315020972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hannon Armstrong Sustainable Infrastructure Capital, Inc.</name>
        <lei>N/A</lei>
        <title>Hannon Armstrong Sustainable Infrastructure Capital, Convertible</title>
        <cusip>41068XAB6</cusip>
        <identifiers>
          <isin value="US41068XAB64"/>
        </identifiers>
        <balance>112000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129482.39000000</valUSD>
        <pctVal>0.031782034368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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            <dbtSecRefInstrument>
              <name>Hannon Armstrong Sustainable Infrastructure Capital Inc</name>
              <title>Hannon Armstrong Sustainable Infrastructure Capital Inc</title>
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      <invstOrSec>
        <name>S&amp;P Global Inc.</name>
        <lei>Y6X4K52KMJMZE7I7MY94</lei>
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          <isin value="US78409V1044"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Cengage Learning, Inc.</name>
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          <ticker value="BL201089"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Swiss Prime Site AG</name>
        <lei>506700XI9H64OPR34158</lei>
        <title>Swiss Prime Site AG</title>
        <cusip>N/A</cusip>
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          <isin value="CH0008038389"/>
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        <balance>1902.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Kimberly-Clark Corporation</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
        <title>Kimberly-Clark Corporation</title>
        <cusip>494368103</cusip>
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          <isin value="US4943681035"/>
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        <balance>1935.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Primoris Services Corporation</name>
        <lei>549300UF3OLBJ8D5K349</lei>
        <title>Primoris Services Corporation</title>
        <cusip>74164F103</cusip>
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          <isin value="US74164F1030"/>
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        <balance>9962.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>Bank of New York Mellon Corporation</title>
        <cusip>06406RAA5</cusip>
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          <isin value="US06406RAA59"/>
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        <balance>58000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>59893.77000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-02-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02600000</annualizedRt>
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      <invstOrSec>
        <name>Fertitta Entertainment, Inc.</name>
        <lei>N/A</lei>
        <title>Landry's, Inc.</title>
        <cusip>38113YAE9</cusip>
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          <isin value="US38113YAE95"/>
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        <balance>120000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>86250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06750000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>American Tower Corporation (REIT)</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corporation</title>
        <cusip>03027X100</cusip>
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          <isin value="US03027X1000"/>
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        <balance>1348.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Vertex Pharmaceuticals Incorporated</name>
        <lei>54930015RAQRRZ5ZGJ91</lei>
        <title>Vertex Pharmaceuticals, Inc.</title>
        <cusip>92532F100</cusip>
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          <isin value="US92532F1003"/>
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        <balance>1260.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>Altria Group, Inc.</title>
        <cusip>02209SBC6</cusip>
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          <isin value="US02209SBC61"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>40256.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04400000</annualizedRt>
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        <name>TOTAL S.A.</name>
        <lei>529900S21EQ1BO4ESM68</lei>
        <title>Total SA</title>
        <cusip>000012027</cusip>
        <identifiers>
          <isin value="FR0000120271"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>First Busey Corporation</name>
        <lei>549300X4ZNLYSX7GUY60</lei>
        <title>First Busey Corporation</title>
        <cusip>319383204</cusip>
        <identifiers>
          <isin value="US3193832041"/>
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        <balance>2571.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47949.15000000</valUSD>
        <pctVal>0.011769334295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Eldorado Resorts Inc.</name>
        <lei>5299000BKFWWVND5L441</lei>
        <title>Eldorado Resorts, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL224978"/>
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        <balance>111232.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110329.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
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      <invstOrSec>
        <name>T-Mobile US, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL269455"/>
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        <balance>865000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>863131.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03178200</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GCI Liberty, Inc.</name>
        <lei>N/A</lei>
        <title>GCI Liberty, Inc., Convertible</title>
        <cusip>36164VAA5</cusip>
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          <isin value="US36164VAA52"/>
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        <balance>679000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
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              <name>Charter Communications Inc</name>
              <title>Charter Communications Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="16119P108"/>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Primo Water Corporation</name>
        <lei>5493005TMUI9D3MY9I37</lei>
        <title>Cott Corporation</title>
        <cusip>74167P108</cusip>
        <identifiers>
          <isin value="CA74167P1080"/>
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        <balance>25767.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Planet Fitness, Inc.</name>
        <lei>549300LLE5HUPF6H8G33</lei>
        <title>Planet Fitness, Inc.</title>
        <cusip>72703H101</cusip>
        <identifiers>
          <isin value="US72703H1014"/>
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        <balance>1190.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>72078.30000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co</name>
        <lei>N/A</lei>
        <title>CBOT 5-Yr. U.S. Treasury Note</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FVU0"/>
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        <balance>-5.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1927.15000000</valUSD>
        <pctVal>-0.00047302762</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Company</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>United States Department of The Treasury</issuerName>
                <issueTitle>United States Treasury Note/Bond</issueTitle>
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                  <cusip value="912828YV6"/>
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            </descRefInstrmnt>
            <expDate>2020-09-30</expDate>
            <notionalAmt>-626783.80000000</notionalAmt>
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            <unrealizedAppr>-1927.15000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>QCR Holdings, Inc.</name>
        <lei>549300MWKWM7KWJVQO33</lei>
        <title>QCR Holdings, Inc.</title>
        <cusip>74727A104</cusip>
        <identifiers>
          <isin value="US74727A1043"/>
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        <balance>214.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6672.52000000</valUSD>
        <pctVal>0.001637800012</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>Desmarais Family Residuary Trust</name>
        <lei>50670041A514US1R5558</lei>
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        <name>Novo Nordisk A/S</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Anheuser-Busch InBev SA/NV</name>
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      <invstOrSec>
        <name>Otsuka Corporation</name>
        <lei>529900RG9DJ58J3UIE72</lei>
        <title>Otsuka Corporation</title>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EQT Corporation</name>
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        <title>EQT Corporation</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Deutsche Borse AG</name>
        <lei>529900G3SW56SHYNPR95</lei>
        <title>Deutsche Boerse AG</title>
        <cusip>000581005</cusip>
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          <isin value="DE0005810055"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Astellas Pharma Inc.</name>
        <lei>529900IB708DY2HBBB35</lei>
        <title>Astellas Pharmaceutical, Inc.</title>
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          <isin value="JP3942400007"/>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Nordea Bank Abp</name>
        <lei>529900ODI3047E2LIV03</lei>
        <title>Nordea Bank Abp</title>
        <cusip>65559CAA9</cusip>
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        <invCountry>FI</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-03-06</maturityDt>
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      <invstOrSec>
        <name>Huntington Bancshares Incorporated</name>
        <lei>549300XTVCVV9I7B5T19</lei>
        <title>Huntington Bancshares, Inc.</title>
        <cusip>446150AJ3</cusip>
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          <isin value="US446150AJ36"/>
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        <balance>45000.00000000</balance>
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        <valUSD>45749.37000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-03-14</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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        <name>The Allstate Corporation</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>Allstate Corporation, 5.100%</title>
        <cusip>020002838</cusip>
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          <isin value="US0200028381"/>
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        <balance>5700.00000000</balance>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EXEDY Corporation</name>
        <lei>35380047PHY08BBD5M18</lei>
        <title>Exedy Corporation</title>
        <cusip>316116000</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Nabors Industries Ltd.</name>
        <lei>N/A</lei>
        <title>Nabors Industries, Ltd.</title>
        <cusip>629571AA8</cusip>
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        <balance>90000.00000000</balance>
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        <valUSD>55350.00000000</valUSD>
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        <invCountry>BM</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-01-15</maturityDt>
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        <name>L'Oreal S.A.</name>
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        <title>L'Oreal SA</title>
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        <invCountry>FR</invCountry>
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        <name>NorthWestern Corporation</name>
        <lei>3BPWMBHR1R9SHUN7J795</lei>
        <title>NorthWestern Corporation</title>
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        <name>Charter Communications, Inc.</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating, LLC</title>
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        <invCountry>US</invCountry>
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        <name>Renaissance Home Equity Loan Trust 2006-4</name>
        <lei>N/A</lei>
        <title>Renaissance Home Equity Loan Trust</title>
        <cusip>75970HAE0</cusip>
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          <maturityDt>2037-01-25</maturityDt>
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        <name>Medtronic plc</name>
        <lei>D56MRZY2INAN94ZONZ37</lei>
        <title>Medtronic, Inc.</title>
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        <invCountry>US</invCountry>
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          <annualizedRt>0.03500000</annualizedRt>
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        <name>Tenet Healthcare Corporation</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>Tenet Healthcare Corporation</title>
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        <balance>60000.00000000</balance>
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        <invCountry>US</invCountry>
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        <name>Nexstar Media Group, Inc.</name>
        <lei>5493006PK6I4I2OOT688</lei>
        <title>Nexstar Escrow Corporation</title>
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        <invCountry>US</invCountry>
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        <name>Marathon Petroleum Corporation</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
        <title>Marathon Petroleum Corporation</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>HCA Healthcare, Inc.</name>
        <lei>529900PH4ZGUH2MNEU89</lei>
        <title>HCA Healthcare, Inc.</title>
        <cusip>40412C101</cusip>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>COMMSCOPE INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>iHeartMedia, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PTC Inc.</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-15</maturityDt>
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        <name>NEXON Co., Ltd.</name>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Norbord Inc.</name>
        <lei>549300VL705RQ5PHI407</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Public Service Enterprise Group Incorporated</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Talos Energy Inc.</name>
        <lei>549300OKFHZ84SFJFT95</lei>
        <title>Talos Energy, Inc.</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>N/A</lei>
        <title>Credit Suisse First Boston Mortgage Securities Corporation</title>
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        <fairValLevel>2</fairValLevel>
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        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP Paribas SA</title>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley &amp; Co</name>
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        <title>CBOT 10-Yr. U.S. Treasury Note</title>
        <cusip>N/A</cusip>
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        <name>Kilroy Realty Corporation</name>
        <lei>549300CXXI18B214UN80</lei>
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        <name>Golden Nugget Inc New</name>
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        <name>Iron Mountain Incorporated</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>Iron Mountain, Inc.</title>
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        <name>Marathon Petroleum Corporation</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
        <title>Marathon Petroleum Corporation</title>
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        <name>Carlsberg A/S</name>
        <lei>5299001O0WJQYB5GYZ19</lei>
        <title>Carlsberg AS</title>
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        <invCountry>DK</invCountry>
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        <name>Novartis AG</name>
        <lei>5493007HIVTX6SY6XD66</lei>
        <title>Novartis AG</title>
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        <name>Huntington Ingalls Industries, Inc.</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
        <title>Huntington Ingalls Industries, Inc.</title>
        <cusip>446413106</cusip>
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        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley, 7.125%</title>
        <cusip>61762V200</cusip>
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        <balance>6200.00000000</balance>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Thrivent Mutual Funds</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value=".TFLSTR"/>
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        <assetCat>STIV</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Casey's General Stores, Inc.</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Business Jet Securities LLC Series 2018-2</name>
        <lei>N/A</lei>
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          <isin value="US12326RAA05"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-06-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
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          <isin value="US9078181081"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Steel Dynamics, Inc.</name>
        <lei>549300HGGKEL4FYTTQ83</lei>
        <title>Steel Dynamics, Inc.</title>
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          <isin value="US858119BL37"/>
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        <balance>21000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Sumitomo Corporation</name>
        <lei>V82KK8NH1P0JS71FJC05</lei>
        <title>Sumitomo Corporation</title>
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          <isin value="JP3404600003"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Chesapeake Energy Corporation</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
        <title>Chesapeake Energy Corporation</title>
        <cusip>165167DD6</cusip>
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          <isin value="US165167DD69"/>
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        <balance>68000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7140.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.11500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Eli Lilly and Company</name>
        <lei>FRDRIPF3EKNDJ2CQJL29</lei>
        <title>Eli Lilly and Company</title>
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          <isin value="US5324571083"/>
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        <balance>1766.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bridgestone Corporation</name>
        <lei>549300DHPOF90OYYD780</lei>
        <title>Bridgestone Corporation</title>
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          <isin value="JP3830800003"/>
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        <balance>1100.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Meridian Bancorp, Inc.</name>
        <lei>N/A</lei>
        <title>Meridian Bancorp, Inc.</title>
        <cusip>58958U103</cusip>
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          <isin value="US58958U1034"/>
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        <balance>7817.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>90677.20000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Sojitz Corporation</name>
        <lei>5493004SE33MRLPB1W98</lei>
        <title>Sojitz Corporation</title>
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          <isin value="JP3663900003"/>
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        <balance>131400.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>First Quantum Minerals Ltd.</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>First Quantum Minerals, Ltd.</title>
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        <balance>110000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Symrise AG</name>
        <lei>529900D82I6R9601CF26</lei>
        <title>Symrise AG</title>
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        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Gmacm Home Equity Loan Trust 2005-HE1</name>
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        <title>GMAC Mortgage Corporation Loan Trust</title>
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      <invstOrSec>
        <name>ONEOK, Inc.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK, Inc.</title>
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        <name>INEOS US FINANCE LLC</name>
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      <invstOrSec>
        <name>Spirit Airlines, Inc.</name>
        <lei>549300DCAFIXFNFR3304</lei>
        <title>Spirit Airlines, Inc.</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Cohen &amp; Steers, Inc.</name>
        <lei>BOWRNZIYSSLA6IG2ST17</lei>
        <title>Cohen &amp; Steers Quality Income Realty Fund, Inc.</title>
        <cusip>19247L106</cusip>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SS&amp;C Technologies Holdings, Inc.</name>
        <lei>549300KY09TR3J12JU49</lei>
        <title>SS&amp;C Technologies, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL329183"/>
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        <balance>284143.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>271445.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-16</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Geberit AG</name>
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        <title>Geberit AG</title>
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          <isin value="CH0030170408"/>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cedar Fair, L.P.</name>
        <lei>549300TUVLNQQ6BVKH61</lei>
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          <isin value="US1501851067"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Charter Communications, Inc.</name>
        <lei>0J0XRGZE3PBRFEZ7MV65</lei>
        <title>Charter Communications, Inc.</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Helios Technologies, Inc.</name>
        <lei>5493000BCJSMIDRNTI78</lei>
        <title>Helios Technologies, Inc.</title>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EOG Resources, Inc.</name>
        <lei>XWTZDRYZPBUHIQBKDB46</lei>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Buckeye Partners, L.P.</name>
        <lei>549300C1PQJLVEIUBK50</lei>
        <title>Buckeye Partners, LP, Term Loan</title>
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          <ticker value="BL301560"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>143475.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>549300QO5OB3VGJT6S64</lei>
        <title>BAC Capital Trust XIV</title>
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          <isin value="US05518VAA35"/>
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        <balance>92000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>82225.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cheniere Energy Partners, L.P.</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>Sabine Pass Liquefaction, LLC</title>
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          <isin value="US785592AD88"/>
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        <balance>43000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05625000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Micron Technology, Inc.</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
        <title>Micron Technology, Inc.</title>
        <cusip>595112103</cusip>
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          <isin value="US5951121038"/>
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        <balance>11353.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>J.P. Morgan Chase &amp; Company</title>
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          <isin value="US46647PAY25"/>
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        <balance>145000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-05</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bayer Aktiengesellschaft</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
        <title>Bayer U.S. Finance II, LLC</title>
        <cusip>07274NAA1</cusip>
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          <isin value="US07274NAA19"/>
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        <balance>70000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>71713.39000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CIT Group Inc.</name>
        <lei>N8O96ZZJQRFYQUJY7K79</lei>
        <title>CIT Group, Inc.</title>
        <cusip>125581GY8</cusip>
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          <isin value="US125581GY89"/>
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        <balance>150000.00000000</balance>
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        <valUSD>152140.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Chiyoda Co., Ltd.</name>
        <lei>N/A</lei>
        <title>Chiyoda Company, Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="JP3528400009"/>
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        <balance>2200.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Mortgage Corporation Gold 30-Yr. Pass Through</title>
        <cusip>31283GYX9</cusip>
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          <isin value="US31283GYX95"/>
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        <balance>1849.39100000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Conventional 30-Yr. Pass Through</title>
        <cusip>31371FPW6</cusip>
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          <isin value="US31371FPW67"/>
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        <balance>307.30400000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Constellation Brands, Inc.</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>Constellation Brands, Inc.</title>
        <cusip>21036PAL2</cusip>
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          <isin value="US21036PAL22"/>
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        <balance>70000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
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      <invstOrSec>
        <name>Legg Mason, Inc.</name>
        <lei>549300S7N70O2ERKYG47</lei>
        <title>Western Asset High Income Opportunity Fund, Inc.</title>
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      <invstOrSec>
        <name>Simmons Foods, Inc.</name>
        <lei>5493002Z1TVWRIL6NM97</lei>
        <title>Simmons Foods, Inc.</title>
        <cusip>82873LAA3</cusip>
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        <balance>80000.00000000</balance>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Mortgage Corporation - REMIC</title>
        <cusip>3137AUUT4</cusip>
        <identifiers>
          <isin value="US3137AUUT47"/>
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        <balance>812436.72000000</balance>
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        <valUSD>100178.16000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Toyota Motor Corporation</name>
        <lei>3538009ZU0PHKNHJM202</lei>
        <title>Hino Motors, Ltd.</title>
        <cusip>379260000</cusip>
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        <balance>3100.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>GMACM Mortgage Loan Trust 2005-AR6</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-11-19</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Five Below, Inc.</name>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Chevron Corporation</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Plains All American Pipeline, L.P.</name>
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          <isin value="US72650RBB78"/>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-31</maturityDt>
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          <annualizedRt>0.02850000</annualizedRt>
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      <invstOrSec>
        <name>AvalonBay Communities, Inc.</name>
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          <isin value="US0534841012"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Emerald Holding, Inc.</name>
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          <isin value="US29103W1045"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>IAMGOLD Corporation</name>
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        <title>IAMGOLD Corporation</title>
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          <isin value="CA4509131088"/>
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        <balance>16640.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United Airlines Pass Through Trust Series 2015-1 -A</name>
        <lei>N/A</lei>
        <title>United Airlines Pass Through Trust</title>
        <cusip>90932LAB3</cusip>
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          <isin value="US90932LAB36"/>
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        <balance>65000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>60454.36000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Synchrony Financial</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>Synchrony Financial</title>
        <cusip>87165BAD5</cusip>
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          <isin value="US87165BAD55"/>
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        <balance>38000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>39964.03000000</valUSD>
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        <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>0.04250000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Seacoast Banking Corporation of Florida</name>
        <lei>549300V6IC06XYQYPG88</lei>
        <title>Seacoast Banking Corporation of Florida</title>
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          <isin value="US8117078019"/>
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        <balance>9245.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Monolithic Power Systems, Inc.</name>
        <lei>529900TB7O85LSZ1XU31</lei>
        <title>Monolithic Power Systems, Inc.</title>
        <cusip>609839105</cusip>
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          <isin value="US6098391054"/>
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        <balance>427.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Intuit Inc.</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>Intuit, Inc.</title>
        <cusip>461202103</cusip>
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          <isin value="US4612021034"/>
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        <balance>2533.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>750249.27000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Auto Trader Group plc</name>
        <lei>213800QLK9BZILB1DI86</lei>
        <title>Auto Trader Group plc</title>
        <cusip>N/A</cusip>
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          <isin value="GB00BVYVFW23"/>
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        <balance>74803.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AerCap Holdings N.V.</name>
        <lei>549300SZYINBBLJQU475</lei>
        <title>AerCap Holdings NV</title>
        <cusip>00774YAA7</cusip>
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          <isin value="US00774YAA73"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2079-10-10</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>SOTERA HEALTH HLDGS LLC</name>
        <lei>549300OVT7MBXFLOFU20</lei>
        <title>Sotera Health Holdings, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL321515"/>
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        <balance>453862.50000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-12-13</maturityDt>
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      <invstOrSec>
        <name>Antero Resources Corporation</name>
        <lei>APVBKPOULHUX7YZLKU17</lei>
        <title>Antero Resources Corporation</title>
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        <balance>75000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-01</maturityDt>
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      <invstOrSec>
        <name>SS&amp;C Technologies Holdings, Inc.</name>
        <lei>549300KY09TR3J12JU49</lei>
        <title>SS&amp;C Technologies, Inc.</title>
        <cusip>78466CAC0</cusip>
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        <balance>170000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-09-30</maturityDt>
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          <annualizedRt>0.05500000</annualizedRt>
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      <invstOrSec>
        <name>Sundrug Co.,Ltd.</name>
        <lei>N/A</lei>
        <title>Sundrug Company, Ltd.</title>
        <cusip>N/A</cusip>
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        <balance>7200.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Northern Star Resources Limited</name>
        <lei>254900XFXCRYYZAX6M78</lei>
        <title>Northern Star Resources, Ltd.</title>
        <cusip>N/A</cusip>
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        <balance>2647.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Lincoln Electric Holdings, Inc.</name>
        <lei>BIMGBY40SIN95O01BN93</lei>
        <title>Lincoln Electric Holdings, Inc.</title>
        <cusip>533900106</cusip>
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        <balance>2893.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>Abbott Laboratories</title>
        <cusip>002824BA7</cusip>
        <identifiers>
          <isin value="US002824BA72"/>
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        <balance>64000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>66385.92000000</valUSD>
        <pctVal>0.016294722325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02550000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Prudential Financial, Inc.</name>
        <lei>F0ATD1Y4J8CHDKHSLD09</lei>
        <title>PGIM Global High Yield Fund, Inc.</title>
        <cusip>69346J106</cusip>
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          <isin value="US69346J1060"/>
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        <balance>3586.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>45613.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="Registered Investment Company"/>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Thl Credit Wind River 2016-1 Clo Ltd.</name>
        <lei>635400WBNY8VGBBADK15</lei>
        <title>THL Credit Wind River CLO, Ltd.</title>
        <cusip>88433AAQ2</cusip>
        <identifiers>
          <isin value="US88433AAQ22"/>
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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>319542.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04068900</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Yum! Brands, Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>Yum! Brands, Inc.</title>
        <cusip>988498AL5</cusip>
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          <isin value="US988498AL59"/>
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        <balance>160000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162400.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Lam Research Corporation</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>Lam Research Corporation</title>
        <cusip>512807108</cusip>
        <identifiers>
          <isin value="US5128071082"/>
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        <balance>362.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CSL Limited</name>
        <lei>529900ECSECK5ZDQTE14</lei>
        <title>CSL, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000CSL8"/>
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        <balance>4608.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.44907000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Granite Real Estate Investment Trust</name>
        <lei>N/A</lei>
        <title>Granite REIT</title>
        <cusip>387437957</cusip>
        <identifiers>
          <isin value="CA3874371147"/>
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        <balance>6961.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.35760000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Invesco Ltd.</name>
        <lei>549300SIHU6DQELRNG59</lei>
        <title>Invesco Senior Loan ETF</title>
        <cusip>46138G508</cusip>
        <identifiers>
          <isin value="US46138G5080"/>
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        <balance>22161.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>473137.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="Registered Investment Company"/>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Kraft Heinz Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Company</title>
        <cusip>50077LAU0</cusip>
        <identifiers>
          <isin value="US50077LAU08"/>
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        <balance>180000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>185819.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation, 5.000%</title>
        <cusip>06055H202</cusip>
        <identifiers>
          <isin value="US06055H2022"/>
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        <balance>5000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126300.00000000</valUSD>
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        <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>
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      <invstOrSec>
        <name>SS&amp;C Technologies Holdings, Inc.</name>
        <lei>549300KY09TR3J12JU49</lei>
        <title>SS&amp;C Technologies, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL329182"/>
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        <balance>403622.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>385584.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.01928300</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Australia and New Zealand Banking Group Limited</name>
        <lei>JHE42UYNWWTJB8YTTU19</lei>
        <title>Australia and New Zealand Banking Group, Ltd.</title>
        <cusip>05254HAA2</cusip>
        <identifiers>
          <isin value="US05254HAA23"/>
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        <balance>130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144219.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Burlington Stores, Inc.</name>
        <lei>5299003Z37DVGKKC1W09</lei>
        <title>Burlington Stores, Inc.</title>
        <cusip>122017106</cusip>
        <identifiers>
          <isin value="US1220171060"/>
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        <balance>1705.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>335765.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Takara Standard Co.,Ltd.</name>
        <lei>N/A</lei>
        <title>Takara Standard Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3460000007"/>
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        <balance>600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <pctVal>0.002088795643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Textron Inc.</name>
        <lei>4E8B2CNXPE5P5AY03O18</lei>
        <title>Textron Financial Corporation</title>
        <cusip>883199AR2</cusip>
        <identifiers>
          <isin value="US883199AR25"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>312500.00000000</valUSD>
        <pctVal>0.076704529012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02127400</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sumitomo Forestry Co., Ltd.</name>
        <lei>549300FIIRGO6D5FWR19</lei>
        <title>Sumitomo Forestry Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3409800004"/>
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        <balance>1000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>LKE37K2B8CFZUR7F9816</lei>
        <title>Capital One Bank USA NA</title>
        <cusip>140420NB2</cusip>
        <identifiers>
          <isin value="US140420NB24"/>
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        <balance>52000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54751.75000000</valUSD>
        <pctVal>0.013439063028</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>0.03375000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Madison Park Funding XIV, Ltd.</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XIV, Ltd.</title>
        <cusip>55818RAY2</cusip>
        <identifiers>
          <isin value="US55818RAY27"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>476936.00000000</valUSD>
        <pctVal>0.117066083996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02497600</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - ACES</title>
        <cusip>3136B6XA6</cusip>
        <identifiers>
          <isin value="US3136B6XA64"/>
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        <balance>4981666.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>540702.62000000</valUSD>
        <pctVal>0.132717887368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01467700</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Meritor, Inc.</name>
        <lei>5LTG829X630QFHTFBO82</lei>
        <title>Meritor, Inc., Convertible</title>
        <cusip>59001KAF7</cusip>
        <identifiers>
          <isin value="US59001KAF75"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>298846.74000000</valUSD>
        <pctVal>0.073353275003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Meritor Inc</name>
              <title>Meritor Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="59001K100"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="25.04740000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Prudential Financial, Inc.</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.05200000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Duke Energy Corporation</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>Duke Energy Corporation</title>
        <cusip>26441C204</cusip>
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          <isin value="US26441C2044"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Boise Cascade Company</name>
        <lei>549300Z8B8LSRHC7XA55</lei>
        <title>Boise Cascade Company</title>
        <cusip>09739D100</cusip>
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          <isin value="US09739D1000"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Norwegian Cruise Line Holdings Ltd.</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
        <title>NCL Corporation, Ltd.</title>
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          <isin value="US62886HAP64"/>
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        <curCd>USD</curCd>
        <valUSD>42875.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03625000</annualizedRt>
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      <invstOrSec>
        <name>Taiyo Holdings Co., Ltd.</name>
        <lei>N/A</lei>
        <title>Taiyo Holdings Company, Ltd.</title>
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          <isin value="JP3449100001"/>
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        <balance>1300.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ServiceNow, Inc.</name>
        <lei>549300HJTQM36M0E1G39</lei>
        <title>ServiceNow, Inc.</title>
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          <isin value="US81762P1021"/>
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        <balance>2181.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>TerraForm Power, Inc.</name>
        <lei>5493000S2OLR3UT5BE13</lei>
        <title>TerraForm Power Operating, LLC</title>
        <cusip>88104LAE3</cusip>
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          <isin value="US88104LAE39"/>
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        <balance>90000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>94050.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation</title>
        <cusip>060505FP4</cusip>
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          <isin value="US060505FP42"/>
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        <balance>164000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162246.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Toppan Printing Co., Ltd.</name>
        <lei>N/A</lei>
        <title>Toppan Forms Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3629200001"/>
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        <balance>2600.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <pctVal>0.006337681641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NAVISTAR INC</name>
        <lei>4EW4JDYTYMZ6D6T42H76</lei>
        <title>Navistar, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL255284"/>
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        <balance>757562.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>715578.39000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-06</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Bausch Health Companies Inc.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Companies, Inc.</title>
        <cusip>071734AH0</cusip>
        <identifiers>
          <isin value="US071734AH05"/>
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        <balance>30000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28244.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>ServiceMaster Global Holdings, Inc.</name>
        <lei>HZPA4EQ289DXC7NQGK91</lei>
        <title>ServiceMaster Company, LLC</title>
        <cusip>817610AA6</cusip>
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          <isin value="US817610AA64"/>
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        <balance>220000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>223025.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05125000</annualizedRt>
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      <invstOrSec>
        <name>Gray Television, Inc.</name>
        <lei>529900TM5726KDN7UU35</lei>
        <title>Gray Television, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL235827"/>
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        <balance>315000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>304132.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02422630</annualizedRt>
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      <invstOrSec>
        <name>Kraton Corporation</name>
        <lei>N/A</lei>
        <title>Krayton Polymers, LLC</title>
        <cusip>50077DAE4</cusip>
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          <isin value="US50077DAE40"/>
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        <balance>120000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>120600.00000000</valUSD>
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        <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>0.07000000</annualizedRt>
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        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corporation</title>
        <cusip>674599CW3</cusip>
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        <balance>140000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119700.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
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      <invstOrSec>
        <name>Brookfield Asset Management Inc.</name>
        <lei>N/A</lei>
        <title>Brookfield Property REIT, Inc.</title>
        <cusip>11284DAA3</cusip>
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          <isin value="US11284DAA37"/>
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        <balance>40000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33800.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>The Southern Company</name>
        <lei>0RL818ELFOHP5JHOFU19</lei>
        <title>Alabama Power Company</title>
        <cusip>010392FQ6</cusip>
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        <balance>44000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>45391.41000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2022-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02450000</annualizedRt>
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      <invstOrSec>
        <name>Medical Properties Trust, Inc.</name>
        <lei>N/A</lei>
        <title>MPT Operating Partnership, LP</title>
        <cusip>55342UAJ3</cusip>
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          <isin value="US55342UAJ34"/>
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        <balance>130000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>130650.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04625000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Royal Bank of Scotland Group plc</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>Royal Bank of Scotland Group plc</title>
        <cusip>780097AY7</cusip>
        <identifiers>
          <isin value="US780097AY76"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38753.06000000</valUSD>
        <pctVal>0.009512112688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Synchrony Financial</name>
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        <name>Wells Fargo &amp; Company</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Crown Castle International Corp. (REIT)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CIT Group Inc.</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>Cimarex Energy Co.</name>
        <lei>11KYOFXPU1C4CQL1CL44</lei>
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        <cusip>171798101</cusip>
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        <fairValLevel>1</fairValLevel>
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        <name>Nidec Corporation</name>
        <lei>353800IF171MZTNL6Y31</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fiserv, Inc.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>Fiserv, Inc.</title>
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        <balance>75000.00000000</balance>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Chipotle Mexican Grill, Inc.</name>
        <lei>N/A</lei>
        <title>Chipotle Mexican Grill, Inc.</title>
        <cusip>169656105</cusip>
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          <isin value="US1696561059"/>
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        <balance>190.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>NuStar Energy L.P.</name>
        <lei>N62BF2PKP51FIIOIUN20</lei>
        <title>Nustar Logistics, LP, 7.953%</title>
        <cusip>67059T204</cusip>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Oha Credit Funding 1, Ltd.</name>
        <lei>N/A</lei>
        <title>OHA Credit Funding 1, Ltd.</title>
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        <balance>390000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MoneyGram International, Inc.</name>
        <lei>5299002DLX0Q04KC4156</lei>
        <title>MoneyGram International, Inc., Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL299119"/>
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        <balance>402260.25000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-30</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corporation</title>
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        <balance>120000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Johnson Controls International plc</name>
        <lei>549300XQ6S1GYKGBL205</lei>
        <title>Johnson Controls International plc</title>
        <cusip>G51502105</cusip>
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        <balance>14582.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>J.B. Hunt Transport Services, Inc.</name>
        <lei>549300XCD1MPI1C5GK90</lei>
        <title>J.B. Hunt Transport Services, Inc.</title>
        <cusip>445658CE5</cusip>
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        <balance>65000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Porsche Automobil Holding SE</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>Volkswagen Group of America Finance, LLC</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <name>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Company</title>
        <cusip>233331AV9</cusip>
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        <balance>56000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>58385.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03300000</annualizedRt>
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        <name>Pioneer Natural Resources Company</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
        <title>Pioneer Natural Resources Company</title>
        <cusip>723787107</cusip>
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        <balance>4267.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>IQVIA Holdings Inc.</name>
        <lei>549300W3R20NM4KQPH86</lei>
        <title>IQVIA Holding, Inc.</title>
        <cusip>46266C105</cusip>
        <identifiers>
          <isin value="US46266C1053"/>
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        <balance>2317.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>328735.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>PPG Industries, Inc.</name>
        <lei>549300BKPEP01R3V6C59</lei>
        <title>PPG Industries, Inc.</title>
        <cusip>693506107</cusip>
        <identifiers>
          <isin value="US6935061076"/>
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        <balance>3330.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>353179.80000000</valUSD>
        <pctVal>0.086689568689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Hilton Worldwide Holdings Inc.</name>
        <lei>5493003EG7H0N1E4XV50</lei>
        <title>Hilton Domestic Operating Company, Inc.</title>
        <cusip>432833AF8</cusip>
        <identifiers>
          <isin value="US432833AF84"/>
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        <balance>220000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>216700.00000000</valUSD>
        <pctVal>0.053189988598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-01-15</maturityDt>
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          <annualizedRt>0.04875000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Buckeye Partners, L.P.</name>
        <lei>549300C1PQJLVEIUBK50</lei>
        <title>Buckeye Partners, LP</title>
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          <isin value="US118230AT82"/>
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        <balance>80000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>76741.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>NIELSEN FINANCE LLC</name>
        <lei>UJ76Y189LDMPCOCW7204</lei>
        <title>Nielsen Finance, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL336116"/>
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        <balance>280000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>276850.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Liberty Mutual Holding Company Inc.</name>
        <lei>QUR0DG15Z6FFGYCHH861</lei>
        <title>Liberty Mutual Group, Inc.</title>
        <cusip>53079EAV6</cusip>
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          <isin value="US53079EAV65"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36267.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cigna Corporation</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Corporation</title>
        <cusip>125523AG5</cusip>
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          <isin value="US125523AG54"/>
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        <balance>75000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86214.51000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bridgewater Bancshares, Inc.</name>
        <lei>5493001FLSBTVILKXZ71</lei>
        <title>Bridgewater Bancshares, Inc.</title>
        <cusip>108621103</cusip>
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          <isin value="US1086211034"/>
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        <balance>15246.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BlackRock, Inc.</name>
        <lei>N/A</lei>
        <title>iShares iBoxx $ High Yield Corporate Bond ETF</title>
        <cusip>464288513</cusip>
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          <isin value="US4642885135"/>
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        <balance>3160.00000000</balance>
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        <curCd>USD</curCd>
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        <assetConditional assetCat="OTHER" desc="Registered Investment Company"/>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>61747YDU6</cusip>
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          <isin value="US61747YDU64"/>
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        <balance>66000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71332.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04100000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Micron Technology, Inc.</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
        <title>Micron Technology, Inc.</title>
        <cusip>595112BR3</cusip>
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          <isin value="US595112BR36"/>
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        <balance>46000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47768.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02497000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>Truist Financial Corporation</title>
        <cusip>89832Q109</cusip>
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          <isin value="US89832Q1094"/>
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        <balance>9460.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>355223.00000000</valUSD>
        <pctVal>0.087191081309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corporation</title>
        <cusip>15135BAR2</cusip>
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          <isin value="US15135BAR24"/>
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        <balance>40000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41276.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Arcosa, Inc.</name>
        <lei>549300WFHLTCZV7D6V29</lei>
        <title>Arcosa, Inc.</title>
        <cusip>039653100</cusip>
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          <isin value="US0396531008"/>
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        <balance>2170.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91574.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Daito Trust Construction Co.,Ltd.</name>
        <lei>353800QQ4DRI3KXS3038</lei>
        <title>Daito Trust Construction Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3486800000"/>
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        <balance>2700.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CenterPoint Energy, Inc.</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CenterPoint Energy, Inc.</title>
        <cusip>15189TAR8</cusip>
        <identifiers>
          <isin value="US15189TAR86"/>
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        <balance>43000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Republic Services, Inc.</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>Republic Services, Inc.</title>
        <cusip>760759AU4</cusip>
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          <isin value="US760759AU48"/>
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        <balance>34000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Illinois Tool Works Inc.</name>
        <lei>76NA4I14SZCFAYMNSV04</lei>
        <title>Illinois Tool Works, Inc.</title>
        <cusip>452308109</cusip>
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          <isin value="US4523081093"/>
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        <balance>863.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Littelfuse, Inc.</name>
        <lei>549300MY7HLQFYTPCX75</lei>
        <title>Littelfuse, Inc.</title>
        <cusip>537008104</cusip>
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          <isin value="US5370081045"/>
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        <balance>1032.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JBS S.A.</name>
        <lei>N/A</lei>
        <title>JBS USA, LLC</title>
        <cusip>46590XAB2</cusip>
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          <isin value="US46590XAB29"/>
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        <balance>240000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246000.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Starwood Mortgage Residential Trust 2018-IMC2</name>
        <lei>N/A</lei>
        <title>Starwood Mortgage Residential Trust</title>
        <cusip>85572PAA1</cusip>
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          <isin value="US85572PAA12"/>
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        <balance>301007.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>310458.34000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04121000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sonova Holding AG</name>
        <lei>5299004A0QNX7FBNHS61</lei>
        <title>Sonova Holding AG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0012549785"/>
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        <balance>1316.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mapletree Commercial Trust</name>
        <lei>549300BF18K4IC5LZ208</lei>
        <title>Mapletree Commercial Trust</title>
        <cusip>N/A</cusip>
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      <invstOrSec>
        <name>UPJOHN INC</name>
        <lei>N/A</lei>
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          <isin value="US91533BAB62"/>
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      <invstOrSec>
        <name>Endeavor Energy Resources, LP</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Darden Restaurants, Inc.</name>
        <lei>CY1NFSCCB5GUXC7WZC70</lei>
        <title>Darden Restaurants, Inc.</title>
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          <isin value="US2371941053"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>British American Tobacco p.l.c.</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT Capital Corporation</title>
        <cusip>05526DAV7</cusip>
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          <isin value="US05526DAV73"/>
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        <balance>44000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>45569.34000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02764000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Banco Santander, S.A.</name>
        <lei>PTCQB104N23FMNK2RZ28</lei>
        <title>Santander UK plc</title>
        <cusip>80283LAY9</cusip>
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          <isin value="US80283LAY92"/>
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        <curCd>USD</curCd>
        <valUSD>49554.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-13</maturityDt>
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      <invstOrSec>
        <name>Raven Industries, Inc.</name>
        <lei>ZN4TZXB8X0VUOSZJ5442</lei>
        <title>Raven Industries, Inc.</title>
        <cusip>754212108</cusip>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>W.W. Grainger, Inc.</name>
        <lei>549300TWZSP6O1IH2V34</lei>
        <title>WW Grainger, Inc.</title>
        <cusip>384802AE4</cusip>
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          <isin value="US384802AE44"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01850000</annualizedRt>
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      <invstOrSec>
        <name>Sugi Holdings Co.,Ltd.</name>
        <lei>529900N86BFWB1FADG87</lei>
        <title>Sugi Holdings Company, Ltd.</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Vistra Energy Corp.</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>Vistra Operations Company, LLC</title>
        <cusip>92840VAF9</cusip>
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        <balance>130000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>132177.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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      <invstOrSec>
        <name>Mizrahi Tefahot Bank Ltd.</name>
        <lei>YZO9YEGEO4VYDZMDWF93</lei>
        <title>Mizrahi Tefahot Bank, Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="IL0006954379"/>
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        <balance>2460.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Mattamy Group Corporation</name>
        <lei>5493008TNY7A82WCXU31</lei>
        <title>Mattamy Group Corporation</title>
        <cusip>57701RAJ1</cusip>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05250000</annualizedRt>
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      <invstOrSec>
        <name>Peabody Energy Corporation</name>
        <lei>EJCO258LNNVSKAR2JX59</lei>
        <title>Peabody Securities Finance Corporation</title>
        <cusip>70457LAB0</cusip>
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        <balance>110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>58300.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-31</maturityDt>
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          <annualizedRt>0.06375000</annualizedRt>
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      <invstOrSec>
        <name>BHP Group</name>
        <lei>5493003NUVITP3TMY274</lei>
        <title>BHP Billiton Finance USA, Ltd.</title>
        <cusip>055451AX6</cusip>
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          <isin value="US055451AX66"/>
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        <balance>144000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>165960.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2075-10-19</maturityDt>
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          <annualizedRt>0.06750000</annualizedRt>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company</title>
        <cusip>95000U2N2</cusip>
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        <balance>48000.00000000</balance>
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        <invCountry>US</invCountry>
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          <maturityDt>2026-04-30</maturityDt>
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      <invstOrSec>
        <name>Otis Worldwide Corporation</name>
        <lei>549300ZLBKR8VSU25153</lei>
        <title>Otis Worldwide Corporation</title>
        <cusip>68902VAD9</cusip>
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        <balance>47000.00000000</balance>
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        <valUSD>49255.03000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-05</maturityDt>
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          <annualizedRt>0.02056000</annualizedRt>
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      <invstOrSec>
        <name>IAC/InterActiveCorp</name>
        <lei>15OMOPB0A8K0EFUVD031</lei>
        <title>IAC/InterActiveCorp</title>
        <cusip>44919P508</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Southwestern Energy Company</name>
        <lei>EFWMP121W54QV9MGOP87</lei>
        <title>Southwestern Energy Company</title>
        <cusip>845467AM1</cusip>
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        <balance>125000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
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          <annualizedRt>0.07500000</annualizedRt>
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      <invstOrSec>
        <name>The Kroger Co.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>Kroger Company</title>
        <cusip>501044DH1</cusip>
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        <balance>43000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44899.65000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-08-01</maturityDt>
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      <invstOrSec>
        <name>GFL ENVIRONMENTAL INC</name>
        <lei>549300FYK4MBXWIVZU26</lei>
        <title>GFL Environmental, Inc., Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL269491"/>
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      <invstOrSec>
        <name>The Bank of Nova Scotia</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Penske Truck Leasing Co., L.P.</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03375000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>Bank of New York Mellon Corporation</title>
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          <isin value="US06406RAN70"/>
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        <curCd>USD</curCd>
        <valUSD>36249.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01600000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Conagra Brands, Inc.</name>
        <lei>54930035UDEIH090K650</lei>
        <title>Conagra Brands, Inc.</title>
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          <isin value="US205887BZ43"/>
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        <balance>37000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>38452.69000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-10-22</maturityDt>
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          <annualizedRt>0.03800000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Deutsche Pfandbriefbank AG</name>
        <lei>DZZ47B9A52ZJ6LT6VV95</lei>
        <title>Deutsche Pfandbriefbank AG</title>
        <cusip>N/A</cusip>
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          <isin value="DE0008019001"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NVR, Inc.</name>
        <lei>529900RWXR4JI3JYTV70</lei>
        <title>NVR, Inc.</title>
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          <isin value="US62944T1051"/>
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        <balance>180.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>586575.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Global Payments Inc.</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>Total System Services, Inc.</title>
        <cusip>891906AB5</cusip>
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          <isin value="US891906AB53"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>37742.61000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
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      <invstOrSec>
        <name>Avista Corporation</name>
        <lei>Q0IK63NITJD6RJ47SW96</lei>
        <title>Avista Corporation</title>
        <cusip>05379B107</cusip>
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          <isin value="US05379B1070"/>
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        <balance>448.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16302.72000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Fast Retailing Co., Ltd.</name>
        <lei>353800ZCXKHDPY0N5218</lei>
        <title>Fast Retailing Company, Ltd.</title>
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          <isin value="JP3802300008"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ZIGGO FINANCING PARTNERSHIP</name>
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        <title>Ziggo Financing Partnership, Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL328490"/>
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        <balance>760000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-30</maturityDt>
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      <invstOrSec>
        <name>Humana Inc.</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>Humana, Inc.</title>
        <cusip>444859102</cusip>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>Ameren Corporation</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>Ameren Corporation</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Bank of Marin Bancorp</name>
        <lei>N/A</lei>
        <title>Bank of Marin Bancorp</title>
        <cusip>063425102</cusip>
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        <name>Ministry of Finance Japan</name>
        <lei>5493006JVO6N2HC2XZ76</lei>
        <title>Japan Post Bank Company, Ltd.</title>
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        <invCountry>JP</invCountry>
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        <name>Nabors Industries Ltd.</name>
        <lei>549300VFQWRKICUFNU92</lei>
        <title>Nabors Industries, Inc.</title>
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        <name>M&amp;T Bank Corporation</name>
        <lei>549300WYXDDBYRASEG81</lei>
        <title>M&amp;T Bank Corporation</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>EnLink Midstream, LLC</name>
        <lei>88CPW63VL7KHJWS0NY83</lei>
        <title>EnLink Midstream Partners, LP</title>
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        <balance>70000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-15</maturityDt>
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      <invstOrSec>
        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>Bank of New York Mellon Corporation</title>
        <cusip>064058AH3</cusip>
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        <name>MAUSER PACKAGING SOLUTIONS</name>
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        <name>Imperial Brands PLC</name>
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        <name>F.N.B. Corporation</name>
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        <name>CenturyLink, Inc.</name>
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        <name>Six Flags Entertainment Corporation</name>
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        <name>Japan Hotel REIT Investment Corporation</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Harley-Davidson, Inc.</name>
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        <name>Crown Holdings, Inc.</name>
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        <name>Playa Hotels &amp; Resorts N.V.</name>
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        <name>Keyence Corporation</name>
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        <name>Patrick Industries, Inc.</name>
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        <name>GMAC ResCap, Inc., Asset Management Arm</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Neurocrine Biosciences, Inc.</name>
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        <name>Freeport-McMoRan Inc.</name>
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        <name>Carnival Corporation &amp; Plc</name>
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        <name>Sound Point CLO XXI, Ltd.</name>
        <lei>5493001O6AOY43J70E72</lei>
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          <maturityDt>2031-10-26</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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      <invstOrSec>
        <name>Lumentum Holdings Inc.</name>
        <lei>549300JLWRRC38DWEF52</lei>
        <title>Lumentum Holdings, Inc.</title>
        <cusip>55024U109</cusip>
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          <isin value="US55024U1097"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Groupe BPCE</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA</title>
        <cusip>05583JAG7</cusip>
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          <isin value="US05583JAG76"/>
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        <balance>32000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>33104.45000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02375000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Wittington Investments Limited</name>
        <lei>N/A</lei>
        <title>Choice Properties REIT</title>
        <cusip>17039A957</cusip>
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          <isin value="CA17039A1066"/>
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        <balance>3846.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.35760000"/>
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        <pctVal>0.008858860100</pctVal>
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        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PDC Energy, Inc.</name>
        <lei>5493008W8H2T511J5Y59</lei>
        <title>PDC Energy, Inc.</title>
        <cusip>69327R101</cusip>
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          <isin value="US69327R1014"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation</title>
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          <isin value="US0605051046"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>The Procter &amp; Gamble Company</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>Procter &amp; Gamble Company</title>
        <cusip>742718109</cusip>
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          <isin value="US7427181091"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie, Inc.</title>
        <cusip>00287YBL2</cusip>
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          <isin value="US00287YBL20"/>
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        <balance>68000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>70290.79000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02300000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Kohl's Corporation</name>
        <lei>549300JF6LPRTRJ0FH50</lei>
        <title>Kohl's Corporation</title>
        <cusip>500255AW4</cusip>
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          <isin value="US500255AW45"/>
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        <balance>45000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>51304.27000000</valUSD>
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        <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>0.09500000</annualizedRt>
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      <invstOrSec>
        <name>ONEOK, Inc.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK, Inc.</title>
        <cusip>682680103</cusip>
        <identifiers>
          <isin value="US6826801036"/>
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        <balance>1186.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>39398.92000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Crestwood Equity Partners LP</name>
        <lei>549300CUY0F1TYDLDL45</lei>
        <title>Crestwood Equity Partners, LP, 9.250%</title>
        <cusip>226344307</cusip>
        <identifiers>
          <isin value="US2263443077"/>
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        <balance>45708.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>250022.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Boston Scientific Corporation</name>
        <lei>Y6ZDD9FP4P8JSSJMW954</lei>
        <title>Boston Scientific Corporation</title>
        <cusip>101137AV9</cusip>
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        <balance>70000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>75825.33000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Stryker Corporation</name>
        <lei>5493002F0SC4JTBU5137</lei>
        <title>Stryker Corporation</title>
        <cusip>863667101</cusip>
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        <balance>3226.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Walmart Inc.</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>Wal-Mart Stores, Inc.</title>
        <cusip>931142103</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Square, Inc.</name>
        <lei>549300OHIIUWSTIZME52</lei>
        <title>Square, Inc.</title>
        <cusip>852234103</cusip>
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          <isin value="US8522341036"/>
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        <balance>3431.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>Starwood Property Trust, Inc.</name>
        <lei>BUGSFQZERKRBFWIG5267</lei>
        <title>Starwood Property Trust, Inc.</title>
        <cusip>85571B105</cusip>
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        <balance>795.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>RH</name>
        <lei>5493008MTS3OGGMHGK69</lei>
        <title>RH</title>
        <cusip>74967X103</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Fimei - Finanziaria Industriale Mobiliare ed Immobiliare S.P.A.</name>
        <lei>815600FBF92FD3531704</lei>
        <title>Recordati SPA</title>
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        <assetCat>EC</assetCat>
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        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>G Holdings Inc.</name>
        <lei>54930064UHXCIUWVI755</lei>
        <title>Building Materials Corporation of America</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>John B. Sanfilippo &amp; Son, Inc.</name>
        <lei>5299007IBEYVXKYDUX28</lei>
        <title>John B. Sanfilippo &amp; Son, Inc.</title>
        <cusip>800422107</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>Banco Santander, S.A.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>Santander Holdings USA, Inc.</title>
        <cusip>80282KBB1</cusip>
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          <isin value="US80282KBB17"/>
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        <balance>33000.00000000</balance>
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        <valUSD>34395.37000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03450000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rock Holdings Inc.</name>
        <lei>549300FGXN1K3HLB1R50</lei>
        <title>Quicken Loans, Inc.</title>
        <cusip>74840LAA0</cusip>
        <identifiers>
          <isin value="US74840LAA08"/>
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        <balance>125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127786.25000000</valUSD>
        <pctVal>0.031365709185</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>0.05750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HOYA Corporation</name>
        <lei>353800X4VR3BHEUCJB42</lei>
        <title>Hoya Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3837800006"/>
        </identifiers>
        <balance>1500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>143638.49000000</valUSD>
        <pctVal>0.035256712715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVOLON TLB BORROWER 1 US</name>
        <lei>635400O84AGITYFZQB55</lei>
        <title>Avolon TLB Borrower 1 US, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL298352"/>
        </identifiers>
        <balance>408618.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379299.99000000</valUSD>
        <pctVal>0.093100886679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sanwa Holdings Corporation</name>
        <lei>5299003X6BCA4ROO5A70</lei>
        <title>Sanwa Holdings Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3344400001"/>
        </identifiers>
        <balance>200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>1797.31000000</valUSD>
        <pctVal>0.000441157814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lexington Realty Trust</name>
        <lei>549300S4MH2ICXDBFV43</lei>
        <title>Lexington Realty Trust</title>
        <cusip>529043101</cusip>
        <identifiers>
          <isin value="US5290431015"/>
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        <balance>3517.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37104.35000000</valUSD>
        <pctVal>0.009107429411</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>National Bank of Canada</name>
        <lei>BSGEFEIOM18Y80CKCV46</lei>
        <title>National Bank of Canada</title>
        <cusip>633067954</cusip>
        <identifiers>
          <isin value="CA6330671034"/>
        </identifiers>
        <balance>2913.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35760000"/>
        <valUSD>132003.36000000</valUSD>
        <pctVal>0.032400817781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Becton, Dickinson and Company</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>Becton, Dickinson and Company</title>
        <cusip>075887109</cusip>
        <identifiers>
          <isin value="US0758871091"/>
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        <balance>807.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>193090.89000000</valUSD>
        <pctVal>0.047395026476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Jack Henry &amp; Associates, Inc.</name>
        <lei>529900X1QS8C54W0JB21</lei>
        <title>Jack Henry &amp; Associates, Inc.</title>
        <cusip>426281101</cusip>
        <identifiers>
          <isin value="US4262811015"/>
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        <balance>372.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68459.16000000</valUSD>
        <pctVal>0.016803608397</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>Unicharm Corporation</name>
        <lei>353800UQ4BZIJTAQEG85</lei>
        <title>Unicharm Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3951600000"/>
        </identifiers>
        <balance>300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>12303.76000000</valUSD>
        <pctVal>0.003020013170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The PNC Financial Services Group, Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC Financial Services Group, Inc.</title>
        <cusip>693475AV7</cusip>
        <identifiers>
          <isin value="US693475AV76"/>
        </identifiers>
        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38245.16000000</valUSD>
        <pctVal>0.009387446351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Conventional 30-Yr. Pass Through</title>
        <cusip>31384VVZ2</cusip>
        <identifiers>
          <isin value="US31384VVZ20"/>
        </identifiers>
        <balance>2639.23800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3198.50000000</valUSD>
        <pctVal>0.000785086195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jab Forest B.V.</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>Keurig Dr Pepper, Inc.</title>
        <cusip>49271VAE0</cusip>
        <identifiers>
          <isin value="US49271VAE02"/>
        </identifiers>
        <balance>82000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84278.70000000</valUSD>
        <pctVal>0.020686585565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03551000</annualizedRt>
          <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>24879.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1371579.27000000</valUSD>
        <pctVal>0.336660294105</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>Qurate Retail, Inc.</name>
        <lei>549300SZUIU7Z32Q0664</lei>
        <title>Liberty Interactive, LLC, Convertible</title>
        <cusip>530715AN1</cusip>
        <identifiers>
          <isin value="US530715AN13"/>
        </identifiers>
        <balance>118000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86954.20000000</valUSD>
        <pctVal>0.021343299061</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>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Motorola Solutions Inc</name>
              <title>Motorola Solutions Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="620076307"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5.25980000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. FOODSERVICE</name>
        <lei>5493000JOOFAOUY1JZ87</lei>
        <title>US Foods, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL321917"/>
        </identifiers>
        <balance>139636.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130934.22000000</valUSD>
        <pctVal>0.032138392565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.01928300</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HEICO Corporation</name>
        <lei>529900O1DTDLCJ7L0I14</lei>
        <title>Heico Corporation</title>
        <cusip>422806109</cusip>
        <identifiers>
          <isin value="US4228061093"/>
        </identifiers>
        <balance>3354.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>334226.10000000</valUSD>
        <pctVal>0.082037297868</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>AB Industrivarden (publ)</name>
        <lei>549300TM1DLIQI3B3T37</lei>
        <title>AB Industrivarden</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0000107203"/>
        </identifiers>
        <balance>16555.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.31820000"/>
        <valUSD>377354.92000000</valUSD>
        <pctVal>0.092623460508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Booking Holdings Inc.</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>Booking Holdings, Inc., Convertible</title>
        <cusip>741503AX4</cusip>
        <identifiers>
          <isin value="US741503AX44"/>
        </identifiers>
        <balance>40000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42499.45000000</valUSD>
        <pctVal>0.010431680945</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>0.00900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Booking Holdings Inc</name>
              <title>Booking Holdings Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="09857L108"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.48650000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marriott Vacations Worldwide Corporation</name>
        <lei>549300WA6BT5H4F7IO94</lei>
        <title>Marriott Vacations Worldwide Corporation, Convertible</title>
        <cusip>57164YAB3</cusip>
        <identifiers>
          <isin value="US57164YAB39"/>
        </identifiers>
        <balance>45000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41433.80000000</valUSD>
        <pctVal>0.010170112365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Marriott Vacations Worldwide Corp</name>
              <title>Marriott Vacations Worldwide Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="57164Y107"/>
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            </dbtSecRefInstrument>
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            <currencyInfo convRatio="6.81140000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Endeavor Energy Resources, LP</name>
        <lei>N/A</lei>
        <title>Endeavor Energy Resources, LP</title>
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        <curCd>USD</curCd>
        <valUSD>28725.00000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Air Water Inc.</name>
        <lei>N/A</lei>
        <title>Air Water, Inc.</title>
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          <isin value="JP3160670000"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Public Service Enterprise Group Incorporated</name>
        <lei>N/A</lei>
        <title>PSEG Power, LLC</title>
        <cusip>69362BBB7</cusip>
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          <isin value="US69362BBB71"/>
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        <balance>55000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Live Nation Entertainment, Inc.</name>
        <lei>5493007B9BM9ZXJINO78</lei>
        <title>Live Nation Entertainment, Inc.</title>
        <cusip>538034109</cusip>
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          <isin value="US5380341090"/>
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        <balance>5775.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>256005.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge, Inc.</title>
        <cusip>29250NAQ8</cusip>
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          <isin value="US29250NAQ88"/>
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        <balance>42000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43573.04000000</valUSD>
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        <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>0.02900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alexion Pharmaceuticals, Inc.</name>
        <lei>M1YXUUZR0EIMU8T0EM75</lei>
        <title>Alexion Pharmaceuticals, Inc.</title>
        <cusip>015351109</cusip>
        <identifiers>
          <isin value="US0153511094"/>
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        <balance>2357.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>264549.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation</title>
        <cusip>06051GHH5</cusip>
        <identifiers>
          <isin value="US06051GHH56"/>
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        <balance>82000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>83948.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03499000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Deere &amp; Company</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>John Deere Capital Corporation</title>
        <cusip>24422EVE6</cusip>
        <identifiers>
          <isin value="US24422EVE66"/>
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        <balance>47000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47864.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Royal Bank of Scotland Group plc</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>Royal Bank of Scotland Group plc</title>
        <cusip>780097BM2</cusip>
        <identifiers>
          <isin value="US780097BM20"/>
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        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25910.83000000</valUSD>
        <pctVal>0.006359929636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03754000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DELOS FINANCE SARL</name>
        <lei>549300HX549YWOJQT076</lei>
        <title>Delos Finance SARL, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL264532"/>
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        <balance>175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166741.75000000</valUSD>
        <pctVal>0.040927511681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02057900</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co</name>
        <lei>N/A</lei>
        <title>Ultra 10-Yr. U.S. Treasury Note</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UXYU0"/>
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        <balance>-7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7460.04000000</valUSD>
        <pctVal>-0.00183110033</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Mizuho Securities</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>United States Department of The Treasury</issuerName>
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            <expDate>2020-09-22</expDate>
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            <unrealizedAppr>-7460.04000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Southern Company</name>
        <lei>D981X4Z4RWS7PDMJUZ03</lei>
        <title>Georgia Power Company</title>
        <cusip>373334KM2</cusip>
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          <isin value="US373334KM26"/>
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        <balance>32000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>33297.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02100000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Southwest Airlines Co.</name>
        <lei>UDTZ87G0STFETI6HGH41</lei>
        <title>Southwest Airlines Company</title>
        <cusip>844741108</cusip>
        <identifiers>
          <isin value="US8447411088"/>
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        <balance>16890.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>577300.20000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
        <cusip>172967MK4</cusip>
        <identifiers>
          <isin value="US172967MK42"/>
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        <balance>258000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>228729.90000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Royal Dutch Shell plc</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>Shell International Finance BV</title>
        <cusip>822582CF7</cusip>
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          <isin value="US822582CF79"/>
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        <balance>31000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>32906.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02375000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>H&amp;E Equipment Services, Inc.</name>
        <lei>N/A</lei>
        <title>H&amp;E Equipment Services, Inc.</title>
        <cusip>404030AH1</cusip>
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          <isin value="US404030AH17"/>
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        <balance>135000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>136321.65000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05625000</annualizedRt>
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      <invstOrSec>
        <name>H51</name>
        <lei>969500Y4IJGHJE2MTJ13</lei>
        <title>Hermes International</title>
        <cusip>000005229</cusip>
        <identifiers>
          <isin value="FR0000052292"/>
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        <balance>60.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
        <valUSD>50376.22000000</valUSD>
        <pctVal>0.012365069531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nintendo Co., Ltd.</name>
        <lei>353800FEEXU6I9M0ZF27</lei>
        <title>Nintendo Company, Ltd.</title>
        <cusip>375660000</cusip>
        <identifiers>
          <isin value="JP3756600007"/>
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        <balance>300.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <pctVal>0.032920518579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OneMain Holdings, Inc.</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>Springleaf Finance Corporation</title>
        <cusip>85172FAN9</cusip>
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          <isin value="US85172FAN96"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>103499.00000000</valUSD>
        <pctVal>0.025404294554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-03-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Siegfried Holding AG</name>
        <lei>506700J9QD6IF3937W06</lei>
        <title>Siegfried Holding AG</title>
        <cusip>N/A</cusip>
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          <isin value="CH0014284498"/>
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        <balance>39.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.94745000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Electric Industries, Ltd.</name>
        <lei>5493005SP87FL5TOS202</lei>
        <title>Sumitomo Electric Industries, Ltd.</title>
        <cusip>340740000</cusip>
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          <isin value="JP3407400005"/>
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        <balance>38300.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Aozora Bank, Ltd.</name>
        <lei>X0XUGKC9FD2CYUQNC010</lei>
        <title>Aozora Bank, Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="JP3711200000"/>
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        <balance>200.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Booking Holdings Inc.</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>Booking Holdings, Inc.</title>
        <cusip>09857L108</cusip>
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          <isin value="US09857L1089"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Commonwealth Bank of Australia</name>
        <lei>MSFSBD3QN1GSN7Q6C537</lei>
        <title>Commonwealth Bank of Australia</title>
        <cusip>N/A</cusip>
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          <isin value="AU000000CBA7"/>
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        <balance>6407.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.44907000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Antler Mortgage Trust 2018 - RTL 1</name>
        <lei>N/A</lei>
        <title>Antler Mortgage Trust</title>
        <cusip>03719KAA9</cusip>
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          <isin value="US03719KAA97"/>
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        <balance>1129266.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1131657.22000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04335000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Mohegan Tribe of Indians of Connecticut LLC</name>
        <lei>549300UB083Z2NRDHC48</lei>
        <title>Mohegan Gaming and Entertainment, Term Loan</title>
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        <identifiers>
          <ticker value="BL241459"/>
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        <balance>408436.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>333488.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.05375000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Canadian Natural Resources Limited</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>Canadian Natural Resources, Ltd.</title>
        <cusip>136385AW1</cusip>
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          <isin value="US136385AW17"/>
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        <balance>43000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44365.68000000</valUSD>
        <pctVal>0.010889755483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02950000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Onward Holdings Co., Ltd.</name>
        <lei>N/A</lei>
        <title>Onward Holdings Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3203500008"/>
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        <balance>1300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <pctVal>0.000943053343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Spectrum Brands Holdings, Inc.</name>
        <lei>549300VU3EH2E73C1Q04</lei>
        <title>Spectrum Brands, Inc.</title>
        <cusip>84762LAV7</cusip>
        <identifiers>
          <isin value="US84762LAV71"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49375.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ford Motor Company</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>Ford Motor Company</title>
        <cusip>345370CW8</cusip>
        <identifiers>
          <isin value="US345370CW84"/>
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        <balance>40000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43250.00000000</valUSD>
        <pctVal>0.010615906815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.09000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Plantronics, Inc.</name>
        <lei>5493006O3W5M472F6668</lei>
        <title>Plantronics, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL267174"/>
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        <balance>409649.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>372096.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02678300</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Toorak Mortgage Corp. 2020-1 Ltd.</name>
        <lei>N/A</lei>
        <title>Toorak Mortgage Corporation</title>
        <cusip>89052WAA7</cusip>
        <identifiers>
          <isin value="US89052WAA71"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293427.12000000</valUSD>
        <pctVal>0.072023004924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02734300</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PepsiCo, Inc.</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PepsiCo, Inc.</title>
        <cusip>713448EQ7</cusip>
        <identifiers>
          <isin value="US713448EQ79"/>
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        <balance>46000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49204.74000000</valUSD>
        <pctVal>0.012077524501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Super Retail Group Limited</name>
        <lei>N/A</lei>
        <title>Super Retail Group, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000SUL0"/>
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        <balance>2069.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.44907000"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>CDW Corporation</name>
        <lei>N/A</lei>
        <title>CDW Corporation</title>
        <cusip>12514G108</cusip>
        <identifiers>
          <isin value="US12514G1085"/>
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        <balance>1425.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>165556.50000000</valUSD>
        <pctVal>0.040636586743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group plc</title>
        <cusip>53944YAC7</cusip>
        <identifiers>
          <isin value="US53944YAC75"/>
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        <balance>67000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69279.27000000</valUSD>
        <pctVal>0.017004908082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Pioneer Natural Resources Company</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
        <title>Pioneer Natural Resources Company, Convertible</title>
        <cusip>723787AN7</cusip>
        <identifiers>
          <isin value="US723787AN74"/>
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        <balance>77000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90843.59000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Pioneer Natural Resources Co</name>
              <title>Pioneer Natural Resources Co</title>
              <curCd>USD</curCd>
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          <currencyInfos>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Air Lease Corporation</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>Air Lease Corporation</title>
        <cusip>00912XAZ7</cusip>
        <identifiers>
          <isin value="US00912XAZ78"/>
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        <balance>83000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83011.79000000</valUSD>
        <pctVal>0.020375616814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CoBank, ACB</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Waste Management, Inc.</name>
        <lei>549300YX8JIID70NFS41</lei>
        <title>Waste Management, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Lennar Corporation</name>
        <lei>529900G61XVRLX5TJX09</lei>
        <title>Lennar Corporation</title>
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          <isin value="US526057CC67"/>
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        <balance>65000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>65071.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02950000</annualizedRt>
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      <invstOrSec>
        <name>Ameriprise Financial, Inc.</name>
        <lei>6QVMFZKY1QSOOIHD7Y77</lei>
        <title>Tri-Continental Corporation</title>
        <cusip>895436103</cusip>
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          <isin value="US8954361031"/>
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        <balance>1861.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Enagas, S.A.</name>
        <lei>N/A</lei>
        <title>Enagas SA</title>
        <cusip>87470LAD3</cusip>
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          <isin value="US87470LAD38"/>
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        <balance>195000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>168675.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Banks Office of Finance</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>Federal Home Loan Bank Discount Notes</title>
        <cusip>313384ZS1</cusip>
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          <isin value="US313384ZS10"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199986.00000000</valUSD>
        <pctVal>0.049087462204</pctVal>
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        <assetCat>STIV</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TransDigm Group Incorporated</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL329265"/>
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        <balance>1223850.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1097964.79000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02428200</annualizedRt>
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      <invstOrSec>
        <name>VICI Properties Inc.</name>
        <lei>N/A</lei>
        <title>VICI Properties, LP / VICI Note Company, Inc.</title>
        <cusip>92564RAE5</cusip>
        <identifiers>
          <isin value="US92564RAE53"/>
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        <balance>30000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>28612.50000000</valUSD>
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        <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>0.04125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>Bank of Montreal</title>
        <cusip>06367WHH9</cusip>
        <identifiers>
          <isin value="US06367WHH97"/>
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        <balance>105000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113925.00000000</valUSD>
        <pctVal>0.027963403096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03300000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Aerojet Rocketdyne Holdings, Inc.</name>
        <lei>549300VULNLWHE8QWI76</lei>
        <title>Aerojet Rocketdyne Holdings, Inc., Convertible</title>
        <cusip>007800AB1</cusip>
        <identifiers>
          <isin value="US007800AB12"/>
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        <balance>103000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164838.11000000</valUSD>
        <pctVal>0.040460254690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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            <dbtSecRefInstrument>
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              <title>Aerojet Rocketdyne Holdings Inc</title>
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      <invstOrSec>
        <name>Palmer Square Loan Funding 2019-1 Ltd</name>
        <lei>N/A</lei>
        <title>Palmer Square Loan Funding, Ltd.</title>
        <cusip>69700VAE9</cusip>
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          <isin value="US69700VAE92"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.03385200</annualizedRt>
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      <invstOrSec>
        <name>IQVIA Holdings Inc.</name>
        <lei>549300PLWY28YB00C717</lei>
        <title>IQVIA, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL323564"/>
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        <balance>145000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>140016.35000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.01928250</annualizedRt>
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      <invstOrSec>
        <name>Cooperatieve Rabobank U.A.</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>Cooperatieve Centrale Raiffeisen-Boerenleenbank BA</title>
        <cusip>21685WDF1</cusip>
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        <balance>86000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>90993.77000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03950000</annualizedRt>
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        <name>SAS Rue La Boetie</name>
        <lei>969500TJ5KRTCJQWXH05</lei>
        <title>Credit Agricole SA</title>
        <cusip>22535WAA5</cusip>
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          <isin value="US22535WAA53"/>
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        <balance>43000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44505.86000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2022-01-10</maturityDt>
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          <annualizedRt>0.03375000</annualizedRt>
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      <invstOrSec>
        <name>General Motors Company</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Company, Inc.</title>
        <cusip>37045XAQ9</cusip>
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          <isin value="US37045XAQ97"/>
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        <balance>64000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>65731.47000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04375000</annualizedRt>
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      <invstOrSec>
        <name>Texas Roadhouse, Inc.</name>
        <lei>5299002Y1CNRPDGXTQ75</lei>
        <title>Texas Roadhouse, Inc.</title>
        <cusip>882681109</cusip>
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          <isin value="US8826811098"/>
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        <balance>5419.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PayPal Holdings, Inc.</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PayPal Holdings, Inc.</title>
        <cusip>70450Y103</cusip>
        <identifiers>
          <isin value="US70450Y1038"/>
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        <balance>2869.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>499865.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Koninklijke Philips N.V.</name>
        <lei>H1FJE8H61JGM1JSGM897</lei>
        <title>Koninklijke Philips NV</title>
        <cusip>000000953</cusip>
        <identifiers>
          <isin value="NL0000009538"/>
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        <balance>7401.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
        <valUSD>345238.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Honeywell International Inc.</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>Honeywell International, Inc.</title>
        <cusip>438516106</cusip>
        <identifiers>
          <isin value="US4385161066"/>
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        <balance>6856.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Marvell Technology Group Ltd.</name>
        <lei>8DF36O58U3QIHUCGZB18</lei>
        <title>Marvell Technology Group, Ltd.</title>
        <cusip>57385LAA6</cusip>
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          <isin value="US57385LAA61"/>
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        <balance>41000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44056.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-22</maturityDt>
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          <annualizedRt>0.04200000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Exxon Mobil Corporation</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>Exxon Mobil Corporation</title>
        <cusip>30231GBL5</cusip>
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          <isin value="US30231GBL59"/>
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        <balance>49000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50247.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01571000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136AAKZ7</cusip>
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          <isin value="US3136AAKZ79"/>
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        <balance>1153404.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>64251.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RioCan Real Estate Investment Trust</name>
        <lei>549300S8HVUSEU3JBY60</lei>
        <title>RioCan REIT</title>
        <cusip>766910954</cusip>
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          <isin value="CA7669101031"/>
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        <balance>2619.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.35760000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Patrick Industries, Inc.</name>
        <lei>549300FZ5ZTCCJ3Z5W14</lei>
        <title>Patrick Industries, Inc., Convertible</title>
        <cusip>703343AB9</cusip>
        <identifiers>
          <isin value="US703343AB93"/>
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        <balance>78000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77959.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01000000</annualizedRt>
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          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Patrick Industries Inc</name>
              <title>Patrick Industries Inc</title>
              <curCd>USD</curCd>
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          <currencyInfos>
            <currencyInfo convRatio="11.37850000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>International Game Technology PLC</name>
        <lei>549300UQ6KHRCZDRGZ76</lei>
        <title>International Game Technology plc</title>
        <cusip>460599AE3</cusip>
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          <isin value="US460599AE31"/>
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        <balance>110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>106975.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Varian Medical Systems, Inc.</name>
        <lei>TK3LAKL7I0QNTCVWSY07</lei>
        <title>Varian Medical Systems, Inc.</title>
        <cusip>92220P105</cusip>
        <identifiers>
          <isin value="US92220P1057"/>
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        <balance>842.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103161.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ON Semiconductor Corporation</name>
        <lei>ZV20P4CNJVT8V1ZGJ064</lei>
        <title>ON Semiconductor Corporation, Convertible</title>
        <cusip>682189AP0</cusip>
        <identifiers>
          <isin value="US682189AP09"/>
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        <balance>244000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>296096.44000000</valUSD>
        <pctVal>0.072678201511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>ON Semiconductor Corp</name>
              <title>ON Semiconductor Corp</title>
              <curCd>USD</curCd>
              <identifiers>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="48.25670000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Laboratory Corporation of America Holdings</name>
        <lei>OZ7UA8IXAIFILY2VZH07</lei>
        <title>Laboratory Corporation of America Holdings</title>
        <cusip>50540R409</cusip>
        <identifiers>
          <isin value="US50540R4092"/>
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        <balance>349.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57972.39000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hyundai Motor Company</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>Hyundai Capital America</title>
        <cusip>44891ABA4</cusip>
        <identifiers>
          <isin value="US44891ABA43"/>
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        <balance>52000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52987.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company, Convertible, 7.500%</title>
        <cusip>949746804</cusip>
        <identifiers>
          <isin value="US9497468044"/>
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        <balance>540.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>700380.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WideOpenWest Finance, LLC</name>
        <lei>54930045JY28O5B5WE54</lei>
        <title>WideOpenWest Finance, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL244467"/>
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        <balance>865699.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>822778.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company</title>
        <cusip>949746SJ1</cusip>
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          <isin value="US949746SJ14"/>
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        <balance>60000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>60427.38000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.01990100</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group, Inc.</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>Sumitomo Mitsui Financial Group, Inc.</title>
        <cusip>86562MAU4</cusip>
        <identifiers>
          <isin value="US86562MAU45"/>
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        <balance>136000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02778000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Company</title>
        <cusip>233331AW7</cusip>
        <identifiers>
          <isin value="US233331AW74"/>
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        <balance>53000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55458.55000000</valUSD>
        <pctVal>0.013612550263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02529000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PSP Swiss Property AG</name>
        <lei>50670042Y437P8X44F56</lei>
        <title>PSP Swiss Property AG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0018294154"/>
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        <balance>4798.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.94745000"/>
        <valUSD>540426.54000000</valUSD>
        <pctVal>0.132650122292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spire Inc.</name>
        <lei>549300NXSY15DRY2R511</lei>
        <title>Spire, Inc.</title>
        <cusip>84857L101</cusip>
        <identifiers>
          <isin value="US84857L1017"/>
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        <balance>1508.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99090.68000000</valUSD>
        <pctVal>0.024322252604</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>CNH Industrial N.V.</name>
        <lei>549300PNSJ5B81UMVO28</lei>
        <title>CNH Industrial Capital, LLC</title>
        <cusip>12592BAF1</cusip>
        <identifiers>
          <isin value="US12592BAF13"/>
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        <balance>64000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65663.71000000</valUSD>
        <pctVal>0.016117452635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Encore Wire Corporation</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Teva Pharmaceutical Industries Limited</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Exxon Mobil Corporation</name>
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      <invstOrSec>
        <name>TAG Immobilien AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Akamai Technologies, Inc.</name>
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        <name>Libbey Inc.</name>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>RALI Series 2005-QS13 Trust</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>BB&amp;T Corporation</title>
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        <balance>34000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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        <name>Royal Caribbean Cruises Ltd.</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Open Text Corporation</name>
        <lei>N/A</lei>
        <title>Open Text Corporation</title>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BlackRock, Inc.</name>
        <lei>CC8M7XFKTNG56DXMAR33</lei>
        <title>BlackRock Core Bond Trust</title>
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        <name>Glacier Bancorp, Inc.</name>
        <lei>549300SMJAUKZB5D7V74</lei>
        <title>Glacier Bancorp, Inc.</title>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>NEP/NCP Holdco, Inc.</name>
        <lei>N/A</lei>
        <title>NEP Group, Inc., Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL281230"/>
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        <balance>709200.00000000</balance>
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        <name>AT&amp;T Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T, Inc.</title>
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        <name>DENSO Corporation</name>
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        <title>Denso Corporation</title>
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        <invCountry>JP</invCountry>
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        <name>AllianceBernstein L.P.</name>
        <lei>AE2ZT9UGMEIJ7T4R5734</lei>
        <title>AllianceBernstein Global High Income Fund, Inc.</title>
        <cusip>01879R106</cusip>
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        <name>Radian Group Inc.</name>
        <lei>54930005OUP720S5U385</lei>
        <title>Radian Group, Inc.</title>
        <cusip>750236101</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Gray Escrow Inc</name>
        <lei>529900TM5726KDN7UU35</lei>
        <title>Gray Escrow, Inc.</title>
        <cusip>389284AA8</cusip>
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        <balance>110000.00000000</balance>
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        <invCountry>US</invCountry>
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        <securityLending>
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      <invstOrSec>
        <name>Deutsche Bank Aktiengesellschaft</name>
        <lei>N/A</lei>
        <title>Deutsche Alt-A Securities, Inc., Mortgage Loan Trust</title>
        <cusip>251510FG3</cusip>
        <identifiers>
          <isin value="US251510FG33"/>
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        <balance>152021.45300000</balance>
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        <curCd>USD</curCd>
        <valUSD>140173.69000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Lamar Advertising Company (REIT)</name>
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        <title>Lamar Media Corporation</title>
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        <balance>80000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
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          <isin value="US3137AQGC65"/>
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        <curCd>USD</curCd>
        <valUSD>46870.94000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Etsy, Inc.</name>
        <lei>54930089Q7XT501AEA40</lei>
        <title>Etsy, Inc.</title>
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          <isin value="US29786A1060"/>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Tokyo Electron Limited</name>
        <lei>549300H5LSF8DP3RIJ34</lei>
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          <isin value="JP3571400005"/>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Standard Life Aberdeen plc</name>
        <lei>549300J666ZH67203572</lei>
        <title>Aberdeen Asia-Pacific Income Fund, Inc.</title>
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          <isin value="US0030091070"/>
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        <balance>12245.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Texas Instruments Incorporated</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>Texas Instruments, Inc.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Spirax-Sarco Engineering plc</name>
        <lei>213800WFVZQMHOZP2W17</lei>
        <title>Spirax-Sarco Engineering plc</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WPX Energy, Inc.</name>
        <lei>ZXZE9GCS2BB547GJW219</lei>
        <title>WPX Energy, Inc.</title>
        <cusip>98212BAJ2</cusip>
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          <isin value="US98212BAJ26"/>
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        <balance>70000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05250000</annualizedRt>
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      <invstOrSec>
        <name>Sunoco LP</name>
        <lei>N/A</lei>
        <title>Sunoco, LP</title>
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          <isin value="US86765LAN73"/>
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        <balance>90000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05875000</annualizedRt>
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      <invstOrSec>
        <name>Digital Realty Trust, Inc.</name>
        <lei>CD4SPTZ3YBTHY0C1AH38</lei>
        <title>Digital Realty Trust, LP</title>
        <cusip>25389JAS5</cusip>
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          <isin value="US25389JAS50"/>
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        <balance>65000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>68125.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
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      <invstOrSec>
        <name>BP PLC</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BP Capital Markets America, Inc.</title>
        <cusip>10373QBH2</cusip>
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        <balance>33000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02937000</annualizedRt>
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        <name>Desmarais Family Residuary Trust</name>
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        <title>Power Corporation of Canada</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>The Home Depot, Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>Home Depot, Inc.</title>
        <cusip>437076BC5</cusip>
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          <isin value="US437076BC57"/>
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        <balance>31000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
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      <invstOrSec>
        <name>Pretium Mortgage Credit Partners I 2020-NPL1</name>
        <lei>N/A</lei>
        <title>Pretium Mortgage Credit Partners, LLC</title>
        <cusip>74142DAA3</cusip>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>MGE Energy, Inc.</name>
        <lei>N/A</lei>
        <title>MGE Energy, Inc.</title>
        <cusip>55277P104</cusip>
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        <balance>161.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CenturyLink, Inc.</name>
        <lei>N/A</lei>
        <title>Embarq Corporation</title>
        <cusip>29078EAA3</cusip>
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          <isin value="US29078EAA38"/>
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        <balance>110000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07995000</annualizedRt>
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      <invstOrSec>
        <name>Ovintiv Inc.</name>
        <lei>T8W3X1PFLPW2YE0UIP44</lei>
        <title>Newfield Exploration Company</title>
        <cusip>651290AQ1</cusip>
        <identifiers>
          <isin value="US651290AQ17"/>
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        <balance>47000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44651.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05625000</annualizedRt>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>6174468J1</cusip>
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          <isin value="US6174468J17"/>
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        <balance>34000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02720000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corporation</title>
        <cusip>15135BAJ0</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PG&amp;E Corporation</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Equity Residential</name>
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      <invstOrSec>
        <name>Pfizer Inc.</name>
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      <invstOrSec>
        <name>Transocean Ltd.</name>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
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        <name>Dell Technologies Inc.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Verso Corporation</name>
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        <name>Callaway Golf Company</name>
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        <name>OMV Aktiengesellschaft</name>
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        <name>DISH Network Corporation</name>
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        <name>Capital One Financial Corporation</name>
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        <name>DaVita Inc.</name>
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        <name>Diamondback Energy, Inc.</name>
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        <name>Kungsleden AB (publ)</name>
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        <title>Kungsleden AB</title>
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        <name>The Walt Disney Company</name>
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        <name>Bank of America Corporation</name>
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        <name>Sandfire Resources Limited</name>
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        <name>Lennox International Inc.</name>
        <lei>S7DWAC87RDMPBF77GJ92</lei>
        <title>Lennox International, Inc.</title>
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        <name>MercadoLibre, Inc.</name>
        <lei>549300DKPDN9M5S8GB14</lei>
        <title>Mercadolibre, Inc.</title>
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        <name>Wells Fargo &amp; Company</name>
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      <invstOrSec>
        <name>STARS GROUP HOLDINGS BV</name>
        <lei>549300RNFXC8F8RT6R13</lei>
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          <ticker value="BL269019"/>
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      <invstOrSec>
        <name>Danaher Corporation</name>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Rockwell Automation, Inc.</name>
        <lei>VH3R4HHBHH12O0EXZJ88</lei>
        <title>Rockwell Automation, Inc.</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Redde Northgate plc</name>
        <lei>213800B3ZUTDOZYVJB41</lei>
        <title>Redde Northgate plc</title>
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        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>
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      <invstOrSec>
        <name>BE Semiconductor Industries N.V.</name>
        <lei>7245007A1YFLI2GNYX06</lei>
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      <invstOrSec>
        <name>The Charles Schwab Corporation</name>
        <lei>549300VSGCJ7E698NM85</lei>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>Getty Realty Corp.</name>
        <lei>N/A</lei>
        <title>Getty Realty Corporation</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>Tsumura &amp; Co.</name>
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        <title>Tsumura &amp; Company</title>
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          <isin value="JP3535800001"/>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <name>Gaztransport &amp; Technigaz SA</name>
        <lei>969500BVOHVZUUFWDT54</lei>
        <title>Gaztransport Et Technigaz SA</title>
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          <isin value="FR0011726835"/>
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        <balance>384.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Restaurant Brands International Inc.</name>
        <lei>5299009RXTX9DN9AKJ98</lei>
        <title>Restaurant Brands International, Inc.</title>
        <cusip>76131D103</cusip>
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          <isin value="CA76131D1033"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JBS S.A.</name>
        <lei>529900V1Q46CPWIWT649</lei>
        <title>JBS Investments II GmbH</title>
        <cusip>46650CAB5</cusip>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Sysmex Corporation</name>
        <lei>5299001ZO4CKWACMZI55</lei>
        <title>Sysmex Corporation</title>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <name>Ryoyo Electro Corporation</name>
        <lei>N/A</lei>
        <title>Ryoyo Electro Corporation</title>
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        <invCountry>JP</invCountry>
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        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136AFXT6</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Transcontinental Inc.</name>
        <lei>549300C86G4JLR01YF53</lei>
        <title>Transcontinental, Inc.</title>
        <cusip>893578955</cusip>
        <identifiers>
          <isin value="CA8935781044"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>Bristol-Myers Squibb Company</title>
        <cusip>110122BM9</cusip>
        <identifiers>
          <isin value="US110122BM94"/>
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        <balance>56000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Zimmer Biomet Holdings, Inc.</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
        <title>Zimmer Biomet Holdings, Inc.</title>
        <cusip>98956P102</cusip>
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        <balance>1282.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>Dominion Energy, Inc.</title>
        <cusip>25746UDB2</cusip>
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          <isin value="US25746UDB26"/>
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        <balance>35000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>GRIFOLS WORLDWIDE OPERATIONS</name>
        <lei>N/A</lei>
        <title>Grifols Worldwide Operations USA, Inc., Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL320284"/>
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        <balance>577100.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136ACZY0</cusip>
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          <isin value="US3136ACZY06"/>
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        <balance>2336662.93500000</balance>
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        <curCd>USD</curCd>
        <valUSD>135367.56000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fuji Soft Incorporated</name>
        <lei>N/A</lei>
        <title>Fuji Soft, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3816600005"/>
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        <balance>3400.00000000</balance>
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        <valUSD>134948.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BlackRock, Inc.</name>
        <lei>549300E4UYBNT92O5488</lei>
        <title>iShares Dow Jones US Home Construction Index Fund</title>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>National Fuel Gas Company</name>
        <lei>8JB38FFW1Y3C1HM8E841</lei>
        <title>National Fuel Gas Company</title>
        <cusip>636180BQ3</cusip>
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          <isin value="US636180BQ36"/>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-01-15</maturityDt>
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      <invstOrSec>
        <name>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>Abbott Laboratories</title>
        <cusip>002824BE9</cusip>
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          <isin value="US002824BE94"/>
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        <balance>46000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>50186.90000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-11-30</maturityDt>
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      <invstOrSec>
        <name>Diageo plc</name>
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        <title>Diageo Capital plc</title>
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          <isin value="US25243YBC21"/>
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        <balance>42000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>42729.15000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-09-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01375000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Meritor, Inc.</name>
        <lei>5LTG829X630QFHTFBO82</lei>
        <title>Meritor, Inc.</title>
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          <isin value="US59001K1007"/>
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        <balance>15100.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>298980.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Talen Energy Corporation</name>
        <lei>K5K33XN0PQAU1XF7NN66</lei>
        <title>Talen Energy Supply, LLC, Term Loan</title>
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          <ticker value="BL305157"/>
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        <balance>247950.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-08</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ritchie Bros. Auctioneers Incorporated</name>
        <lei>5493002H8U24DJXQ4886</lei>
        <title>Ritchie Brothers Auctioneers, Inc.</title>
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          <isin value="CA7677441056"/>
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        <balance>4654.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Loews Corporation</name>
        <lei>549300YX2GSZD7YG1R84</lei>
        <title>CNA Financial Corporation</title>
        <cusip>126117AS9</cusip>
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          <isin value="US126117AS92"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>43485.13000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03950000</annualizedRt>
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      <invstOrSec>
        <name>OZLM Funding II Ltd</name>
        <lei>N/A</lei>
        <title>OZLM Funding II, Ltd.</title>
        <cusip>67108BAY1</cusip>
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          <isin value="US67108BAY11"/>
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        <balance>785000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>760552.75000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-07-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02260100</annualizedRt>
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      <invstOrSec>
        <name>Volt LXXXIII LLC</name>
        <lei>N/A</lei>
        <title>Vericrest Opportunity Loan Transferee</title>
        <cusip>92870FAA8</cusip>
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          <isin value="US92870FAA84"/>
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        <balance>103392.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>103116.55000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03425500</annualizedRt>
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      <invstOrSec>
        <name>Northrop Grumman Corporation</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>Northrop Grumman Corporation</title>
        <cusip>666807102</cusip>
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          <isin value="US6668071029"/>
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        <balance>202.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>Credit Suisse Group AG</title>
        <cusip>225401AM0</cusip>
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          <isin value="US225401AM02"/>
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        <balance>34000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-09-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02593000</annualizedRt>
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        <name>KB Home</name>
        <lei>549300LGUCWQURMWLG09</lei>
        <title>KB Home</title>
        <cusip>48666KAY5</cusip>
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          <isin value="US48666KAY55"/>
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        <balance>80000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>78600.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04800000</annualizedRt>
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        <name>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX Corporation</title>
        <cusip>126408103</cusip>
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        <balance>3537.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>VICI Properties Inc.</name>
        <lei>N/A</lei>
        <title>VICI Properties, LP / VICI Note Company, Inc.</title>
        <cusip>92564RAA3</cusip>
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          <isin value="US92564RAA32"/>
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        <balance>50000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation</title>
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        <balance>58000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-01-23</maturityDt>
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        <name>Merck &amp; Co., Inc.</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>Merck &amp; Company, Inc.</title>
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        <name>Virtusa Corporation</name>
        <lei>C77OMXDER63WLJCSKT03</lei>
        <title>Virtusa Corporation</title>
        <cusip>92827P102</cusip>
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        <balance>6109.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Aptiv PLC</name>
        <lei>N/A</lei>
        <title>Aptiv plc</title>
        <cusip>G6095L109</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Mortgage Corporation Gold 30-Yr. Pass Through</title>
        <cusip>31283GLD7</cusip>
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        <curCd>USD</curCd>
        <valUSD>224.36000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Methanex Corporation</name>
        <lei>549300TSJHRXT9QXRD13</lei>
        <title>Methanex Corporation</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Calpine Corporation</name>
        <lei>43R4VPJBXTU2O15HEF41</lei>
        <title>Calpine Corporation, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL324679"/>
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        <balance>592838.90000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02430000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Residential Funding Mortgage Securities I Inc.</name>
        <lei>N/A</lei>
        <title>Residential Funding Mortgage Security I Trust</title>
        <cusip>76200RAV0</cusip>
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          <isin value="US76200RAV06"/>
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        <balance>262803.39800000</balance>
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        <curCd>USD</curCd>
        <valUSD>241840.54000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chart Industries, Inc.</name>
        <lei>EM7QGKC1GYOF3LSZSL80</lei>
        <title>Chart Industries, Inc., Convertible</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01000000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Chart Industries Inc</name>
              <title>Chart Industries Inc</title>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
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          <isin value="US172967MF56"/>
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        <balance>105000.00000000</balance>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03352000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Brookfield Residential Properties Inc.</name>
        <lei>N/A</lei>
        <title>Brookfield Residential Properties, Inc.</title>
        <cusip>11283YAB6</cusip>
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          <isin value="US11283YAB65"/>
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        <balance>240000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>229514.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06250000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Exelon Corporation</name>
        <lei>S2PEWKCZFFECR4533P43</lei>
        <title>Exelon Generation Company, LLC</title>
        <cusip>30161MAS2</cusip>
        <identifiers>
          <isin value="US30161MAS26"/>
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        <balance>34000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36650.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Farm Credit System</name>
        <lei>I0JS1G88CFNZT8P31C22</lei>
        <title>Agribank FCB, 6.875%</title>
        <cusip>00850L203</cusip>
        <identifiers>
          <isin value="US00850L2034"/>
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        <balance>3174.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>333270.00000000</valUSD>
        <pctVal>0.081802618828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corporation</title>
        <cusip>20030NCR0</cusip>
        <identifiers>
          <isin value="US20030NCR08"/>
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        <balance>39000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43279.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Stanwich Mortgage Loan Co 2019-NPL-B-2 LLC</name>
        <lei>N/A</lei>
        <title>Stanwich Mortgage Loan Trust</title>
        <cusip>85503DAA2</cusip>
        <identifiers>
          <isin value="US85503DAA28"/>
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        <balance>153514.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154082.93000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03475000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>VINCI SA</name>
        <lei>213800WFQ334R8UXUG83</lei>
        <title>Vinci SA</title>
        <cusip>000012548</cusip>
        <identifiers>
          <isin value="FR0000125486"/>
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        <balance>2153.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BlackRock, Inc.</name>
        <lei>549300BOVTR6GS7HLC41</lei>
        <title>BlackRock Multi-Sector Income Trust</title>
        <cusip>09258A107</cusip>
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          <isin value="US09258A1079"/>
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        <balance>3900.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56199.00000000</valUSD>
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        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Kao Corporation</name>
        <lei>353800HM38HFCB8RGL63</lei>
        <title>Kao Corporation</title>
        <cusip>320580000</cusip>
        <identifiers>
          <isin value="JP3205800000"/>
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        <balance>800.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Ciena Corporation</name>
        <lei>W0CZ7N0GH8UIGXDM1H41</lei>
        <title>Ciena Corporation</title>
        <cusip>171779309</cusip>
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        <balance>13084.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Assured Guaranty Ltd.</name>
        <lei>549300BBOQUJEPH87M14</lei>
        <title>Assured Guaranty, Ltd.</title>
        <cusip>G0585R106</cusip>
        <identifiers>
          <isin value="BMG0585R1060"/>
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        <balance>26516.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>647255.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Plains All American Pipeline, L.P.</name>
        <lei>N/A</lei>
        <title>Plains All American Pipeline, LP</title>
        <cusip>72650RAY8</cusip>
        <identifiers>
          <isin value="US72650RAY80"/>
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        <balance>94000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94860.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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      <invstOrSec>
        <name>CHOBANI LLC</name>
        <lei>549300ISVDMZ91KNTR38</lei>
        <title>Chobani, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL252083"/>
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        <balance>533100.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>511445.48000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-10</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>The Royal Bank of Scotland Group plc</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>Royal Bank of Scotland Group plc</title>
        <cusip>780097BB6</cusip>
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          <isin value="US780097BB64"/>
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        <balance>208000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>216268.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.08625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amadeus IT Group, S.A.</name>
        <lei>9598004A3FTY3TEHHN09</lei>
        <title>Amadeus IT Holding SA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0109067019"/>
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        <balance>4832.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
        <valUSD>253689.21000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nippon Telegraph and Telephone Corporation</name>
        <lei>353800TVPXCGWDZIIU09</lei>
        <title>NTT DOCOMO, Inc.</title>
        <cusip>316565000</cusip>
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          <isin value="JP3165650007"/>
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        <balance>5900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>156633.32000000</valUSD>
        <pctVal>0.038446352122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARCS Company Limited</name>
        <lei>N/A</lei>
        <title>Arcs Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3968600001"/>
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        <balance>2300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>46344.82000000</valUSD>
        <pctVal>0.011375544288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Washington Trust Bancorp, Inc.</name>
        <lei>J66MZFCNJPP3PERHZW54</lei>
        <title>Washington Trust Bancorp, Inc.</title>
        <cusip>940610108</cusip>
        <identifiers>
          <isin value="US9406101082"/>
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        <balance>218.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7139.50000000</valUSD>
        <pctVal>0.001752422351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Packaging Holdings Limited</name>
        <lei>N/A</lei>
        <title>Reynolds Group Issuer, Inc.</title>
        <cusip>761735AT6</cusip>
        <identifiers>
          <isin value="US761735AT63"/>
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        <balance>240000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242824.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Seacor Holdings Inc.</name>
        <lei>549300IQTYSR1SC4II14</lei>
        <title>SEACOR Holdings, Inc.</title>
        <cusip>811904101</cusip>
        <identifiers>
          <isin value="US8119041015"/>
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        <balance>7286.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>206339.52000000</valUSD>
        <pctVal>0.050646962234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CommScope Holding Company, Inc.</name>
        <lei>M4TWC4QDOKW45N7T6Y12</lei>
        <title>CommScope Technologies Finance, LLC</title>
        <cusip>20337YAA5</cusip>
        <identifiers>
          <isin value="US20337YAA55"/>
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        <balance>210000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202797.00000000</valUSD>
        <pctVal>0.049777434784</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>0.06000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays plc</title>
        <cusip>06738EBB0</cusip>
        <identifiers>
          <isin value="US06738EBB02"/>
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        <balance>81000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87235.52000000</valUSD>
        <pctVal>0.021412350319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04338000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. Bancorp</name>
        <lei>N/A</lei>
        <title>USB Realty Corporation</title>
        <cusip>903312AA4</cusip>
        <identifiers>
          <isin value="US903312AA48"/>
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        <balance>184000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>146740.00000000</valUSD>
        <pctVal>0.036017992279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02365900</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HEXPOL AB (publ)</name>
        <lei>549300MN30TBRLYN3465</lei>
        <title>Hexpol AB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0007074281"/>
        </identifiers>
        <balance>14275.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.31820000"/>
        <valUSD>106518.64000000</valUSD>
        <pctVal>0.026145478759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Baidu, Inc.</name>
        <lei>254900AL64IANZYI1E02</lei>
        <title>Baidu, Inc.</title>
        <cusip>056752AQ1</cusip>
        <identifiers>
          <isin value="US056752AQ10"/>
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        <balance>39000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40980.43000000</valUSD>
        <pctVal>0.010058830661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03075000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Post Holdings, Inc.</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
        <title>Post Holdings, Inc.</title>
        <cusip>737446AM6</cusip>
        <identifiers>
          <isin value="US737446AM60"/>
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        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72450.00000000</valUSD>
        <pctVal>0.017783178006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Target Corporation</name>
        <lei>8WDDFXB5T1Z6J0XC1L66</lei>
        <title>Target Corporation</title>
        <cusip>87612EBL9</cusip>
        <identifiers>
          <isin value="US87612EBL92"/>
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        <balance>31000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33161.38000000</valUSD>
        <pctVal>0.008139609709</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>0.02250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GENESEE &amp; WYOMING INC</name>
        <lei>G617XSG94Z7G0RMW3L02</lei>
        <title>Genesee &amp; Wyoming, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL308954"/>
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        <balance>693262.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>665906.36000000</valUSD>
        <pctVal>0.163449707871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02307900</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tencent Holdings Limited</name>
        <lei>254900N4SLUMW4XUYY11</lei>
        <title>Tencent Holdings, Ltd.</title>
        <cusip>88032WAT3</cusip>
        <identifiers>
          <isin value="US88032WAT36"/>
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        <balance>41000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41460.03000000</valUSD>
        <pctVal>0.010176550636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01810000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMSTED Industries Incorporated</name>
        <lei>N2VLGYMEEBIU3PFSUY86</lei>
        <title>Amsted Industries, Inc.</title>
        <cusip>032177AH0</cusip>
        <identifiers>
          <isin value="US032177AH01"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154687.50000000</valUSD>
        <pctVal>0.037968741860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP Paribas SA</title>
        <cusip>09659W2J2</cusip>
        <identifiers>
          <isin value="US09659W2J22"/>
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        <balance>38000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39796.93000000</valUSD>
        <pctVal>0.009768335269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02819000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc.</title>
        <cusip>38141GXE9</cusip>
        <identifiers>
          <isin value="US38141GXE96"/>
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        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76114.80000000</valUSD>
        <pctVal>0.018682719631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Outfront Media Inc. (REIT)</name>
        <lei>N/A</lei>
        <title>Outfront Media Cap, LLC</title>
        <cusip>69007TAC8</cusip>
        <identifiers>
          <isin value="US69007TAC80"/>
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        <balance>120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109994.40000000</valUSD>
        <pctVal>0.026998619667</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>0.04625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Inc.</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>Broadcom, Inc.</title>
        <cusip>11135FAU5</cusip>
        <identifiers>
          <isin value="US11135FAU57"/>
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        <balance>17000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17564.61000000</valUSD>
        <pctVal>0.004311312439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02250000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CHS Inc.</name>
        <lei>XEIEFTLYDQ1MZ6TZV015</lei>
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          <isin value="US12542R5063"/>
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        <assetCat>EP</assetCat>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hindalco Industries Limited</name>
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        <title>Novelis Corporation</title>
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          <isin value="US670001AC05"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>149646.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05875000</annualizedRt>
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      <invstOrSec>
        <name>Popular, Inc.</name>
        <lei>5493008CARDZMVQ3LO89</lei>
        <title>Popular, Inc.</title>
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          <isin value="PR7331747001"/>
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        <assetCat>EC</assetCat>
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        <invCountry>PR</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Norfolk Southern Corporation</name>
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        <title>Norfolk Southern Corporation</title>
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          <isin value="US6558441084"/>
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        <balance>1084.00000000</balance>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LHC Group, Inc.</name>
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        <title>LHC Group, Inc.</title>
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          <isin value="US50187A1079"/>
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        <balance>2011.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Suburban Propane Partners, L.P.</name>
        <lei>N/A</lei>
        <title>Suburban Propane Partners, LP</title>
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          <isin value="US864486AK16"/>
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        <curCd>USD</curCd>
        <valUSD>89100.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05875000</annualizedRt>
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      <invstOrSec>
        <name>American International Group, Inc.</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>American International Group, Inc.</title>
        <cusip>026874784</cusip>
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          <isin value="US0268747849"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Catalent, Inc.</name>
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        <title>Catalent, Inc.</title>
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          <isin value="US1488061029"/>
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        <balance>4794.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>351400.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>The Southern Company</name>
        <lei>D981X4Z4RWS7PDMJUZ03</lei>
        <title>Georgia Power Company</title>
        <cusip>373334KK6</cusip>
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          <isin value="US373334KK69"/>
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        <balance>34000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35685.57000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02200000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Host Hotels &amp; Resorts, Inc.</name>
        <lei>N6EL63S0K3PB1YFTDI24</lei>
        <title>Host Hotels &amp; Resorts, Inc.</title>
        <cusip>44107P104</cusip>
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          <isin value="US44107P1049"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Halliburton Company</name>
        <lei>ENYF8GB5SMQZ25S06U51</lei>
        <title>Halliburton Company</title>
        <cusip>406216101</cusip>
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          <isin value="US4062161017"/>
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        <balance>10388.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>134836.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CIT Group Inc.</name>
        <lei>N/A</lei>
        <title>Residential Asset Securitization Trust</title>
        <cusip>45660LEW5</cusip>
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          <isin value="US45660LEW54"/>
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        <balance>292514.23500000</balance>
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        <curCd>USD</curCd>
        <valUSD>305933.79000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Plymouth Industrial REIT, Inc.</name>
        <lei>N/A</lei>
        <title>Plymouth Industrial REIT, Inc.</title>
        <cusip>729640102</cusip>
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          <isin value="US7296401026"/>
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        <balance>690.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8832.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>PG&amp;E Corporation</name>
        <lei>8YQ2GSDWYZXO2EDN3511</lei>
        <title>PG&amp;E Corporation</title>
        <cusip>69331CAJ7</cusip>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05250000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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        <name>WESCO International, Inc.</name>
        <lei>549300I2CEZJG9N4AH67</lei>
        <title>WESCO Distribution, Inc.</title>
        <cusip>95081QAP9</cusip>
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          <isin value="US95081QAP90"/>
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        <balance>40000.00000000</balance>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07250000</annualizedRt>
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        <name>Nomura Holdings, Inc.</name>
        <lei>549300B3CEAHYG7K8164</lei>
        <title>Nomura Holdings, Inc.</title>
        <cusip>65535HAP4</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-16</maturityDt>
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          <annualizedRt>0.02648000</annualizedRt>
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      <invstOrSec>
        <name>Crocs, Inc.</name>
        <lei>549300B0J6YCXD63OG72</lei>
        <title>Crocs, Inc.</title>
        <cusip>227046109</cusip>
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          <isin value="US2270461096"/>
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        <balance>5668.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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        <name>American Campus Communities, Inc.</name>
        <lei>529900MR3ZXRO3W6UX26</lei>
        <title>American Campus Communities, Inc.</title>
        <cusip>024835100</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MILEAGE PLUS HLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Mileage Plus Holdings, LLC</title>
        <cusip>599191AA1</cusip>
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          <isin value="US599191AA16"/>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Cooper-Standard Holdings Inc.</name>
        <lei>549300VVOH2RQP5YMB08</lei>
        <title>Cooper-Standard Holdings, Inc.</title>
        <cusip>21676P103</cusip>
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          <isin value="US21676P1030"/>
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        <balance>6926.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation</title>
        <cusip>06051GHL6</cusip>
        <identifiers>
          <isin value="US06051GHL68"/>
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        <balance>143000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155375.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-23</maturityDt>
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          <annualizedRt>0.03864000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Sinclair Broadcast Group, Inc.</name>
        <lei>N/A</lei>
        <title>Diamond Sports Group, LLC</title>
        <cusip>25277LAA4</cusip>
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          <isin value="US25277LAA44"/>
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        <balance>70000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>50738.80000000</valUSD>
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        <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>0.05375000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>N/A</lei>
        <title>Structured Asset Mortgage Investments, Inc.</title>
        <cusip>86359LLZ0</cusip>
        <identifiers>
          <isin value="US86359LLZ03"/>
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        <balance>347552.29800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>316689.93000000</valUSD>
        <pctVal>0.077732966155</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00494500</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>Mitsubishi UFJ Financial Group, Inc.</title>
        <cusip>606822BL7</cusip>
        <identifiers>
          <isin value="US606822BL79"/>
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        <balance>53000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54993.91000000</valUSD>
        <pctVal>0.013498502288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02623000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>5493006LL0CKP8WQW329</lei>
        <title>Sunoco Logistics Partners Operations, LP</title>
        <cusip>86765BAR0</cusip>
        <identifiers>
          <isin value="US86765BAR06"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66294.26000000</valUSD>
        <pctVal>0.016272223966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cox Enterprises, Inc.</name>
        <lei>5493001NEDZNIFRP2R92</lei>
        <title>Cox Communications, Inc.</title>
        <cusip>224044CA3</cusip>
        <identifiers>
          <isin value="US224044CA34"/>
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        <balance>51000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53727.69000000</valUSD>
        <pctVal>0.013187702900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fortive Corporation</name>
        <lei>549300MU9YQJYHDQEF63</lei>
        <title>Fortive Corporation, Convertible</title>
        <cusip>34959JAK4</cusip>
        <identifiers>
          <isin value="US34959JAK43"/>
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        <balance>134000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131614.29000000</valUSD>
        <pctVal>0.032305318802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Fortive Corp</name>
              <title>Fortive Corp</title>
              <curCd>USD</curCd>
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          <currencyInfos>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ford Motor Company</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Company, LLC</title>
        <cusip>345397XL2</cusip>
        <identifiers>
          <isin value="US345397XL24"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237112.50000000</valUSD>
        <pctVal>0.058200328433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04134000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Aalberts NV</name>
        <lei>549300EMP9DT6Q35HZ31</lei>
        <title>Aalberts NV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0000852564"/>
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        <balance>5054.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
        <valUSD>165724.08000000</valUSD>
        <pctVal>0.040677720007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
        <cusip>172967KV2</cusip>
        <identifiers>
          <isin value="US172967KV25"/>
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        <balance>58000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59117.00000000</valUSD>
        <pctVal>0.014510533253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02350000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>Canadian Natural Resources Limited</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>Canadian Natural Resources, Ltd.</title>
        <cusip>136385AZ4</cusip>
        <identifiers>
          <isin value="US136385AZ48"/>
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        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34067.88000000</valUSD>
        <pctVal>0.008362114207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02050000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Hartford Financial Services Group, Inc.</name>
        <lei>IU7C3FTM7Y3BQM112U94</lei>
        <title>Hartford Financial Services Group, Inc., 7.875%</title>
        <cusip>416518504</cusip>
        <identifiers>
          <isin value="US4165185046"/>
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        <balance>3700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>98494.00000000</valUSD>
        <pctVal>0.024175794817</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>Dell Technologies Inc.</name>
        <lei>N/A</lei>
        <title>Dell International, LLC/ EMC Corporation</title>
        <cusip>24703DBB6</cusip>
        <identifiers>
          <isin value="US24703DBB64"/>
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        <balance>15000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17232.61000000</valUSD>
        <pctVal>0.004229821547</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>0.05850000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>Apple, Inc.</title>
        <cusip>037833AS9</cusip>
        <identifiers>
          <isin value="US037833AS94"/>
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        <balance>122000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134803.49000000</valUSD>
        <pctVal>0.033088122270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03450000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Loews Corporation</name>
        <lei>549300YX2GSZD7YG1R84</lei>
        <title>CNA Financial Corporation</title>
        <cusip>126117AR1</cusip>
        <identifiers>
          <isin value="US126117AR10"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36887.97000000</valUSD>
        <pctVal>0.009054317968</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>0.05750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PCCW Limited</name>
        <lei>N/A</lei>
        <title>HKT Trust and HKT, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="HK0000093390"/>
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        <balance>39000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.75050000"/>
        <valUSD>57231.27000000</valUSD>
        <pctVal>0.014047672352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CenturyLink, Inc.</name>
        <lei>N/A</lei>
        <title>Level 3 Financing, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL322278"/>
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        <balance>725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>684349.25000000</valUSD>
        <pctVal>0.167976598083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.01982500</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Canon Inc.</name>
        <lei>529900JH1GSC035SSP77</lei>
        <title>Canon, Inc.</title>
        <cusip>324280000</cusip>
        <identifiers>
          <isin value="JP3242800005"/>
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        <balance>3900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>77797.31000000</valUSD>
        <pctVal>0.019095699270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc.</title>
        <cusip>38141GWQ3</cusip>
        <identifiers>
          <isin value="US38141GWQ36"/>
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        <balance>49000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52824.86000000</valUSD>
        <pctVal>0.012966099220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03272000</annualizedRt>
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      <invstOrSec>
        <name>Paychex, Inc.</name>
        <lei>529900K900DW6SUBM174</lei>
        <title>Paychex, Inc.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>The Royal Bank of Scotland Group plc</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>Royal Bank of Scotland Group plc</title>
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          <isin value="US780099CE50"/>
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        <curCd>USD</curCd>
        <valUSD>38206.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>British American Tobacco p.l.c.</name>
        <lei>2138005GYEXN7XRHFA84</lei>
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          <isin value="US05526DAZ87"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-08-15</maturityDt>
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          <annualizedRt>0.03222000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Broadcom Inc.</name>
        <lei>N/A</lei>
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          <isin value="US11134LAP40"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-15</maturityDt>
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          <annualizedRt>0.03125000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CenterPoint Energy, Inc.</name>
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        <title>CenterPoint Energy, Inc.</title>
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          <isin value="US15189TAW71"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-09-01</maturityDt>
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          <annualizedRt>0.02500000</annualizedRt>
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        <name>MGM Growth Properties LLC</name>
        <lei>N/A</lei>
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          <isin value="US55303XAK19"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-15</maturityDt>
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          <annualizedRt>0.04625000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ON Semiconductor Corporation</name>
        <lei>ZV20P4CNJVT8V1ZGJ064</lei>
        <title>ON Semiconductor Corporation</title>
        <cusip>682189105</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Toyota Motor Corporation</name>
        <lei>5493006W3QUS5LMH6R84</lei>
        <title>Toyota Motor Corporation</title>
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          <isin value="JP3633400001"/>
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        <balance>900.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Sandvik AB</name>
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        <title>Sandvik AB</title>
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        <assetCat>EC</assetCat>
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        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Sinclair Broadcast Group, Inc.</name>
        <lei>N/A</lei>
        <title>Diamond Sports Group, LLC</title>
        <cusip>25277LAC0</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06625000</annualizedRt>
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        <name>Nitto Kogyo Corporation</name>
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        <title>Nitto Kogyo Corporation</title>
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        <invCountry>JP</invCountry>
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        <name>Century Casinos, Inc.</name>
        <lei>549300H2L4Y24HXY7M50</lei>
        <title>Century Casinos, Inc.</title>
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        <name>Helmerich &amp; Payne, Inc.</name>
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        <name>Fifth Third Bancorp</name>
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        <name>Shin-Etsu Chemical Co., Ltd.</name>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>549300PXR5FKNXF0OH19</lei>
        <title>Credit Suisse Group Funding (Guernsey), Ltd.</title>
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        <invCountry>GG</invCountry>
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      <invstOrSec>
        <name>Silver Hill Trust 2019-SBC1</name>
        <lei>N/A</lei>
        <title>Silver Hill Trust</title>
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        <name>International Business Machines Corporation</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>International Business Machines Corporation</title>
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        <name>CGI Inc.</name>
        <lei>549300WSRCZY73ZG3090</lei>
        <title>CGI, Inc.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>
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        <name>BlackRock, Inc.</name>
        <lei>U48QD6ILUF60LKMSND68</lei>
        <title>BlackRock Enhanced Global Dividend Trust</title>
        <cusip>092501105</cusip>
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        <balance>7100.00000000</balance>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>N/A</lei>
        <title>Banc of America Mortgage Securities Trust</title>
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        <name>Roche Holding AG</name>
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        <name>Honda Motor Co., Ltd.</name>
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        <name>CIT Group Inc.</name>
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        <name>Federal Home Loan Banks Office of Finance</name>
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        <name>Cooperatieve Rabobank U.A.</name>
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        <name>The Toronto-Dominion Bank</name>
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        <name>American Express Company</name>
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        <name>Edwards Lifesciences Corporation</name>
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        <name>Sunstone Hotel Investors, Inc.</name>
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        <name>Discover Financial Services</name>
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        <name>Simon Property Group, Inc.</name>
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        <name>Talen Energy Corporation</name>
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        <name>Alphabet Inc.</name>
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        <name>Bank of America Corporation</name>
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        <title>Countrywide Home Loan Mortgage Pass Through Trust</title>
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        <name>ESH Hospitality, Inc.</name>
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        <title>ESH Hospitality, Inc.</title>
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      <invstOrSec>
        <name>Banco Santander, S.A.</name>
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        <title>Banco Santander Mexico SA</title>
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          <isin value="US05969BAD55"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>McDonald's Corporation</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03350000</annualizedRt>
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      <invstOrSec>
        <name>The Middleby Corporation</name>
        <lei>JDFO86U9VQRBKW5KYA35</lei>
        <title>Middleby Corporation</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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          <isin value="US61744YAN85"/>
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        <balance>84000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Sinclair Broadcast Group, Inc.</name>
        <lei>5493002K6DHWNZH8YA34</lei>
        <title>Diamond Sports Group, LLC, Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL300596"/>
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        <balance>1037885.68000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-08-24</maturityDt>
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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie, Inc.</title>
        <cusip>00287YCH0</cusip>
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          <isin value="US00287YCH09"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02800000</annualizedRt>
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      <invstOrSec>
        <name>Intel Corporation</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>Intel Corporation</title>
        <cusip>458140100</cusip>
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          <isin value="US4581401001"/>
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        <balance>5464.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Nucor Corporation</name>
        <lei>549300GGJCRSI2TIEJ46</lei>
        <title>Nucor Corporation</title>
        <cusip>670346105</cusip>
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          <isin value="US6703461052"/>
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        <balance>5899.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TELESAT CANADA/TELESAT LLC</name>
        <lei>N/A</lei>
        <title>Telesat Canada / Telesat, LLC</title>
        <cusip>87952VAP1</cusip>
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          <isin value="US87952VAP13"/>
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        <balance>170000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>166600.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>N/A</lei>
        <title>Bear Stearns Adjustable Rate Mortgage Trust</title>
        <cusip>07384MZX3</cusip>
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          <isin value="US07384MZX37"/>
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        <balance>77699.83400000</balance>
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        <curCd>USD</curCd>
        <valUSD>73002.11000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03599500</annualizedRt>
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        <name>NextEra Energy Partners, LP</name>
        <lei>549300KJEC5IUVJWR786</lei>
        <title>NextEra Energy Operating Partners, LP</title>
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          <isin value="US65342QAL68"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</annualizedRt>
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      <invstOrSec>
        <name>AGL Energy Limited</name>
        <lei>549300QAZ8A74DEDXO80</lei>
        <title>AGL Energy, Ltd.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Chubb Limited</name>
        <lei>CZCBJZWDMLTHWJDXU843</lei>
        <title>ACE INA Holdings, Inc.</title>
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        <balance>65000.00000000</balance>
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        <name>BlackRock, Inc.</name>
        <lei>8DZAUY8151XS5PISSX42</lei>
        <title>BlackRock Resources &amp; Commodities Strategy Trust</title>
        <cusip>09257A108</cusip>
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        <name>Euronet Worldwide, Inc.</name>
        <lei>YG3575C4DSHJPA5KET68</lei>
        <title>Euronet Worldwide, Inc.</title>
        <cusip>298736109</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>BALL METALPACK FINCO LLC</name>
        <lei>N/A</lei>
        <title>Ball Metalpack Finco, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL275763"/>
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        <balance>205800.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <name>FLEX ACQUISITION CO INC</name>
        <lei>549300HHED2KGPBEDW39</lei>
        <title>Flex Acquisition Company, Inc. Term Loan</title>
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          <ticker value="BL272504"/>
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        <balance>703125.85000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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      <invstOrSec>
        <name>Microchip Technology Incorporated</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>Microchip Technology, Inc.</title>
        <cusip>595017104</cusip>
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          <isin value="US5950171042"/>
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        <balance>3023.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Targa Resources Corp.</name>
        <lei>N/A</lei>
        <title>Targa Resources Partners, LP</title>
        <cusip>87612BBG6</cusip>
        <identifiers>
          <isin value="US87612BBG68"/>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Kansas City Southern</name>
        <lei>5493008C12PZMWP3WY03</lei>
        <title>Kansas City Southern</title>
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          <isin value="US4851703029"/>
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        <balance>2061.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NICE Ltd.</name>
        <lei>254900YTY4EF5Z4W0A51</lei>
        <title>Nice, Ltd. ADR</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation</title>
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          <isin value="US06051GHF90"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-05</maturityDt>
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          <annualizedRt>0.03550000</annualizedRt>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>N/A</lei>
        <title>Countrywide Alternative Loan Trust</title>
        <cusip>02147RAQ3</cusip>
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          <isin value="US02147RAQ39"/>
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        <balance>276417.16500000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ASM International NV</name>
        <lei>7245001I22ND6ZFHX623</lei>
        <title>ASM International NV</title>
        <cusip>N/A</cusip>
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          <isin value="NL0000334118"/>
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        <balance>235.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation</title>
        <cusip>06051GFH7</cusip>
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          <isin value="US06051GFH74"/>
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        <balance>70000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>77675.29000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04200000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lennar Corporation</name>
        <lei>529900G61XVRLX5TJX09</lei>
        <title>Lennar Corporation</title>
        <cusip>526057BW3</cusip>
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          <isin value="US526057BW31"/>
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        <balance>48000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>50640.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>General Motors Company</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Company, Inc.</title>
        <cusip>37045XCX2</cusip>
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          <isin value="US37045XCX21"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>34491.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nippon Steel Corporation</name>
        <lei>35380065QWQ4U2V3PA33</lei>
        <title>Nippon Steel Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3381000003"/>
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        <balance>19600.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PDC Energy, Inc.</name>
        <lei>5493008W8H2T511J5Y59</lei>
        <title>PDC Energy, Inc., Convertible</title>
        <cusip>69327RAD3</cusip>
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          <isin value="US69327RAD35"/>
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        <balance>9000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01125000</annualizedRt>
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          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>PDC Energy Inc</name>
              <title>PDC Energy Inc</title>
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      <invstOrSec>
        <name>Lehman Brothers Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>Structured Adjustable Rate Mortgage Loan Trust</title>
        <cusip>863579WZ7</cusip>
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          <isin value="US863579WZ70"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03922100</annualizedRt>
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      <invstOrSec>
        <name>Invesco Ltd.</name>
        <lei>UJGJ6DJQ6L11ZHIVZG65</lei>
        <title>Invesco Dynamic Credit Opportunities Fund</title>
        <cusip>46132R104</cusip>
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        <balance>5178.00000000</balance>
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        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Sika AG</name>
        <lei>549300R3N69ECGYPU434</lei>
        <title>Sika AG</title>
        <cusip>N/A</cusip>
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          <isin value="CH0418792922"/>
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        <balance>1520.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TE Connectivity Ltd.</name>
        <lei>894500ZRIX9K13RHXR17</lei>
        <title>TE Connectivity, Ltd.</title>
        <cusip>H84989104</cusip>
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          <isin value="CH0102993182"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Next Alt S.a.r.l.</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC Holdings, LLC, Term Loan</title>
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          <ticker value="BL316906"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CenturyLink, Inc.</name>
        <lei>N/A</lei>
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        <cusip>527298BM4</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136AE4H7</cusip>
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        <balance>919219.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>46899.34000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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      <invstOrSec>
        <name>Legg Mason, Inc.</name>
        <lei>254900NJE1W1YYKNVM16</lei>
        <title>Royce Value Trust, Inc.</title>
        <cusip>780910105</cusip>
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          <isin value="US7809101055"/>
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        <balance>3835.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Aflac Incorporated</name>
        <lei>549300N0B7DOGLXWPP39</lei>
        <title>Aflac, Inc.</title>
        <cusip>001055102</cusip>
        <identifiers>
          <isin value="US0010551028"/>
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        <balance>8428.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>303660.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>National Bank of Canada</name>
        <lei>BSGEFEIOM18Y80CKCV46</lei>
        <title>National Bank of Canada</title>
        <cusip>63307A2J3</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>General Mills, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>John Wood Group PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Credit Mortgage Pretium LLC, Series 2019-Cfl1</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Unitil Corporation</name>
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        <balance>262.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>COLT MERGER SUB INC</name>
        <lei>N/A</lei>
        <title>Colt Merger Sub, Inc.</title>
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          <isin value="US28470RAH57"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>99220.00000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SAS Rue La Boetie</name>
        <lei>969500TJ5KRTCJQWXH05</lei>
        <title>Credit Agricole SA</title>
        <cusip>225313AJ4</cusip>
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          <isin value="US225313AJ46"/>
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        <balance>122700.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-23</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>L E Lundbergforetagen AB (publ)</name>
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        <title>L E Lundbergforetagen AB</title>
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        <balance>900.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AerCap Holdings N.V.</name>
        <lei>N/A</lei>
        <title>ILFC E-Capital Trust II</title>
        <cusip>44965UAA2</cusip>
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          <isin value="US44965UAA25"/>
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        <balance>138000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72450.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Royal Caribbean Cruises Ltd.</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>Royal Caribbean Cruises, Ltd., Convertible</title>
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          <isin value="US780153BA90"/>
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        <balance>189000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
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              <title>Royal Caribbean Cruises Ltd</title>
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          <currencyInfos>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Mortgage Corporation Gold 30-Yr. Pass Through</title>
        <cusip>31292HEF7</cusip>
        <identifiers>
          <isin value="US31292HEF73"/>
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        <balance>903.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1082.83000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08000000</annualizedRt>
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      <invstOrSec>
        <name>Starwood Property Trust, Inc.</name>
        <lei>BUGSFQZERKRBFWIG5267</lei>
        <title>Starwood Property Trust, Inc., Convertible</title>
        <cusip>85571BAH8</cusip>
        <identifiers>
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        <balance>47000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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              <title>Starwood Property Trust Inc</title>
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      <invstOrSec>
        <name>Liberty Media Corporation</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio, Inc.</title>
        <cusip>82967NBA5</cusip>
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        <balance>220000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>J.P. Morgan Chase &amp; Company</title>
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        <balance>89000.00000000</balance>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>RALI Series 2007-QS1 Trust</name>
        <lei>N/A</lei>
        <title>Residential Accredit Loans, Inc. Trust</title>
        <cusip>74922KAA3</cusip>
        <identifiers>
          <isin value="US74922KAA34"/>
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        <balance>138600.80500000</balance>
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        <curCd>USD</curCd>
        <valUSD>123777.85000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>IAA SPINCO INC</name>
        <lei>549300PZCOPC5178W747</lei>
        <title>IAA, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL299132"/>
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        <balance>217687.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>207619.45000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.02437500</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Corteva, Inc.</name>
        <lei>GLU7INWNWH88J9XBXD45</lei>
        <title>EI du Pont de Nemours &amp; Company</title>
        <cusip>263534CN7</cusip>
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        <balance>34000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35103.63000000</valUSD>
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        <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>0.01700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ford Motor Company</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Company, LLC</title>
        <cusip>345397ZX4</cusip>
        <identifiers>
          <isin value="US345397ZX44"/>
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        <balance>240000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228852.00000000</valUSD>
        <pctVal>0.056172751595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sumitomo Rubber Industries, Ltd.</name>
        <lei>353800JD4V72SJ3EOX37</lei>
        <title>Sumitomo Rubber Industries, Ltd.</title>
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          <isin value="JP3404200002"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cofinimmo SA</name>
        <lei>549300TM914CSF6KI389</lei>
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        <cusip>N/A</cusip>
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          <isin value="BE0003593044"/>
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        <invCountry>BE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mediaset S.p.A.</name>
        <lei>95980020140005021479</lei>
        <title>Mediaset Espana Comunicacion SA</title>
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          <isin value="ES0152503035"/>
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        <assetCat>EC</assetCat>
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        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Equinor ASA</name>
        <lei>OW6OFBNCKXC4US5C7523</lei>
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        <cusip>29446MAD4</cusip>
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          <isin value="US29446MAD48"/>
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        <curCd>USD</curCd>
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        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-06</maturityDt>
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          <annualizedRt>0.02875000</annualizedRt>
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      <invstOrSec>
        <name>Nuance Communications, Inc.</name>
        <lei>AEMSOT3SS15TNMJCE605</lei>
        <title>Nuance Communications, Inc., Convertible</title>
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          <isin value="US67020YAN04"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-01</maturityDt>
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            <dbtSecRefInstrument>
              <name>Nuance Communications Inc</name>
              <title>Nuance Communications Inc</title>
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      <invstOrSec>
        <name>Hainan Traffic Administration Holding Co., Ltd.</name>
        <lei>635400CPI3EOIFF6OC33</lei>
        <title>Park Aerospace Holdings, Ltd.</title>
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          <isin value="US70014LAC46"/>
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        <balance>17000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Agree Realty Corporation</name>
        <lei>N/A</lei>
        <title>Agree Realty Corporation</title>
        <cusip>008492100</cusip>
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          <isin value="US0084921008"/>
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        <balance>1673.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Park Avenue Institutional Advisers CLO Ltd 2018-1</name>
        <lei>N/A</lei>
        <title>Park Avenue Institutional Advisers CLO, Ltd.</title>
        <cusip>70016RAC9</cusip>
        <identifiers>
          <isin value="US70016RAC97"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>790309.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02635300</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federation Nationale du Credit Agricole</name>
        <lei>969500TJ5KRTCJQWXH05</lei>
        <title>Credit Agricole SA</title>
        <cusip>22535WAG2</cusip>
        <identifiers>
          <isin value="US22535WAG24"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35481.22000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01907000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NORTHRIVER MIDSTREAM FINANCE</name>
        <lei>549300SOLNLY3BL6GF18</lei>
        <title>Northriver Midstream Finance, LP, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL279444"/>
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        <balance>585530.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>551499.28000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Financial Institutions, Inc.</name>
        <lei>N/A</lei>
        <title>Financial Institutions, Inc.</title>
        <cusip>317585404</cusip>
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          <isin value="US3175854047"/>
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        <balance>370.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Redrow plc</name>
        <lei>2138008WJZBBA7EYEL28</lei>
        <title>Redrow plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BG11K365"/>
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        <balance>17739.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>Dominion Energy, Inc.</title>
        <cusip>25746UDA4</cusip>
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          <isin value="US25746UDA43"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35769.95000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02715000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Eaton Vance Corp.</name>
        <lei>5493002EIY4NK3I3E865</lei>
        <title>Eaton Vance Tax-Managed Global Diversified Equity Income Fund</title>
        <cusip>27829F108</cusip>
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          <isin value="US27829F1084"/>
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        <balance>6309.00000000</balance>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>N/A</lei>
        <title>Central Fidelity Capital Trust I</title>
        <cusip>15346WAC4</cusip>
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          <isin value="US15346WAC47"/>
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        <balance>135000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Aircastle Limited</name>
        <lei>549300PNK8AKY3OIKP58</lei>
        <title>Aircastle, Ltd.</title>
        <cusip>00928QAP6</cusip>
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          <isin value="US00928QAP63"/>
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        <balance>51000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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      <invstOrSec>
        <name>Restaurant Brands International Inc.</name>
        <lei>N/A</lei>
        <title>1011778 B.C., ULC</title>
        <cusip>68245XAJ8</cusip>
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          <isin value="US68245XAJ81"/>
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        <balance>240000.00000000</balance>
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        <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>0.04375000</annualizedRt>
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      <invstOrSec>
        <name>PRP Depositor 2019-1 LLC</name>
        <lei>N/A</lei>
        <title>Preston Ridge Partners Mortgage Trust, LLC</title>
        <cusip>69359AAA7</cusip>
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          <isin value="US69359AAA79"/>
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        <balance>121590.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>122110.12000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tsubakimoto Chain Co.</name>
        <lei>N/A</lei>
        <title>Tsubakimoto Chain Company</title>
        <cusip>353540000</cusip>
        <identifiers>
          <isin value="JP3535400000"/>
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        <balance>2500.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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          <isin value="US0605056821"/>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Allianz SE</name>
        <lei>529900K9B0N5BT694847</lei>
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          <isin value="DE0008404005"/>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Motorola Solutions, Inc.</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>Motorola Solutions, Inc.</title>
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          <isin value="US6200763075"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Road King Infrastructure Limited</name>
        <lei>N/A</lei>
        <title>Road King Infrastructure, Ltd.</title>
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          <isin value="BMG760581097"/>
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        <assetCat>EC</assetCat>
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        <invCountry>BM</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>Bank of Montreal</title>
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          <isin value="CA0636711016"/>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Croda International Plc</name>
        <lei>2138004WCNBFJEEOXV26</lei>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>JPMorgan Chase &amp; Co.</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Lehman Brothers Holdings, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-04-25</maturityDt>
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      <invstOrSec>
        <name>Energizer Holdings, Inc.</name>
        <lei>5493000D6NN0V57UME20</lei>
        <title>Energizer Holdings, Inc.</title>
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          <isin value="US29272WAA71"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-15</maturityDt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136A9XR4</cusip>
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          <isin value="US3136A9XR49"/>
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        <curCd>USD</curCd>
        <valUSD>121272.01000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Kinross Gold Corporation</name>
        <lei>549300UEBMAQDN0K0R06</lei>
        <title>Kinross Gold Corporation</title>
        <cusip>496902AJ6</cusip>
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          <isin value="US496902AJ65"/>
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        <balance>44000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45218.87000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05125000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Novo Nordisk A/S</name>
        <lei>549300DAQ1CVT6CXN342</lei>
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        <currencyConditional curCd="DKK" exchangeRt="6.63250000"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>CHANGE HEALTHCARE HOLDINGS</name>
        <lei>549300GHXFJ3EKF50583</lei>
        <title>Change Healthcare Holdings, LLC, Term Loan</title>
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          <ticker value="BL221093"/>
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        <balance>415000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>397765.05000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>PulteGroup, Inc.</name>
        <lei>N/A</lei>
        <title>PulteGroup, Inc.</title>
        <cusip>745867101</cusip>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Tronox Holdings plc</name>
        <lei>N/A</lei>
        <title>Tronox Finance plc</title>
        <cusip>89705PAA3</cusip>
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          <isin value="US89705PAA30"/>
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        <balance>130000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>120250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
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      <invstOrSec>
        <name>LINTEC Corporation</name>
        <lei>N/A</lei>
        <title>Lintec Corporation</title>
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        <balance>1000.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Regions Financial Corporation</name>
        <lei>CW05CS5KW59QTC0DG824</lei>
        <title>Regions Financial Corporation</title>
        <cusip>7591EPAP5</cusip>
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          <isin value="US7591EPAP55"/>
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        <balance>41000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44586.55000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-08-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03800000</annualizedRt>
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      <invstOrSec>
        <name>Medical Properties Trust, Inc.</name>
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        <title>MPT Operating Partnership, LP</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-08-01</maturityDt>
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          <annualizedRt>0.05250000</annualizedRt>
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      <invstOrSec>
        <name>Azbil Corporation</name>
        <lei>N/A</lei>
        <title>Azbil Corporation</title>
        <cusip>393720000</cusip>
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          <isin value="JP3937200008"/>
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        <balance>100.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wolters Kluwer N.V.</name>
        <lei>724500TEM53I0U077B74</lei>
        <title>Wolters Kluwer NV</title>
        <cusip>N/A</cusip>
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        <balance>2990.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Caterpillar Inc.</name>
        <lei>WRJR7GS4GTRECRRTVX92</lei>
        <title>Caterpillar, Inc.</title>
        <cusip>149123101</cusip>
        <identifiers>
          <isin value="US1491231015"/>
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      <invstOrSec>
        <name>Discovery, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Banks Office of Finance</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Continental Resources, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>The TJX Companies, Inc.</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Banks Office of Finance</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>Federal Home Loan Bank Discount Notes</title>
        <cusip>313384ZX0</cusip>
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          <isin value="US313384ZX05"/>
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        <balance>200000.00000000</balance>
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        <name>Plains All American Pipeline, L.P.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Chevron Corporation</name>
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        <name>Illumina, Inc.</name>
        <lei>SQ95QG8SR5Q56LSNF682</lei>
        <title>Illumina, Inc.</title>
        <cusip>452327109</cusip>
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          <isin value="US4523271090"/>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CI Financial Corp</name>
        <lei>549300M9W7JJQSVCEM78</lei>
        <title>CI Financial Corporation</title>
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        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>M&amp;F Worldwide Corp.</name>
        <lei>549300J73P7FL8TVF308</lei>
        <title>Harland Clarke Holdings Corporation</title>
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        <name>Teva Pharmaceutical Industries Limited</name>
        <lei>5493004T21MOAFINJP35</lei>
        <title>Teva Pharmaceutical Finance Netherlands III BV</title>
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          <isin value="US88167AAD37"/>
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        <curCd>USD</curCd>
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        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>SoftBank Group Corp.</name>
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        <name>Mastercard Incorporated</name>
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        <name>Verizon Communications Inc.</name>
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        <name>Bunge Limited</name>
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        <title>Bunge, Ltd.</title>
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        <name>Canadian Imperial Bank of Commerce</name>
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        <name>NEXSTAR BROADCASTING INC</name>
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        <title>Nexstar Broadcasting, Inc., Term Loan</title>
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        <name>Bank of America Corporation</name>
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        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie, Inc.</title>
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        <name>Signify N.V.</name>
        <lei>549300072P3J1X8NZO35</lei>
        <title>Signify NV</title>
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        <invCountry>NL</invCountry>
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        <name>Nestle S.A.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Zayo Group Holdings, Inc.</name>
        <lei>529900Z6OTS7RT0V0I47</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sleep Number Corporation</name>
        <lei>529900W0TZQLBT2DSS66</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Parker-Hannifin Corporation</name>
        <lei>5493002CONDB4N2HKI23</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Icahn Enterprises L.P.</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-05-15</maturityDt>
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        <name>Liberty Global plc</name>
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        <title>Virgin Media Secured Finance plc</title>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-08-15</maturityDt>
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        <name>KBR, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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              <title>KBR Inc</title>
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        <name>Duke Energy Corporation</name>
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        <title>Duke Energy Corporation</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Sony Corporation</name>
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        <title>Sony Corporation ADR</title>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>NextEra Energy, Inc.</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NextEra Energy Capital Holdings, Inc.</title>
        <cusip>65339KBQ2</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
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        <name>Albertsons Investor Holdings LLC</name>
        <lei>N/A</lei>
        <title>Albertson's Companies, Inc.</title>
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        <name>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>Lockheed Martin Corporation</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Bunge Limited</name>
        <lei>549300QHC068L40NNM71</lei>
        <title>Bunge, Ltd. Finance Corporation</title>
        <cusip>120568AW0</cusip>
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        <balance>65000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corporation</title>
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        <invCountry>US</invCountry>
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        <name>TV Asahi Holdings Corporation</name>
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        <title>TV Asahi Holdings Corporation</title>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <name>The Goldman Sachs Group, Inc.</name>
        <lei>N/A</lei>
        <title>GSAA Home Equity Trust</title>
        <cusip>36242DNF6</cusip>
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        <balance>76740.05000000</balance>
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      <invstOrSec>
        <name>United Rentals, Inc.</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
        <title>United Rentals North America, Inc.</title>
        <cusip>911365BN3</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Bellemeade Re 2020-1 Ltd.</name>
        <lei>N/A</lei>
        <title>Bellemeade, Ltd.</title>
        <cusip>07876TAA0</cusip>
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        <balance>150000.00000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Deutsche Bank Aktiengesellschaft</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>Deutsche Bank AG</title>
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          <isin value="US251525AT85"/>
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        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02700000</annualizedRt>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
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          <isin value="US172967MG30"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-09-12</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Lumentum Holdings Inc.</name>
        <lei>549300JLWRRC38DWEF52</lei>
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          <isin value="US55024UAB52"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-15</maturityDt>
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            <dbtSecRefInstrument>
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              <title>Lumentum Holdings Inc</title>
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      <invstOrSec>
        <name>NVIDIA Corporation</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ViacomCBS Inc.</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>Viacom, Inc.</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-02-28</maturityDt>
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          <annualizedRt>0.05875000</annualizedRt>
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      <invstOrSec>
        <name>Thrivent Mutual Funds</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value=".TCFEMD"/>
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        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Thermo Fisher Scientific Inc.</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>Thermo Fisher Scientific, Inc.</title>
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          <isin value="US883556CF73"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
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        <assetCat>DBT</assetCat>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-22</maturityDt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136A73W0</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Company</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Legacy Mortgage Asset Trust 2019-GS1</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Aramark</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Uber Technologies, Inc.</name>
        <lei>549300B2FTG34FILDR98</lei>
        <title>Uber Technologies, Inc.</title>
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        <name>Holmen Aktiebolag (publ.)</name>
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        <title>Holmen AB</title>
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        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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        <name>The Hain Celestial Group, Inc.</name>
        <lei>5493000S8QXWHLIXDP75</lei>
        <title>Hain Celestial Group, Inc.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Bausch Health Companies Inc.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>VRX Escrow Corporation</title>
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        <name>IndyMac Bank MBS, Inc.</name>
        <lei>N/A</lei>
        <title>IndyMac INDX Mortgage Loan Trust</title>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>BP PLC</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BP Capital Markets America, Inc.</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02520000</annualizedRt>
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        <securityLending>
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        <name>Verint Systems Inc.</name>
        <lei>549300KEQJS5FRVUCO94</lei>
        <title>Verint Systems, Inc., Convertible</title>
        <cusip>92343XAA8</cusip>
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        <curCd>USD</curCd>
        <valUSD>157022.74000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>0.01500000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>Verint Systems Inc</name>
              <title>Verint Systems Inc</title>
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            <currencyInfo convRatio="15.51290000" curCd="USD"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ventas, Inc.</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>Ventas Realty, LP</title>
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          <isin value="US92277GAD97"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36467.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Kinden Corporation</name>
        <lei>N/A</lei>
        <title>Kinden Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3263000006"/>
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        <balance>9000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMN Healthcare Services, Inc.</name>
        <lei>529900W3ARRTCNFH2I39</lei>
        <title>AMN Healthcare Services, Inc.</title>
        <cusip>001744101</cusip>
        <identifiers>
          <isin value="US0017441017"/>
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        <balance>4553.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>205977.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>Oracle Corporation</title>
        <cusip>68389XBT1</cusip>
        <identifiers>
          <isin value="US68389XBT19"/>
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        <balance>47000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50550.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Daimler AG</name>
        <lei>549300423Z16BB673J12</lei>
        <title>Daimler Finance North America, LLC</title>
        <cusip>233851DU5</cusip>
        <identifiers>
          <isin value="US233851DU57"/>
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        <balance>32000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32822.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02550000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Prime Security Services Borrower, LLC</name>
        <lei>N/A</lei>
        <title>Prime Security Services Borrower, LLC</title>
        <cusip>74166MAC0</cusip>
        <identifiers>
          <isin value="US74166MAC01"/>
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        <balance>235000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243518.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MINISTOP Co., Ltd.</name>
        <lei>N/A</lei>
        <title>Ministop Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3905950006"/>
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        <balance>800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>11216.49000000</valUSD>
        <pctVal>0.002753137864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AerCap Holdings N.V.</name>
        <lei>N/A</lei>
        <title>International Lease Finance Corporation</title>
        <cusip>459745GN9</cusip>
        <identifiers>
          <isin value="US459745GN96"/>
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        <balance>88000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92582.90000000</valUSD>
        <pctVal>0.022724888765</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>0.05875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Change Healthcare Inc.</name>
        <lei>549300GS1BPJEDOZHM07</lei>
        <title>Change Healthcare, Inc.</title>
        <cusip>15912K100</cusip>
        <identifiers>
          <isin value="US15912K1007"/>
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        <balance>15959.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>178740.80000000</valUSD>
        <pctVal>0.043872732413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Raymond James Financial, Inc.</name>
        <lei>RGUZHJ05YTITL6D76949</lei>
        <title>Raymond James Financial, Inc.</title>
        <cusip>754730109</cusip>
        <identifiers>
          <isin value="US7547301090"/>
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        <balance>4744.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>326529.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>First Horizon National Corporation</name>
        <lei>COOWI3L2W9TPYR3WJX37</lei>
        <title>First Horizon Bank, 3.750%</title>
        <cusip>337158208</cusip>
        <identifiers>
          <isin value="US3371582087"/>
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        <balance>140.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93100.00000000</valUSD>
        <pctVal>0.022851813283</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>
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      <invstOrSec>
        <name>TOTAL S.A.</name>
        <lei>529900S21EQ1BO4ESM68</lei>
        <title>Total SA Rights</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0013517257"/>
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        <balance>10366.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corporation</title>
        <cusip>15135BAM3</cusip>
        <identifiers>
          <isin value="US15135BAM37"/>
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        <balance>48000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49930.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>Oracle Corporation</title>
        <cusip>68389X105</cusip>
        <identifiers>
          <isin value="US68389X1054"/>
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        <balance>4642.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>256563.34000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Lincoln National Corporation</name>
        <lei>EFQMQROEDSNBRIP7LE47</lei>
        <title>Lincoln National Corporation</title>
        <cusip>534187AS8</cusip>
        <identifiers>
          <isin value="US534187AS84"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-05-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02743100</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Caterpillar Inc.</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>Caterpillar Financial Services Corporation</title>
        <cusip>14913Q3C1</cusip>
        <identifiers>
          <isin value="US14913Q3C16"/>
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        <balance>48000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49663.29000000</valUSD>
        <pctVal>0.012190077659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FIELDWOOD ENERGY LLC</name>
        <lei>549300KTQCELOBO6BF21</lei>
        <title>Fieldwood Energy, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL268375"/>
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        <balance>570000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103551.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.06250000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Raytheon Technologies Corporation</name>
        <lei>549300JE3W6CWY2NAN77</lei>
        <title>Carrier Global Corporation</title>
        <cusip>14448C104</cusip>
        <identifiers>
          <isin value="US14448C1045"/>
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        <balance>16189.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>359719.58000000</valUSD>
        <pctVal>0.088294787072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>QuinStreet, Inc.</name>
        <lei>549300TP8MFBFPOS4Y78</lei>
        <title>QuinStreet, Inc.</title>
        <cusip>74874Q100</cusip>
        <identifiers>
          <isin value="US74874Q1004"/>
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        <balance>19797.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>207076.62000000</valUSD>
        <pctVal>0.050827886740</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>Staples, Inc.</name>
        <lei>XQM2JINI1UL7642TU573</lei>
        <title>Staples, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL297179"/>
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      <invstOrSec>
        <name>The Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Colgate-Palmolive Company</name>
        <lei>YMEGZFW4SBUSS5BQXF88</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Biogen Inc.</name>
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        <title>Biogen, Inc.</title>
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          <isin value="US09062X1037"/>
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        <fairValLevel>1</fairValLevel>
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        <name>Cheniere Energy Partners, L.P.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>JPMorgan Chase &amp; Co.</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-22</maturityDt>
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        <name>The Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc.</title>
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          <isin value="US38141GWC40"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Cooperatie FromFarmers U.A.</name>
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        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>TMX Group Limited</name>
        <lei>549300N65GFVKSHGJW59</lei>
        <title>TMX Group, Ltd.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>
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        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Charter Communications, Inc.</name>
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        <name>Prime Security Services Borrower, LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ILLUMINATE BUYER LLC</name>
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        <name>BlackRock, Inc.</name>
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        <name>American Express Company</name>
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        <name>Hainan Traffic Administration Holding Co., Ltd.</name>
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        <title>Avolon Holdings Funding, Ltd.</title>
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        <invCountry>KY</invCountry>
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        <name>QUALCOMM Incorporated</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QUALCOMM, Inc.</title>
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        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corporation</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>BP PLC</name>
        <lei>213800LH1BZH3DI6G760</lei>
        <title>BP plc ADR</title>
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        <balance>15265.00000000</balance>
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        <valUSD>355979.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Murata Manufacturing Co., Ltd.</name>
        <lei>529900QZG6DL8ZRI7140</lei>
        <title>Murata Manufacturing Company, Ltd.</title>
        <cusip>391440000</cusip>
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          <isin value="JP3914400001"/>
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        <balance>500.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <pctVal>0.007234587085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Delta Air Lines, Inc.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>Delta Air Lines, Inc.</title>
        <cusip>247361ZU5</cusip>
        <identifiers>
          <isin value="US247361ZU54"/>
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        <balance>31000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25141.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Novartis AG</name>
        <lei>5493002KF87V5RSRQS84</lei>
        <title>Novartis Capital Corporation</title>
        <cusip>66989HAP3</cusip>
        <identifiers>
          <isin value="US66989HAP38"/>
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        <balance>30000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31371.88000000</valUSD>
        <pctVal>0.007700368894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MGM Resorts International</name>
        <lei>54930066VBP7DZEGGJ87</lei>
        <title>MGM Resorts International</title>
        <cusip>552953CE9</cusip>
        <identifiers>
          <isin value="US552953CE90"/>
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        <balance>122000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120629.94000000</valUSD>
        <pctVal>0.029609160743</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>0.05750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Rio Tinto Group</name>
        <lei>213800YOEO5OQ72G2R82</lei>
        <title>Rio Tinto plc</title>
        <cusip>000718875</cusip>
        <identifiers>
          <isin value="GB0007188757"/>
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        <balance>184.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80704000"/>
        <valUSD>10354.85000000</valUSD>
        <pctVal>0.002541644455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mizuho Financial Group, Inc.</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>Mizuho Financial Group, Inc.</title>
        <cusip>60687YAV1</cusip>
        <identifiers>
          <isin value="US60687YAV11"/>
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        <balance>53000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54805.16000000</valUSD>
        <pctVal>0.013452172752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02721000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Kraft Heinz Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Company</title>
        <cusip>50077LAT3</cusip>
        <identifiers>
          <isin value="US50077LAT35"/>
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        <balance>120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129334.48000000</valUSD>
        <pctVal>0.031745729194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank Leumi le- Israel B.M.</name>
        <lei>7JDSZWRGUQY2DSTWCR57</lei>
        <title>Bank Leumi Le-Israel BM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IL0006046119"/>
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        <balance>43397.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="ILS" exchangeRt="3.46395000"/>
        <valUSD>218196.40000000</valUSD>
        <pctVal>0.053557286701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>N/A</lei>
        <title>Wachovia Capital Trust II</title>
        <cusip>929768AA7</cusip>
        <identifiers>
          <isin value="US929768AA75"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43548.99000000</valUSD>
        <pctVal>0.010689295254</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>Floating</couponKind>
          <annualizedRt>0.01718900</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank Aktiengesellschaft</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>Deutsche Bank AG of New York</title>
        <cusip>251526BR9</cusip>
        <identifiers>
          <isin value="US251526BR93"/>
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        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35308.16000000</valUSD>
        <pctVal>0.008666546505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Zoetis Inc.</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>Zoetis, Inc.</title>
        <cusip>98978VAB9</cusip>
        <identifiers>
          <isin value="US98978VAB99"/>
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        <balance>52000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54882.00000000</valUSD>
        <pctVal>0.013471033475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hanwa Co., Ltd.</name>
        <lei>8EUP1TJYZFX3T1E5AJ33</lei>
        <title>Hanwa Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3777800008"/>
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        <balance>2600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>47729.46000000</valUSD>
        <pctVal>0.011715410397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REYNOLDS GROUP HOLDINGS</name>
        <lei>5493002QNV81KCX40V06</lei>
        <title>Reynolds Group Holdings, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL235542"/>
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        <balance>323873.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>308618.74000000</valUSD>
        <pctVal>0.075751856307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02928200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Endo International plc</name>
        <lei>5493007TBMWZWGZIB256</lei>
        <title>Endo International plc, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL241028"/>
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        <balance>568751.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>536048.53000000</valUSD>
        <pctVal>0.131575520067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Roche Holding AG</name>
        <lei>529900T9LAII161DCN95</lei>
        <title>Chugai Pharmaceutical Company, Ltd.</title>
        <cusip>351940000</cusip>
        <identifiers>
          <isin value="JP3519400000"/>
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        <balance>5100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>273053.93000000</valUSD>
        <pctVal>0.067022313905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Atlas Copco AB</name>
        <lei>213800T8PC8Q4FYJZR07</lei>
        <title>Atlas Copco AB, Class B</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0011166628"/>
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        <balance>5233.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.31820000"/>
        <valUSD>194448.04000000</valUSD>
        <pctVal>0.047728145041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Coca-Cola Company</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>Coca-Cola Company</title>
        <cusip>191216100</cusip>
        <identifiers>
          <isin value="US1912161007"/>
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        <balance>13509.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>603582.12000000</valUSD>
        <pctVal>0.148151943150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Rackspace Hosting, Inc.</name>
        <lei>549300QTYCKLMFSE8I97</lei>
        <title>Rackspace Hosting, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL244046"/>
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        <balance>1489340.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1416734.82000000</valUSD>
        <pctVal>0.347743926729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TTM Technologies, Inc.</name>
        <lei>549300SC4BDOIS008048</lei>
        <title>TTM Technologies, Inc., Convertible</title>
        <cusip>87305RAD1</cusip>
        <identifiers>
          <isin value="US87305RAD17"/>
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        <balance>114000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143070.00000000</valUSD>
        <pctVal>0.035117174290</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>0.01750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>TTM Technologies Inc</name>
              <title>TTM Technologies Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="87305R109"/>
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            <currencyInfo convRatio="103.76130000" curCd="USD"/>
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          <delta>XXXX</delta>
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      </invstOrSec>
      <invstOrSec>
        <name>Dolby Laboratories, Inc.</name>
        <lei>549300X04FB2QPCJ5J24</lei>
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          <isin value="US25659T1079"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>D.R. Horton, Inc.</name>
        <lei>529900ZIUEYVSB8QDD25</lei>
        <title>D.R. Horton, Inc.</title>
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          <isin value="US23331A1097"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>carsales.com Ltd</name>
        <lei>5299009TFWZGH2AN7D11</lei>
        <title>Carsales.com, Ltd.</title>
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          <isin value="AU000000CAR3"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TransDigm Group Incorporated</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm, Inc.</title>
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          <isin value="US893647BL01"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-11-15</maturityDt>
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      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FirstEnergy Corporation</title>
        <cusip>337932107</cusip>
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          <isin value="US3379321074"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
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        <cusip>3136A65L4</cusip>
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          <isin value="US3136A65L40"/>
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        <balance>1007859.62800000</balance>
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        <curCd>USD</curCd>
        <valUSD>58531.95000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-07-25</maturityDt>
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          <annualizedRt>0.03000000</annualizedRt>
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      <invstOrSec>
        <name>Douglas Emmett, Inc.</name>
        <lei>N/A</lei>
        <title>Douglas Emmett, Inc.</title>
        <cusip>25960P109</cusip>
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          <isin value="US25960P1093"/>
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        <balance>7361.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Lamb Weston Holdings, Inc.</name>
        <lei>5493005SMYID1D2OY946</lei>
        <title>Lamb Weston Holdings, Inc.</title>
        <cusip>513272104</cusip>
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          <isin value="US5132721045"/>
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        <balance>1049.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Dialog Semiconductor Plc</name>
        <lei>529900QA2LORU6646N15</lei>
        <title>Dialog Semiconductor plc</title>
        <cusip>005982200</cusip>
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          <isin value="GB0059822006"/>
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        <balance>1131.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Westpac Banking Corporation</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>Westpac Banking Corporation</title>
        <cusip>961214EM1</cusip>
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          <isin value="US961214EM13"/>
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        <balance>32000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>32545.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-02-04</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings plc</title>
        <cusip>N/A</cusip>
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          <isin value="GB0005405286"/>
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        <balance>19481.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Zumiez Inc.</name>
        <lei>549300J0PDF58P6HZD25</lei>
        <title>Zumiez, Inc.</title>
        <cusip>989817101</cusip>
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          <isin value="US9898171015"/>
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        <balance>6142.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Standard Diversified Inc.</name>
        <lei>549300IYG00QF0VVP302</lei>
        <title>Turning Point Brands, Inc.</title>
        <cusip>90041L105</cusip>
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          <isin value="US90041L1052"/>
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        <balance>7940.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Allison Transmission Holdings, Inc.</name>
        <lei>MWKQ3I0U1GXP2YDSZW75</lei>
        <title>Allison Transmission, Inc.</title>
        <cusip>019736AD9</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-01</maturityDt>
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        <name>Nippon Steel Trading Corporation</name>
        <lei>N/A</lei>
        <title>Nippon Steel Trading Corporation</title>
        <cusip>N/A</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Visa Inc.</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>Visa, Inc.</title>
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        <assetCat>EC</assetCat>
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        <name>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>General Electric Capital Corporation</title>
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        <invCountry>US</invCountry>
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        <name>Thrivent Mutual Funds</name>
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        <assetCat>STIV</assetCat>
        <issuerCat>PF</issuerCat>
        <invCountry>US</invCountry>
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        <name>D.R. Horton, Inc.</name>
        <lei>529900ZIUEYVSB8QDD25</lei>
        <title>D.R. Horton, Inc.</title>
        <cusip>23331ABN8</cusip>
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        <invCountry>US</invCountry>
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          <maturityDt>2025-10-15</maturityDt>
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      <invstOrSec>
        <name>Olin Corporation</name>
        <lei>549300GKK294V7W57P06</lei>
        <title>Olin Corporation</title>
        <cusip>680665AJ5</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Hindalco Industries Limited</name>
        <lei>549300G5F3W3B52WYL23</lei>
        <title>Novelis Corporation</title>
        <cusip>670001AE6</cusip>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Berkshire Hathaway Inc.</name>
        <lei>549300JD0S5IZJE9LY15</lei>
        <title>Berkshire Hathaway Energy Company</title>
        <cusip>084659AS0</cusip>
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          <isin value="US084659AS06"/>
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        <balance>31000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NOURYON USA LLC</name>
        <lei>549300K7VB5G6LULFT41</lei>
        <title>Nouryon USA, LLC, Term Loan</title>
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          <ticker value="BL328666"/>
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        <balance>588474.91000000</balance>
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        <curCd>USD</curCd>
        <valUSD>550712.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-10-01</maturityDt>
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      <invstOrSec>
        <name>Nobina AB (publ)</name>
        <lei>549300MBXCR8ZQJIFP95</lei>
        <title>Nobina AB</title>
        <cusip>N/A</cusip>
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          <isin value="SE0007185418"/>
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        <assetCat>EC</assetCat>
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        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Tokio Marine Holdings, Inc.</name>
        <lei>5299009QN2NZ191KLS29</lei>
        <title>Tokio Marine Holdings, Inc.</title>
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          <isin value="JP3910660004"/>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>State Street Corporation</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>State Street Corporation</title>
        <cusip>857477BH5</cusip>
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          <isin value="US857477BH56"/>
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        <balance>31000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02825000</annualizedRt>
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      <invstOrSec>
        <name>VERTIV GROUP CORPORATION</name>
        <lei>549300ZT8RQ5VK10E643</lei>
        <title>Vertiv Group Corporation, Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL329930"/>
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        <balance>1167075.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BlackRock, Inc.</name>
        <lei>549300YX74JNY54XCY80</lei>
        <title>iShares S&amp;P U.S. Preferred Stock Index Fund</title>
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          <isin value="US4642886877"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BIG RIVER STEEL LLC</name>
        <lei>549300FDOTXSG1N4RG27</lei>
        <title>Big River Steel, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL249349"/>
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        <balance>413312.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>387480.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>Union Pacific Corporation</title>
        <cusip>907818ES3</cusip>
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          <isin value="US907818ES36"/>
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        <balance>62000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70196.67000000</valUSD>
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        <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>0.03750000</annualizedRt>
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        <name>Triumph Bancorp, Inc.</name>
        <lei>5493003RNRMEVYDZ1Q52</lei>
        <title>Triumph Bancorp, Inc.</title>
        <cusip>89679E300</cusip>
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          <isin value="US89679E3009"/>
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        <balance>8469.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>205542.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company</title>
        <cusip>949746101</cusip>
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          <isin value="US9497461015"/>
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        <balance>18617.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>476595.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Louisiana-Pacific Corporation</name>
        <lei>549300C7E2UAO5BVRR75</lei>
        <title>Louisiana-Pacific Corporation</title>
        <cusip>546347105</cusip>
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        <balance>16079.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays plc</title>
        <cusip>06738EBG9</cusip>
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          <isin value="US06738EBG98"/>
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        <balance>85000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>88081.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Gartner, Inc.</name>
        <lei>PP55B5R38BFB8O8HH686</lei>
        <title>Gartner, Inc.</title>
        <cusip>366651AC1</cusip>
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          <isin value="US366651AC11"/>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>50585.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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      <invstOrSec>
        <name>Kinder Morgan, Inc.</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>Kinder Morgan Energy Partners, LP</title>
        <cusip>494550BM7</cusip>
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          <isin value="US494550BM77"/>
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        <balance>88000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03450000</annualizedRt>
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      <invstOrSec>
        <name>Enterprise Products Partners L.P.</name>
        <lei>K4CDIF4M54DJZ6TB4Q48</lei>
        <title>Enterprise Products Partners, LP</title>
        <cusip>293792107</cusip>
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        <balance>22341.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Athene Global Funding</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>Athene Global Funding</title>
        <cusip>04685A2B6</cusip>
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          <isin value="US04685A2B67"/>
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        <balance>60000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Honeywell International Inc.</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>Honeywell International, Inc.</title>
        <cusip>438516CB0</cusip>
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          <isin value="US438516CB04"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35941.23000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01350000</annualizedRt>
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      <invstOrSec>
        <name>MGIC Investment Corporation</name>
        <lei>254900S8483WM4M98R28</lei>
        <title>MGIC Investment Corporation, Convertible</title>
        <cusip>552848AB9</cusip>
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          <isin value="US552848AB94"/>
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        <balance>459000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>550800.00000000</valUSD>
        <pctVal>0.135196334655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.09000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>MGIC Investment Corp</name>
              <title>MGIC Investment Corp</title>
              <curCd>USD</curCd>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="74.47180000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Nucor Corporation</name>
        <lei>549300GGJCRSI2TIEJ46</lei>
        <title>Nucor Corporation</title>
        <cusip>670346AR6</cusip>
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          <isin value="US670346AR69"/>
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        <balance>17000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17649.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Crown Holdings, Inc.</name>
        <lei>7HLDMDH0ZXNUH6PT7Z42</lei>
        <title>Crown Cork &amp; Seal Company, Inc.</title>
        <cusip>228255AH8</cusip>
        <identifiers>
          <isin value="US228255AH83"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58500.00000000</valUSD>
        <pctVal>0.014359087831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07375000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation</title>
        <cusip>06051GHC6</cusip>
        <identifiers>
          <isin value="US06051GHC69"/>
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        <balance>55000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57846.76000000</valUSD>
        <pctVal>0.014198747138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03004000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IHEARTCOMMUNICATIONS INC</name>
        <lei>54930076J6KDZL504O62</lei>
        <title>iHeartCommunications, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL329093"/>
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        <balance>403984.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>371330.86000000</valUSD>
        <pctVal>0.091144827916</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>Floating</couponKind>
          <annualizedRt>0.03178200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Columbia Cent Clo 27 Limited</name>
        <lei>549300066YASG4MIU864</lei>
        <title>Cent CLO, LP</title>
        <cusip>19736RAJ0</cusip>
        <identifiers>
          <isin value="US19736RAJ05"/>
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        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>821944.90000000</valUSD>
        <pctVal>0.201750068570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03291400</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group plc</title>
        <cusip>539439AG4</cusip>
        <identifiers>
          <isin value="US539439AG42"/>
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        <balance>86000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89207.80000000</valUSD>
        <pctVal>0.021896455306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>B&amp;M European Value Retail S.A.</name>
        <lei>213800UK7ZRLY2K1X530</lei>
        <title>B&amp;M European Value Retail SA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="LU1072616219"/>
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        <balance>13587.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80704000"/>
        <valUSD>66880.50000000</valUSD>
        <pctVal>0.016416119208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>Energy Transfer Operating, LP</title>
        <cusip>29278NAM5</cusip>
        <identifiers>
          <isin value="US29278NAM56"/>
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        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78289.14000000</valUSD>
        <pctVal>0.019216421153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co</name>
        <lei>N/A</lei>
        <title>CBOT U.S. Long Bond</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USU0"/>
        </identifiers>
        <balance>-24.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-22781.52000000</valUSD>
        <pctVal>-0.00559182643</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Ccm Futures, Llc</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>Mizuho Securities</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>United States Department of The Treasury</issuerName>
                <issueTitle>United States Treasury Note/Bond</issueTitle>
                <identifiers>
                  <cusip value="912810FT0"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-22</expDate>
            <notionalAmt>-4262718.48000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-22781.52000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Advantest Corporation</name>
        <lei>353800EMK32PDKS9XR54</lei>
        <title>Advantest Corporation</title>
        <cusip>312240000</cusip>
        <identifiers>
          <isin value="JP3122400009"/>
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        <balance>800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>45656.39000000</valUSD>
        <pctVal>0.011206566052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MS&amp;AD Insurance Group Holdings, Inc.</name>
        <lei>529900CXROT5S2HMMP26</lei>
        <title>MS and AD Insurance Group Holdings, Inc.</title>
        <cusip>389031000</cusip>
        <identifiers>
          <isin value="JP3890310000"/>
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        <balance>900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>24784.84000000</valUSD>
        <pctVal>0.006083550332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Apache Corporation</name>
        <lei>72ZZ1XRHOOU9P9X16K08</lei>
        <title>Apache Corporation</title>
        <cusip>037411AW5</cusip>
        <identifiers>
          <isin value="US037411AW56"/>
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        <balance>60000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49279.44000000</valUSD>
        <pctVal>0.012095859952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Marathon Petroleum Corporation</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX, LP</title>
        <cusip>55336VAE0</cusip>
        <identifiers>
          <isin value="US55336VAE02"/>
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        <balance>66000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70984.29000000</valUSD>
        <pctVal>0.017423412901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nine Energy Service, Inc.</name>
        <lei>549300KRLJCZBPZMKT65</lei>
        <title>Nine Energy Service, Inc.</title>
        <cusip>65441V101</cusip>
        <identifiers>
          <isin value="US65441V1017"/>
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        <balance>9376.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18283.20000000</valUSD>
        <pctVal>0.004487693583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Equitable Holdings, Inc.</name>
        <lei>549300FIBAKMNHPZ4009</lei>
        <title>Equitable Holdings, Inc., 5.250%</title>
        <cusip>29452E200</cusip>
        <identifiers>
          <isin value="US29452E2000"/>
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        <balance>5875.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>134655.00000000</valUSD>
        <pctVal>0.033051674733</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>Ecolab Inc.</name>
        <lei>82DYEISM090VG8LTLS26</lei>
        <title>Ecolab, Inc.</title>
        <cusip>278865100</cusip>
        <identifiers>
          <isin value="US2788651006"/>
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        <balance>3216.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>639823.20000000</valUSD>
        <pctVal>0.157047479062</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>KYORIN Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>KYORIN Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3247090008"/>
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        <balance>1000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>20479.27000000</valUSD>
        <pctVal>0.005026728831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Koninklijke DSM N.V.</name>
        <lei>724500SNT1MK246AHP04</lei>
        <title>Koninklijke DSM NV</title>
        <cusip>000000982</cusip>
        <identifiers>
          <isin value="NL0000009827"/>
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        <balance>5172.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
        <valUSD>717963.21000000</valUSD>
        <pctVal>0.176227295587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications, Inc.</name>
        <lei>N/A</lei>
        <title>CCO Holdings, LLC</title>
        <cusip>1248EPCE1</cusip>
        <identifiers>
          <isin value="US1248EPCE15"/>
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        <balance>60000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61230.00000000</valUSD>
        <pctVal>0.015029178596</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>0.04500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Vodafone Group Plc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MetLife, Inc.</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>OBIC Co.,Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Black Hills Corporation</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>D.R. Horton, Inc.</name>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Koninklijke Philips N.V.</name>
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        <title>Koninklijke Philips NV Rights</title>
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          <isin value="NL0015031550"/>
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        <invCountry>NL</invCountry>
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        <fairValLevel>3</fairValLevel>
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        <name>NCR Corporation</name>
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          <ticker value="BL311147"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-08-28</maturityDt>
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      <invstOrSec>
        <name>CIT Group Inc.</name>
        <lei>N/A</lei>
        <title>IndyMac Seconds Asset-Backed Trust</title>
        <cusip>43709KAA7</cusip>
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          <isin value="US43709KAA79"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-10-25</maturityDt>
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        <name>Steel Dynamics, Inc.</name>
        <lei>549300HGGKEL4FYTTQ83</lei>
        <title>Steel Dynamics, Inc.</title>
        <cusip>858119100</cusip>
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          <isin value="US8581191009"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>SAP SE</name>
        <lei>529900D6BF99LW9R2E68</lei>
        <title>SAP SE</title>
        <cusip>000716460</cusip>
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          <isin value="DE0007164600"/>
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        <balance>341.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>CenterPoint Energy, Inc.</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CenterPoint Energy, Inc.</title>
        <cusip>15189T107</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>JPMorgan Chase &amp; Co.</name>
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        <title>J.P. Morgan Chase &amp; Company</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Synovus Financial Corp.</name>
        <lei>549300EIUS8UN5JTLE54</lei>
        <title>Synovus Financial Corporation, 5.875%</title>
        <cusip>87161C709</cusip>
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        <balance>775.00000000</balance>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Seagate Technology plc</name>
        <lei>529900BD50TRWEG1SF63</lei>
        <title>Seagate HDD Cayman</title>
        <cusip>81180WAV3</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Volt XXIII, LLC</name>
        <lei>N/A</lei>
        <title>Vericrest Opportunity Loan Transferee</title>
        <cusip>92872NAA9</cusip>
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          <isin value="US92872NAA90"/>
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        <balance>162485.10000000</balance>
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        <name>O-I Glass, Inc.</name>
        <lei>V2UQUCDZJ9WY98W8QU33</lei>
        <title>Owens-Brockway Glass Container, Inc.</title>
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        <invCountry>US</invCountry>
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          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Next Alt S.a.r.l.</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC Holdings, LLC</title>
        <cusip>126307AU1</cusip>
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        <invCountry>US</invCountry>
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        <name>Allied Properties Real Estate Investment Trust</name>
        <lei>549300AMZMPKVHA0MY77</lei>
        <title>Allied Properties REIT</title>
        <cusip>019456953</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>
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        <name>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>Sempra Energy</title>
        <cusip>816851BK4</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Franklin Resources, Inc.</name>
        <lei>QU1AAXOSV5K4OVMXJP19</lei>
        <title>Templeton Global Income Fund</title>
        <cusip>880198106</cusip>
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        <balance>42782.00000000</balance>
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        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Plexus Corp.</name>
        <lei>549300W7HCBI5YT25I79</lei>
        <title>Plexus Corporation</title>
        <cusip>729132100</cusip>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Mitsui &amp; Co., Ltd.</name>
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          <isin value="JP3893600001"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>The Gorman-Rupp Company</name>
        <lei>N/A</lei>
        <title>Gorman-Rupp Company</title>
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          <isin value="US3830821043"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NiSource, Inc.</title>
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          <isin value="US65473PAF27"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CVS Health Corporation</name>
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        <title>CVS Health Corporation</title>
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          <isin value="US126650CW89"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-25</maturityDt>
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      <invstOrSec>
        <name>Ares Management Corporation</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>Ares Capital Corporation</title>
        <cusip>04010L103</cusip>
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          <isin value="US04010L1035"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Allianz SE</name>
        <lei>549300Q41U0QIEXCOU14</lei>
        <title>Pimco Dynamic Credit And Mortgage Income Fund</title>
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          <isin value="US72202D1063"/>
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        <balance>2493.00000000</balance>
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        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Mylan, Inc.</name>
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        <title>Mylan, Inc.</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>J.P. Morgan Chase &amp; Company, 4.750%</title>
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          <isin value="US48128B6222"/>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Glencore plc</name>
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        <title>Xstrata Finance Canada, Ltd.</title>
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          <isin value="US98417EAK64"/>
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        <balance>66000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>OneMain Holdings, Inc.</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>Springleaf Finance Corporation</title>
        <cusip>85172FAM1</cusip>
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          <isin value="US85172FAM14"/>
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        <balance>90000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-15</maturityDt>
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        <name>Anthem, Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>Anthem, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Edison International</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>Edison International</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Icahn Enterprises L.P.</name>
        <lei>N/A</lei>
        <title>Icahn Enterprises, LP</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOYD GAMING CORPORATION</name>
        <lei>254900787YGRYS2A1Z35</lei>
        <title>Boyd Gaming Corporation, Term Loan</title>
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        <fairValLevel>2</fairValLevel>
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        <name>NHK Spring Co., Ltd.</name>
        <lei>35380033IJ3XRDV8VH57</lei>
        <title>NHK Spring Company, Ltd.</title>
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        <name>Preferred Term Securities Xxiii Ltd</name>
        <lei>N/A</lei>
        <title>Preferred Term Securities XXIII, Ltd.</title>
        <cusip>74043AAC5</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Interactive Brokers Group, Inc.</name>
        <lei>5493004DT6DCDUZNDM53</lei>
        <title>Interactive Brokers Group, Inc.</title>
        <cusip>45841N107</cusip>
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        <balance>5459.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>LCPR LOAN FINANCING LLC</name>
        <lei>N/A</lei>
        <title>LCPR Loan Financing, LLC, Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL319202"/>
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        <balance>1120000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Givaudan SA</name>
        <lei>213800SVRMQA1TD91D41</lei>
        <title>Givaudan SA</title>
        <cusip>001064593</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mondelez International, Inc.</name>
        <lei>549300DV9GIB88LZ5P30</lei>
        <title>Mondelez International, Inc.</title>
        <cusip>609207AS4</cusip>
        <identifiers>
          <isin value="US609207AS49"/>
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        <balance>16000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16571.72000000</valUSD>
        <pctVal>0.004067603128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Swiss Life Holding AG</name>
        <lei>5493000KUC3Z24U77V93</lei>
        <title>Swiss Life Holding AG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0014852781"/>
        </identifiers>
        <balance>1410.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.94745000"/>
        <valUSD>524546.51000000</valUSD>
        <pctVal>0.128752297582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Porsche Automobil Holding SE</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>Volkswagen Group of America Finance, LLC</title>
        <cusip>928668AR3</cusip>
        <identifiers>
          <isin value="US928668AR38"/>
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        <balance>62000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67847.27000000</valUSD>
        <pctVal>0.016653417248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>Western Gas Partners, LP</title>
        <cusip>958254AB0</cusip>
        <identifiers>
          <isin value="US958254AB09"/>
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        <balance>44000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43859.20000000</valUSD>
        <pctVal>0.010765437692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Costco Wholesale Corporation</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
        <title>Costco Wholesale Corporation</title>
        <cusip>22160K105</cusip>
        <identifiers>
          <isin value="US22160K1051"/>
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        <balance>1001.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>303513.21000000</valUSD>
        <pctVal>0.074498681030</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>PRPM Trust 2019-GS1</name>
        <lei>N/A</lei>
        <title>Preston Ridge Partners Mortgage Trust, LLC</title>
        <cusip>69359CAB1</cusip>
        <identifiers>
          <isin value="US69359CAB19"/>
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        <balance>222439.56100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>218030.59000000</valUSD>
        <pctVal>0.053516587891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oriental Land Co., Ltd.</name>
        <lei>353800PIFKBZ6KTU5994</lei>
        <title>Oriental Land Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3198900007"/>
        </identifiers>
        <balance>400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>52858.45000000</valUSD>
        <pctVal>0.012974344036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Staples, Inc.</name>
        <lei>XQM2JINI1UL7642TU573</lei>
        <title>Staples, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL295940"/>
        </identifiers>
        <balance>787323.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>675130.00000000</valUSD>
        <pctVal>0.165713691750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.05686600</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ellington Residential Mortgage REIT</name>
        <lei>549300KA3MR2ZCRGA787</lei>
        <title>Ellington Residential Mortgage REIT</title>
        <cusip>288578107</cusip>
        <identifiers>
          <isin value="US2885781078"/>
        </identifiers>
        <balance>2033.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20939.90000000</valUSD>
        <pctVal>0.005139792534</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>Cargill, Incorporated</name>
        <lei>QXZYQNMR4JZ5RIRN4T31</lei>
        <title>Cargill, Inc.</title>
        <cusip>141781BL7</cusip>
        <identifiers>
          <isin value="US141781BL76"/>
        </identifiers>
        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35603.96000000</valUSD>
        <pctVal>0.008739151944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Illumina, Inc.</name>
        <lei>SQ95QG8SR5Q56LSNF682</lei>
        <title>Illumina, Inc., Convertible</title>
        <cusip>452327AH2</cusip>
        <identifiers>
          <isin value="US452327AH26"/>
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        <balance>24000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35700.46000000</valUSD>
        <pctVal>0.008762838303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Illumina Inc</name>
              <title>Illumina Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="452327109"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3.93180000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Castellum AB (publ)</name>
        <lei>549300GU5OHTR1T5IY68</lei>
        <title>Castellum AB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0000379190"/>
        </identifiers>
        <balance>6701.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.31820000"/>
        <valUSD>125562.93000000</valUSD>
        <pctVal>0.030819985302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eaton Vance Corp.</name>
        <lei>NZ7KR43H6Z5W1GY0QX46</lei>
        <title>Eaton Vance Limited Duration Income Fund</title>
        <cusip>27828H105</cusip>
        <identifiers>
          <isin value="US27828H1059"/>
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        <balance>4042.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45553.34000000</valUSD>
        <pctVal>0.011181271966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="Registered Investment Company"/>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eisai Co., Ltd.</name>
        <lei>353800HDEE0ZYEX4QV91</lei>
        <title>Eisai Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3160400002"/>
        </identifiers>
        <balance>500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>39724.46000000</valUSD>
        <pctVal>0.009750547182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Digital Realty Trust, Inc.</name>
        <lei>549300HKCZ31D08NEI41</lei>
        <title>Digital Realty Trust, Inc.</title>
        <cusip>253868103</cusip>
        <identifiers>
          <isin value="US2538681030"/>
        </identifiers>
        <balance>1970.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>279956.70000000</valUSD>
        <pctVal>0.068716629815</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>HEXION INC</name>
        <lei>54930030FZF8HYAEHM46</lei>
        <title>Hexion, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL301261"/>
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        <balance>348425.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>338843.31000000</valUSD>
        <pctVal>0.083170612807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04940000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Selective Insurance Group, Inc.</name>
        <lei>549300R3WGJWLE40R258</lei>
        <title>Selective Insurance Group, Inc.</title>
        <cusip>816300107</cusip>
        <identifiers>
          <isin value="US8163001071"/>
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        <balance>1670.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88075.80000000</valUSD>
        <pctVal>0.021618600820</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>General Motors Company</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Company, Inc.</title>
        <cusip>37045XBW5</cusip>
        <identifiers>
          <isin value="US37045XBW56"/>
        </identifiers>
        <balance>68000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70346.13000000</valUSD>
        <pctVal>0.017266773662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Clear Channel Outdoor Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>Clear Channel Outdoor Holdings, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL311235"/>
        </identifiers>
        <balance>1201373.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1086041.98000000</valUSD>
        <pctVal>0.266573883402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04260100</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERBUND AG</name>
        <lei>5299006UDSEJCTTEJS30</lei>
        <title>Verbund AG</title>
        <cusip>000074640</cusip>
        <identifiers>
          <isin value="AT0000746409"/>
        </identifiers>
        <balance>309.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
        <valUSD>13877.81000000</valUSD>
        <pctVal>0.003406370815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JBS S.A.</name>
        <lei>N/A</lei>
        <title>JBS USA, LLC</title>
        <cusip>466112AR0</cusip>
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          <isin value="US466112AR07"/>
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        <balance>120000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>121500.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Automatic Data Processing, Inc.</name>
        <lei>HGBOLILQXWER4SAL2I23</lei>
        <title>Automatic Data Processing, Inc.</title>
        <cusip>053015103</cusip>
        <identifiers>
          <isin value="US0530151036"/>
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        <balance>3901.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>580819.89000000</valUSD>
        <pctVal>0.142564851530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Calpine Corporation</name>
        <lei>43R4VPJBXTU2O15HEF41</lei>
        <title>Calpine Corporation</title>
        <cusip>131347CM6</cusip>
        <identifiers>
          <isin value="US131347CM64"/>
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        <balance>90000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88200.00000000</valUSD>
        <pctVal>0.021649086268</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>0.04500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>Apple, Inc.</title>
        <cusip>037833DT4</cusip>
        <identifiers>
          <isin value="US037833DT41"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35625.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Peapack-Gladstone Financial Corporation</name>
        <lei>549300G8DN2UK8K0ET30</lei>
        <title>Peapack-Gladstone Financial Corporation</title>
        <cusip>704699107</cusip>
        <identifiers>
          <isin value="US7046991078"/>
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        <balance>266.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4982.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Agilysys, Inc.</name>
        <lei>5299001XWB5V3B5IPN93</lei>
        <title>Agilysys, Inc.</title>
        <cusip>00847J105</cusip>
        <identifiers>
          <isin value="US00847J1051"/>
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        <balance>6500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>116610.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FTI Consulting, Inc.</name>
        <lei>549300K17GM8EQD0FQ48</lei>
        <title>FTI Consulting, Inc., Convertible</title>
        <cusip>302941AP4</cusip>
        <identifiers>
          <isin value="US302941AP45"/>
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        <balance>285000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>FTI Consulting Inc</name>
              <title>FTI Consulting Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="302941109"/>
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            </dbtSecRefInstrument>
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          <currencyInfos>
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        <securityLending>
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      <invstOrSec>
        <name>RCO 2017-INV1 Trust</name>
        <lei>N/A</lei>
        <title>RCO Mortgage, LLC</title>
        <cusip>74937VAA2</cusip>
        <identifiers>
          <isin value="US74937VAA26"/>
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        <balance>432445.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>436198.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03197000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Zoetis Inc.</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>Zoetis, Inc.</title>
        <cusip>98978VAJ2</cusip>
        <identifiers>
          <isin value="US98978VAJ26"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65563.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03450000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>National Express Group PLC</name>
        <lei>213800A8IQEMY8PA5X34</lei>
        <title>National Express Group plc</title>
        <cusip>000621520</cusip>
        <identifiers>
          <isin value="GB0006215205"/>
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        <balance>9755.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80704000"/>
        <valUSD>22705.22000000</valUSD>
        <pctVal>0.005573098259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>N/A</lei>
        <title>CHL Mortgage Pass-Through Trust</title>
        <cusip>12544JAB2</cusip>
        <identifiers>
          <isin value="US12544JAB26"/>
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        <balance>412510.74200000</balance>
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        <curCd>USD</curCd>
        <valUSD>328509.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CenturyLink,Inc.</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
        <title>CenturyLink, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL328851"/>
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        <balance>1771100.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1665825.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02428200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Liberty Media Corporation</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio, Inc.</title>
        <cusip>82967NBG2</cusip>
        <identifiers>
          <isin value="US82967NBG25"/>
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        <balance>60000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>59187.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VeriSign, Inc.</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
        <title>VeriSign, Inc.</title>
        <cusip>92343E102</cusip>
        <identifiers>
          <isin value="US92343E1029"/>
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        <balance>683.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>141264.89000000</valUSD>
        <pctVal>0.034674101930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Enterprise Products Partners L.P.</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>Enterprise Products Operating, LLC</title>
        <cusip>29379VBM4</cusip>
        <identifiers>
          <isin value="US29379VBM46"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>173950.00000000</valUSD>
        <pctVal>0.042696809029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2077-08-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Caterpillar Inc.</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>Caterpillar Financial Services Corporation</title>
        <cusip>14913R2C0</cusip>
        <identifiers>
          <isin value="US14913R2C07"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35936.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01450000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Imperial Brands PLC</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>Imperial Brands Finance plc</title>
        <cusip>45262BAA1</cusip>
        <identifiers>
          <isin value="US45262BAA17"/>
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        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35310.52000000</valUSD>
        <pctVal>0.008667125778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANSYS, Inc.</name>
        <lei>549300VJV8H15Z5FJ571</lei>
        <title>ANSYS, Inc.</title>
        <cusip>03662Q105</cusip>
        <identifiers>
          <isin value="US03662Q1058"/>
        </identifiers>
        <balance>2294.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>669228.62000000</valUSD>
        <pctVal>0.164265171515</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>Toray Industries, Inc.</name>
        <lei>35380099TCYR5FHT0A11</lei>
        <title>Toray Industries, Inc.</title>
        <cusip>362100000</cusip>
        <identifiers>
          <isin value="JP3621000003"/>
        </identifiers>
        <balance>39800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>187857.09000000</valUSD>
        <pctVal>0.046110366752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Recruit Holdings Co., Ltd.</name>
        <lei>353800R2LRSMVVC4I806</lei>
        <title>Recruit Holdings Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3970300004"/>
        </identifiers>
        <balance>3600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>123804.72000000</valUSD>
        <pctVal>0.030388424758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Archrock, Inc.</name>
        <lei>N/A</lei>
        <title>Archrock Partners, LP</title>
        <cusip>03959KAC4</cusip>
        <identifiers>
          <isin value="US03959KAC45"/>
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        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64071.00000000</valUSD>
        <pctVal>0.015726514810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Granges AB (publ)</name>
        <lei>5493006UG44TYSIXOB13</lei>
        <title>Granges AB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0006288015"/>
        </identifiers>
        <balance>9221.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.31820000"/>
        <valUSD>73515.00000000</valUSD>
        <pctVal>0.018044587041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Mid Bancshares, Inc.</name>
        <lei>N/A</lei>
        <title>First Mid-Illinois Bancshares, Inc.</title>
        <cusip>320866106</cusip>
        <identifiers>
          <isin value="US3208661062"/>
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        <balance>239.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6268.97000000</valUSD>
        <pctVal>0.001538746851</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>Stanley Black &amp; Decker, Inc.</name>
        <lei>549300DJ09SMTO561131</lei>
        <title>Stanley Black &amp; Decker, Inc., Convertible, 5.250%</title>
        <cusip>854502846</cusip>
        <identifiers>
          <isin value="US8545028461"/>
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        <balance>1192.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106660.16000000</valUSD>
        <pctVal>0.026180215478</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>Moody's Corporation</name>
        <lei>549300GCEDD8YCF5WU84</lei>
        <title>Moody's Corporation</title>
        <cusip>615369AG0</cusip>
        <identifiers>
          <isin value="US615369AG02"/>
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        <balance>44000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45280.92000000</valUSD>
        <pctVal>0.011114405253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DCP Midstream, LP</name>
        <lei>549300Y6CTBSE0QIPL28</lei>
        <title>DCP Midstream Operating, LP</title>
        <cusip>23311VAJ6</cusip>
        <identifiers>
          <isin value="US23311VAJ61"/>
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        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70525.00000000</valUSD>
        <pctVal>0.017310678107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>Oracle Corporation</title>
        <cusip>68389XBB0</cusip>
        <identifiers>
          <isin value="US68389XBB01"/>
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        <balance>30000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31020.38000000</valUSD>
        <pctVal>0.007614091640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Scientific Games Corporation</name>
        <lei>RLTHESQ0RNFQJWPBJN60</lei>
        <title>Scientific Games International, Inc.</title>
        <cusip>80874YAW0</cusip>
        <identifiers>
          <isin value="US80874YAW03"/>
        </identifiers>
        <balance>110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101558.60000000</valUSD>
        <pctVal>0.024928014656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anglo American plc</name>
        <lei>TINT358G1SSHR3L3PW36</lei>
        <title>Anglo American Capital plc</title>
        <cusip>034863AG5</cusip>
        <identifiers>
          <isin value="US034863AG56"/>
        </identifiers>
        <balance>86000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89667.67000000</valUSD>
        <pctVal>0.022009332463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HCP ACQUISITION LLC</name>
        <lei>N/A</lei>
        <title>HCP Acquisition, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL238711"/>
        </identifiers>
        <balance>686548.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>655825.66000000</valUSD>
        <pctVal>0.160975354765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Australia and New Zealand Banking Group Limited</name>
        <lei>JHE42UYNWWTJB8YTTU19</lei>
        <title>Australia and New Zealand Banking Group, Ltd.</title>
        <cusip>052528AL0</cusip>
        <identifiers>
          <isin value="US052528AL09"/>
        </identifiers>
        <balance>57000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58153.49000000</valUSD>
        <pctVal>0.014274035394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>1011778 BC ULC</name>
        <lei>549300RHSHNRWI5LLA86</lei>
        <title>1011778 B.C., LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL321399"/>
        </identifiers>
        <balance>1253700.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1186000.20000000</valUSD>
        <pctVal>0.291109077597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.01928300</annualizedRt>
          <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 Incorporated</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>Texas Instruments, Inc.</title>
        <cusip>882508BH6</cusip>
        <identifiers>
          <isin value="US882508BH65"/>
        </identifiers>
        <balance>46000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47222.29000000</valUSD>
        <pctVal>0.011590923242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NCR Corporation</name>
        <lei>549300YKTY8JX1DV2R67</lei>
        <title>NCR Corporation</title>
        <cusip>62886EAV0</cusip>
        <identifiers>
          <isin value="US62886EAV02"/>
        </identifiers>
        <balance>230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231124.70000000</valUSD>
        <pctVal>0.056730596020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IDEX Corporation</name>
        <lei>549300U5Y5EL6PHYLF13</lei>
        <title>IDEX Corporation</title>
        <cusip>45167R104</cusip>
        <identifiers>
          <isin value="US45167R1041"/>
        </identifiers>
        <balance>2320.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>366652.80000000</valUSD>
        <pctVal>0.089996577071</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>Pernod Ricard SA</name>
        <lei>52990097YFPX9J0H5D87</lei>
        <title>Pernod Ricard SA</title>
        <cusip>714264AA6</cusip>
        <identifiers>
          <isin value="US714264AA62"/>
        </identifiers>
        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36356.56000000</valUSD>
        <pctVal>0.008923880996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tronox Holdings plc</name>
        <lei>549300LMZ1DX1PWSP524</lei>
        <title>Tronox Finance, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL251721"/>
        </identifiers>
        <balance>1235475.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1183314.00000000</valUSD>
        <pctVal>0.290449737738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02981878</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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>31620RAF2</cusip>
        <identifiers>
          <isin value="US31620RAF29"/>
        </identifiers>
        <balance>57000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61315.65000000</valUSD>
        <pctVal>0.015050201773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-01</maturityDt>
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          <annualizedRt>0.05500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Air Lease Corporation</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>Air Lease Corporation</title>
        <cusip>00914AAH5</cusip>
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          <isin value="US00914AAH59"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34990.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03375000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fujitsu Limited</name>
        <lei>3538000246DHJLRTUZ24</lei>
        <title>Fujitsu, Ltd.</title>
        <cusip>381800000</cusip>
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          <isin value="JP3818000006"/>
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        <balance>200.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ally Financial Inc.</name>
        <lei>N/A</lei>
        <title>GMAC Capital Trust I, 6.177%</title>
        <cusip>361860208</cusip>
        <identifiers>
          <isin value="US3618602086"/>
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        <balance>7800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>174876.00000000</valUSD>
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        <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>
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      <invstOrSec>
        <name>Ramelius Resources Limited</name>
        <lei>254900E44AIGW7KKNR98</lei>
        <title>Ramelius Resources, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000RMS4"/>
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        <balance>14563.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.44907000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>Credit Suisse Group AG</title>
        <cusip>22546DAB2</cusip>
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          <isin value="US22546DAB29"/>
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        <balance>138000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>148350.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Portland General Electric Company</name>
        <lei>GJOUP9M7C39GLSK9R870</lei>
        <title>Portland General Electric Company</title>
        <cusip>736508847</cusip>
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          <isin value="US7365088472"/>
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        <balance>2465.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103061.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Adobe Inc.</name>
        <lei>FU4LY2G4933NH2E1CP29</lei>
        <title>Adobe, Inc.</title>
        <cusip>00724F101</cusip>
        <identifiers>
          <isin value="US00724F1012"/>
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        <balance>1867.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>812723.77000000</valUSD>
        <pctVal>0.199486700783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>Fifth Third Bancorp</title>
        <cusip>316773CX6</cusip>
        <identifiers>
          <isin value="US316773CX61"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38177.69000000</valUSD>
        <pctVal>0.009370885536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03650000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chubb Limited</name>
        <lei>E0JAN6VLUDI1HITHT809</lei>
        <title>Chubb, Ltd.</title>
        <cusip>H1467J104</cusip>
        <identifiers>
          <isin value="CH0044328745"/>
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        <balance>2521.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>319209.02000000</valUSD>
        <pctVal>0.078351288113</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>
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      <invstOrSec>
        <name>Evergy, Inc.</name>
        <lei>549300PGTHDQY6PSUI61</lei>
        <title>Evergy, Inc.</title>
        <cusip>30034WAA4</cusip>
        <identifiers>
          <isin value="US30034WAA45"/>
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        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35921.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02450000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Reinsurance Group of America, Incorporated</name>
        <lei>LORM1GNEU1DKEW527V90</lei>
        <title>Reinsurance Group of America, Inc.</title>
        <cusip>759351AL3</cusip>
        <identifiers>
          <isin value="US759351AL35"/>
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        <balance>64000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69962.05000000</valUSD>
        <pctVal>0.017172499500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dole Food Company, Inc.</name>
        <lei>549300BHY23LFYB85T03</lei>
        <title>Dole Food Company, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL266349"/>
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        <balance>412214.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>399848.23000000</valUSD>
        <pctVal>0.098144544507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bellemeade Re 2018-1 Ltd</name>
        <lei>549300O2GEH6GH9NO762</lei>
        <title>Bellemeade Re, Ltd.</title>
        <cusip>078768AD0</cusip>
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          <isin value="US078768AD03"/>
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        <balance>298691.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>295669.77000000</valUSD>
        <pctVal>0.072573473443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.01784500</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DICK'S Sporting Goods, Inc.</name>
        <lei>529900SSBV5I4LWSK313</lei>
        <title>Dick's Sporting Goods, Inc.</title>
        <cusip>253393102</cusip>
        <identifiers>
          <isin value="US2533931026"/>
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        <balance>1668.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68821.68000000</valUSD>
        <pctVal>0.016892590560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Industria de Diseno Textil, S.A.</name>
        <lei>549300TTCXZOGZM2EY83</lei>
        <title>Industria de Diseno Textil SA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0148396007"/>
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        <balance>6757.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
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        <pctVal>0.044006487930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
        <cusip>172967JM4</cusip>
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          <isin value="US172967JM45"/>
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        <balance>92000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>91356.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05950000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Computershare Limited</name>
        <lei>N/A</lei>
        <title>Computershare, Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="AU000000CPU5"/>
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        <balance>14638.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.44907000"/>
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        <pctVal>0.033268835686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>J.P. Morgan Chase &amp; Company</title>
        <cusip>46625HJY7</cusip>
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          <isin value="US46625HJY71"/>
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        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77610.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corporation</title>
        <cusip>674599DZ5</cusip>
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          <isin value="US674599DZ54"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50125.00000000</valUSD>
        <pctVal>0.012303406453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PPL Corporation</name>
        <lei>549300MROK5WY0D2NU17</lei>
        <title>PPL Capital Funding, Inc.</title>
        <cusip>69352PAK9</cusip>
        <identifiers>
          <isin value="US69352PAK93"/>
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        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75845.75000000</valUSD>
        <pctVal>0.018616680100</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>0.03950000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nippon Telegraph and Telephone Corporation</name>
        <lei>353800VHQU5VIXVUA841</lei>
        <title>Nippon Telegraph &amp; Telephone Corporation</title>
        <cusip>373540000</cusip>
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          <isin value="JP3735400008"/>
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        <balance>1500.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corporation</title>
        <cusip>20030N101</cusip>
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          <isin value="US20030N1019"/>
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        <balance>24647.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>960740.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Z Holdings Corporation</name>
        <lei>52990078MD2OL792YM35</lei>
        <title>Z Holdings Corporation</title>
        <cusip>393380000</cusip>
        <identifiers>
          <isin value="JP3933800009"/>
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        <balance>1600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>7852.36000000</valUSD>
        <pctVal>0.001927397041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Netflix, Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>Netflix, Inc.</title>
        <cusip>64110L106</cusip>
        <identifiers>
          <isin value="US64110L1061"/>
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        <balance>431.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>196122.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mitsubishi Corporation</name>
        <lei>KVIPTY4PULAPGC1VVD26</lei>
        <title>Mitsubishi Corporation</title>
        <cusip>389840000</cusip>
        <identifiers>
          <isin value="JP3898400001"/>
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        <balance>18300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>386710.56000000</valUSD>
        <pctVal>0.094919844380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>Mitsubishi UFJ Financial Group, Inc.</title>
        <cusip>390290000</cusip>
        <identifiers>
          <isin value="JP3902900004"/>
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        <balance>14500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>57065.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Napco Security Technologies, Inc.</name>
        <lei>529900KV21J4YY9YST76</lei>
        <title>NAPCO Security Technologies, Inc.</title>
        <cusip>630402105</cusip>
        <identifiers>
          <isin value="US6304021057"/>
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        <balance>1442.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33728.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UFP Technologies, Inc.</name>
        <lei>549300RJ8LY41HS70C91</lei>
        <title>UFP Technologies, Inc.</title>
        <cusip>902673102</cusip>
        <identifiers>
          <isin value="US9026731029"/>
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        <balance>2976.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131122.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>Energy Transfer Operating, LP</title>
        <cusip>29278NAB9</cusip>
        <identifiers>
          <isin value="US29278NAB91"/>
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        <balance>80000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61215.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MEDIACOM ILLINOIS LLC</name>
        <lei>549300C5ZH26WTW5DM15</lei>
        <title>Mediacom Illinois, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL266081"/>
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        <balance>228011.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221171.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.01860000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cintas Corporation</name>
        <lei>549300QVUQTTKMTE0G41</lei>
        <title>Cintas Corporation No. 2</title>
        <cusip>17252MAM2</cusip>
        <identifiers>
          <isin value="US17252MAM29"/>
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        <balance>64000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66517.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lennar Corporation</name>
        <lei>529900G61XVRLX5TJX09</lei>
        <title>Lennar Corporation</title>
        <cusip>526057BZ6</cusip>
        <identifiers>
          <isin value="US526057BZ61"/>
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        <balance>265000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275544.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Teledyne Technologies Incorporated</name>
        <lei>549300VSMO9KYQWDND94</lei>
        <title>Teledyne Technologies, Inc.</title>
        <cusip>879360105</cusip>
        <identifiers>
          <isin value="US8793601050"/>
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        <balance>463.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>143969.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Rio Tinto Group</name>
        <lei>529900X2VMAQT2PE0V24</lei>
        <title>Rio Tinto, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000RIO1"/>
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        <balance>2398.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.44907000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Rinnai Corporation</name>
        <lei>N/A</lei>
        <title>Rinnai Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3977400005"/>
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        <balance>2700.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Dell Technologies Inc.</name>
        <lei>N/A</lei>
        <title>Dell International, LLC/ EMC Corporation</title>
        <cusip>24703DAY7</cusip>
        <identifiers>
          <isin value="US24703DAY76"/>
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        <balance>52000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>56053.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>J.P. Morgan Chase &amp; Company</title>
        <cusip>46625HJJ0</cusip>
        <identifiers>
          <isin value="US46625HJJ05"/>
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        <balance>70000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>74888.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie, Inc.</title>
        <cusip>00287YAL3</cusip>
        <identifiers>
          <isin value="US00287YAL39"/>
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        <balance>44000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46161.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Anheuser-Busch InBev SA/NV</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>Anheuser-Busch InBev Worldwide, Inc.</title>
        <cusip>03523TBX5</cusip>
        <identifiers>
          <isin value="US03523TBX54"/>
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        <balance>56000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63544.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04150000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>T-Mobile US, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA, Inc.</title>
        <cusip>87264AAU9</cusip>
        <identifiers>
          <isin value="US87264AAU97"/>
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        <balance>340000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>344066.40000000</valUSD>
        <pctVal>0.084452643714</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>0.04500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Takeda Pharmaceutical Company Limited</name>
        <lei>549300XK5HGW68R8K327</lei>
        <title>Shire Acquisitions Investments Ireland Designated Activity Company</title>
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          <isin value="US82481LAB53"/>
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        <balance>86000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>87718.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Volt XXXVIII LLC</name>
        <lei>N/A</lei>
        <title>Vericrest Opportunity Loan Transferee</title>
        <cusip>91835LAA1</cusip>
        <identifiers>
          <isin value="US91835LAA17"/>
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        <balance>190684.07000000</balance>
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        <curCd>USD</curCd>
        <valUSD>188023.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02981100</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>QBE Insurance Group Limited</name>
        <lei>549300D2FBW76FPUSG65</lei>
        <title>QBE Insurance Group, Ltd.</title>
        <cusip>74728GAE0</cusip>
        <identifiers>
          <isin value="US74728GAE08"/>
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        <balance>84000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86730.00000000</valUSD>
        <pctVal>0.021288268163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>6174468Q5</cusip>
        <identifiers>
          <isin value="US6174468Q59"/>
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        <balance>69000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71760.75000000</valUSD>
        <pctVal>0.017613998496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02188000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Carnival Corporation &amp; Plc</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>Carnival Corporation, Convertible</title>
        <cusip>143658BF8</cusip>
        <identifiers>
          <isin value="US143658BF88"/>
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        <balance>107000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172262.78000000</valUSD>
        <pctVal>0.042282673299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Carnival Corp</name>
              <title>Carnival Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="143658300"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="100.00000000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation</title>
        <cusip>060505EH3</cusip>
        <identifiers>
          <isin value="US060505EH35"/>
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        <balance>276000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>285679.32000000</valUSD>
        <pctVal>0.070121272605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Motors Company</name>
        <lei>54930070NSV60J38I987</lei>
        <title>General Motors Company</title>
        <cusip>37045VAW0</cusip>
        <identifiers>
          <isin value="US37045VAW00"/>
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        <balance>46000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49830.73000000</valUSD>
        <pctVal>0.012231176559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>Mitsubishi UFJ Financial Group, Inc.</title>
        <cusip>606822AT1</cusip>
        <identifiers>
          <isin value="US606822AT15"/>
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        <balance>83000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88594.75000000</valUSD>
        <pctVal>0.021745979429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03455000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications, Inc.</name>
        <lei>N/A</lei>
        <title>CCOH Safari, LLC</title>
        <cusip>1248EPBM4</cusip>
        <identifiers>
          <isin value="US1248EPBM40"/>
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        <balance>235000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243069.90000000</valUSD>
        <pctVal>0.059662599028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rightmove plc</name>
        <lei>2138001JXGCFKBXYB828</lei>
        <title>Rightmove plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BGDT3G23"/>
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        <balance>3458.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80704000"/>
        <valUSD>23374.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Akamai Technologies, Inc.</name>
        <lei>OC1LZNN2LF5WTJ5RIL89</lei>
        <title>Akamai Technologies, Inc., Convertible</title>
        <cusip>00971TAK7</cusip>
        <identifiers>
          <isin value="US00971TAK79"/>
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        <balance>634000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>689665.83000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Akamai Technologies Inc</name>
              <title>Akamai Technologies Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="00971T101"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="8.60730000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Windstream Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>Windstream Services, LLC</title>
        <cusip>97381LAB4</cusip>
        <identifiers>
          <isin value="US97381LAB45"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60000.00000000</valUSD>
        <pctVal>0.014727269570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08625000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TERRIER MEDIA BUYER INC</name>
        <lei>N/A</lei>
        <title>Terrier Media Buyer, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL295514"/>
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        <balance>422875.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>402437.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04428300</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Twitter, Inc.</name>
        <lei>549300I8RX485XMK6836</lei>
        <title>Twitter, Inc.</title>
        <cusip>90184L102</cusip>
        <identifiers>
          <isin value="US90184L1026"/>
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        <balance>12270.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>365523.30000000</valUSD>
        <pctVal>0.089719336222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CBS RADIO INC</name>
        <lei>549300S5JUSXRHNCHD80</lei>
        <title>Entercom Media Corporation, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL323602"/>
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        <balance>522150.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>486472.31000000</valUSD>
        <pctVal>0.119406814131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02683600</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>3140X5DP5</cusip>
        <identifiers>
          <isin value="US3140X5DP50"/>
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        <balance>523812.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>553967.63000000</valUSD>
        <pctVal>0.135973843670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ConocoPhillips</name>
        <lei>WPTL2Z3FIYTHSP5V2253</lei>
        <title>ConocoPhillips</title>
        <cusip>20825C104</cusip>
        <identifiers>
          <isin value="US20825C1045"/>
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        <balance>4139.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>173920.78000000</valUSD>
        <pctVal>0.042689636848</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>Colliers International Group Inc.</name>
        <lei>D3O8K13PHLEXXD1DT480</lei>
        <title>Colliers International Group, Inc.</title>
        <cusip>194693107</cusip>
        <identifiers>
          <isin value="CA1946931070"/>
        </identifiers>
        <balance>3330.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>190842.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>UnitedHealth Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UnitedHealth Group, Inc.</title>
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          <isin value="US91324PCN06"/>
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        <balance>65000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>69000.54000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03350000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEC Networks &amp; System Integration Corporation</name>
        <lei>N/A</lei>
        <title>NEC Networks &amp; System Integration Corporation</title>
        <cusip>N/A</cusip>
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          <isin value="JP3733800001"/>
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        <balance>13600.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Toagosei Co., Ltd.</name>
        <lei>N/A</lei>
        <title>Toagosei Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3556400004"/>
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        <balance>5500.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Yum! Brands, Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>Yum! Brands, Inc.</title>
        <cusip>988498101</cusip>
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          <isin value="US9884981013"/>
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        <balance>761.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>66138.51000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tutor Perini Corporation</name>
        <lei>549300FHXYVPW8LJ6D98</lei>
        <title>Tutor Perini Corporation, Convertible</title>
        <cusip>901109AD0</cusip>
        <identifiers>
          <isin value="US901109AD04"/>
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        <balance>30000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28263.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Tutor Perini Corp</name>
              <title>Tutor Perini Corp</title>
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                <cusip value="901109108"/>
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          <currencyInfos>
            <currencyInfo convRatio="33.05790000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>National Storage Affiliates Trust</name>
        <lei>N/A</lei>
        <title>National Storage Affiliates Trust</title>
        <cusip>637870106</cusip>
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          <isin value="US6378701063"/>
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        <balance>7792.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>223318.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Charter Communications, Inc.</name>
        <lei>N/A</lei>
        <title>CCO Holdings, LLC</title>
        <cusip>1248EPBR3</cusip>
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          <isin value="US1248EPBR37"/>
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        <balance>125000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>129531.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Heartland Financial USA, Inc.</name>
        <lei>549300QF7B0DFZT32C73</lei>
        <title>Heartland Financial USA, Inc.</title>
        <cusip>42234Q102</cusip>
        <identifiers>
          <isin value="US42234Q1022"/>
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        <balance>8026.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>268389.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Southwest Airlines Co.</name>
        <lei>UDTZ87G0STFETI6HGH41</lei>
        <title>Southwest Airlines Company</title>
        <cusip>844741BJ6</cusip>
        <identifiers>
          <isin value="US844741BJ60"/>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>52744.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PACCAR Inc</name>
        <lei>PH3S12DWZBHHQKVYZ297</lei>
        <title>PACCAR Financial Corporation</title>
        <cusip>69371RQ74</cusip>
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          <isin value="US69371RQ748"/>
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        <balance>33000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34827.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02650000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tutor Perini Corporation</name>
        <lei>549300FHXYVPW8LJ6D98</lei>
        <title>Tutor Perini Corporation</title>
        <cusip>901109108</cusip>
        <identifiers>
          <isin value="US9011091082"/>
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        <balance>1650.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20097.00000000</valUSD>
        <pctVal>0.004932898942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TERRIER MEDIA BUYER INC</name>
        <lei>N/A</lei>
        <title>Terrier Media Buyer, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL339795"/>
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        <balance>225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213750.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Japan Exchange Group, Inc.</name>
        <lei>353800578ADEGIJTVW07</lei>
        <title>Japan Exchange Group, Inc.</title>
        <cusip>318320000</cusip>
        <identifiers>
          <isin value="JP3183200009"/>
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        <balance>3300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <pctVal>0.018759544433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lehman Brothers Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>Structured Adjustable Rate Mortgage Loan Trust</title>
        <cusip>863579UU0</cusip>
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          <isin value="US863579UU02"/>
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        <balance>94086.74800000</balance>
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        <curCd>USD</curCd>
        <valUSD>82559.99000000</valUSD>
        <pctVal>0.020264720474</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04085200</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United Rentals, Inc.</name>
        <lei>5323X5O7RN0NKFCDRY08</lei>
        <title>United Rentals, Inc.</title>
        <cusip>911363109</cusip>
        <identifiers>
          <isin value="US9113631090"/>
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        <balance>5064.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>754738.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Six Flags Entertainment Corporation</name>
        <lei>5493003MX0ZXTM8EVY68</lei>
        <title>Six Flags Theme Parks, Inc.</title>
        <cusip>83001WAC8</cusip>
        <identifiers>
          <isin value="US83001WAC82"/>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>51687.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Altra Industrial Motion Corp.</name>
        <lei>NQ0NIXPGW4YKG4MWM571</lei>
        <title>Altra Industrial Motion Corporation</title>
        <cusip>02208R106</cusip>
        <identifiers>
          <isin value="US02208R1068"/>
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        <balance>19105.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>608685.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Allegion plc</name>
        <lei>N/A</lei>
        <title>Allegion plc</title>
        <cusip>G0176J109</cusip>
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          <isin value="IE00BFRT3W74"/>
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        <balance>146.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14924.12000000</valUSD>
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        <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>
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      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation (REIT)</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corporation</title>
        <cusip>03027XAV2</cusip>
        <identifiers>
          <isin value="US03027XAV29"/>
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        <balance>41000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44574.37000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lowe's Companies, Inc.</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>Lowe's Companies, Inc.</title>
        <cusip>548661107</cusip>
        <identifiers>
          <isin value="US5486611073"/>
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        <balance>8437.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1140007.44000000</valUSD>
        <pctVal>0.279819948017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Diamondback Energy, Inc.</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>Diamondback Energy, Inc.</title>
        <cusip>25278XAL3</cusip>
        <identifiers>
          <isin value="US25278XAL38"/>
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        <balance>34000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>34056.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SailPoint Technologies Holdings, Inc.</name>
        <lei>529900809B15HNZH5H79</lei>
        <title>SailPoint Technologies Holdings, Inc.</title>
        <cusip>78781P105</cusip>
        <identifiers>
          <isin value="US78781P1057"/>
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        <balance>9826.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>260094.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Zillow Group, Inc.</name>
        <lei>2549002XEELQDIR6FU05</lei>
        <title>Zillow Group, Inc.</title>
        <cusip>98954M101</cusip>
        <identifiers>
          <isin value="US98954M1018"/>
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        <balance>7754.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>445699.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Valero Energy Corporation</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>Valero Energy Corporation</title>
        <cusip>91913Y100</cusip>
        <identifiers>
          <isin value="US91913Y1001"/>
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        <balance>3508.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>206340.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMETEK, Inc.</name>
        <lei>549300WZDEF9KKE40E98</lei>
        <title>AMETEK, Inc.</title>
        <cusip>031100100</cusip>
        <identifiers>
          <isin value="US0311001004"/>
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        <balance>6299.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>562941.63000000</valUSD>
        <pctVal>0.138176552289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie, Inc.</title>
        <cusip>00287YAQ2</cusip>
        <identifiers>
          <isin value="US00287YAQ26"/>
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        <balance>104000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115477.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Emesta Holding AG</name>
        <lei>529900G1XFTGSE0DIX60</lei>
        <title>EMS-CHEMIE Holding AG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0016440353"/>
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        <balance>89.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.94745000"/>
        <valUSD>69144.41000000</valUSD>
        <pctVal>0.016971806089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Essential Properties Realty Trust, Inc.</name>
        <lei>N/A</lei>
        <title>Essential Properties Realty Trust, Inc.</title>
        <cusip>29670E107</cusip>
        <identifiers>
          <isin value="US29670E1073"/>
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        <balance>3842.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57015.28000000</valUSD>
        <pctVal>0.013994656636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Radnor Re 2018-1 Limited</name>
        <lei>549300ED4YNDE7SVU538</lei>
        <title>Radnor RE, Ltd.</title>
        <cusip>750496AB7</cusip>
        <identifiers>
          <isin value="US750496AB73"/>
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        <balance>525000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>493918.69000000</valUSD>
        <pctVal>0.121234561557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02884500</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>3140X5SU8</cusip>
        <identifiers>
          <isin value="US3140X5SU80"/>
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        <balance>82977.42300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87831.22000000</valUSD>
        <pctVal>0.021558567560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Halozyme Therapeutics, Inc.</name>
        <lei>529900242I3SV9AGM753</lei>
        <title>Halozyme Therapeutics, Inc.</title>
        <cusip>40637H109</cusip>
        <identifiers>
          <isin value="US40637H1095"/>
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        <balance>7473.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>200351.13000000</valUSD>
        <pctVal>0.049177085003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T, Inc., 4.750%</title>
        <cusip>00206R706</cusip>
        <identifiers>
          <isin value="US00206R7061"/>
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        <balance>4300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102813.00000000</valUSD>
        <pctVal>0.025235912772</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>
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      <invstOrSec>
        <name>CONSOL ENERGY INC</name>
        <lei>549300YJCTPJBTK7IJ81</lei>
        <title>CONSOL Energy, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL294367"/>
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        <balance>429562.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>339354.38000000</valUSD>
        <pctVal>0.083296057235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04680000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Camden Property Trust</name>
        <lei>5493002MYX22OHYJBD89</lei>
        <title>Camden Property Trust</title>
        <cusip>133131AS1</cusip>
        <identifiers>
          <isin value="US133131AS17"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38304.35000000</valUSD>
        <pctVal>0.009401974802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Houlihan Lokey, Inc.</name>
        <lei>549300S3CNGTQ1QZVY46</lei>
        <title>Houlihan Lokey, Inc.</title>
        <cusip>441593100</cusip>
        <identifiers>
          <isin value="US4415931009"/>
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        <balance>1314.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73110.96000000</valUSD>
        <pctVal>0.017945413607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Royal Dutch Shell plc</name>
        <lei>21380068P1DRHMJ8KU70</lei>
        <title>Royal Dutch Shell plc, Class A</title>
        <cusip>00B03MLX2</cusip>
        <identifiers>
          <isin value="GB00B03MLX29"/>
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        <balance>18158.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80704000"/>
        <valUSD>290731.53000000</valUSD>
        <pctVal>0.071361360248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Plenus Company Limited</name>
        <lei>N/A</lei>
        <title>PLENUS Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3833700002"/>
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        <balance>1400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>23243.98000000</valUSD>
        <pctVal>0.005705339322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge, Inc.</title>
        <cusip>29250N105</cusip>
        <identifiers>
          <isin value="CA29250N1050"/>
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        <balance>5662.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>172238.04000000</valUSD>
        <pctVal>0.042276600755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
        <cusip>172967LG4</cusip>
        <identifiers>
          <isin value="US172967LG49"/>
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        <balance>43000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44576.81000000</valUSD>
        <pctVal>0.010941578290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nippon Life Insurance Company</name>
        <lei>549300Y0HHMFW3EVWY08</lei>
        <title>Nippon Life Insurance Company</title>
        <cusip>654579AG6</cusip>
        <identifiers>
          <isin value="US654579AG64"/>
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        <balance>129000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>133515.00000000</valUSD>
        <pctVal>0.032771856611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>Sempra Energy, Convertible, 6.000%</title>
        <cusip>816851406</cusip>
        <identifiers>
          <isin value="US8168514060"/>
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        <balance>142.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13877.66000000</valUSD>
        <pctVal>0.003406333997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Parsley Energy, Inc.</name>
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        <name>Bayerische Motoren Werke AG</name>
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        <name>Federal National Mortgage Association</name>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal Home Loan Banks Office of Finance</name>
        <lei>2549001DPIFGXC1TOL40</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>KDDI Corporation</name>
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        <invCountry>JP</invCountry>
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        <name>The Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc.</title>
        <cusip>38148BAE8</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Toorak Mortgage Corp 2018-1 Ltd</name>
        <lei>N/A</lei>
        <title>Toorak Mortgage Corporation</title>
        <cusip>89051QAA1</cusip>
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        <balance>500000.00000000</balance>
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        <valUSD>500184.75000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04335600</annualizedRt>
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      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FirstEnergy Corporation</title>
        <cusip>337932AK3</cusip>
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          <isin value="US337932AK39"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02050000</annualizedRt>
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      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group, Inc.</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>Sumitomo Mitsui Financial Group, Inc.</title>
        <cusip>86562MAQ3</cusip>
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          <isin value="US86562MAQ33"/>
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        <balance>43000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44793.67000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02784000</annualizedRt>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corporation</title>
        <cusip>674599CH6</cusip>
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          <isin value="US674599CH65"/>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>40875.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03400000</annualizedRt>
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      <invstOrSec>
        <name>General Mills, Inc.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>General Mills, Inc.</title>
        <cusip>370334CE2</cusip>
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          <isin value="US370334CE22"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>38081.40000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03700000</annualizedRt>
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      <invstOrSec>
        <name>Daikin Industries,Ltd.</name>
        <lei>549300Y7FWSTSHMW5Y57</lei>
        <title>Daikin Industries, Ltd.</title>
        <cusip>348180000</cusip>
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          <isin value="JP3481800005"/>
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        <balance>100.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
        <cusip>17308CC46</cusip>
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        <name>First Horizon National Corporation</name>
        <lei>TF3RXI1ZB1TQ30H9JV10</lei>
        <title>First Horizon National Corporation</title>
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        <name>Syneos Health, Inc.</name>
        <lei>549300F1ZGKDS8P6GU13</lei>
        <title>Syneos Health, Inc.</title>
        <cusip>87166B102</cusip>
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        <name>Terreno Realty Corporation</name>
        <lei>N/A</lei>
        <title>Terreno Realty Corporation</title>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co</name>
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        <title>CME E-mini S&amp;P 500 Index</title>
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        <balance>47.00000000</balance>
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        <name>Banco Santander, S.A.</name>
        <lei>5493004SHNXEHHZ58X76</lei>
        <title>Santander Consumer USA Holdings, Inc.</title>
        <cusip>80283M101</cusip>
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        <balance>7550.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>GVC Holdings PLC</name>
        <lei>213800GNI3K45LQR8L28</lei>
        <title>GVC Holdings plc</title>
        <cusip>N/A</cusip>
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          <isin value="IM00B5VQMV65"/>
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        <balance>1681.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Service Properties Trust</name>
        <lei>529900IS770AG1K9QG27</lei>
        <title>Service Properties Trust</title>
        <cusip>44106MBA9</cusip>
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          <isin value="US44106MBA99"/>
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        <balance>30000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>26541.23000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Spectrum Brands Holdings, Inc.</name>
        <lei>549300VU3EH2E73C1Q04</lei>
        <title>Spectrum Brands, Inc.</title>
        <cusip>84762LAW5</cusip>
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          <isin value="US84762LAW54"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>40050.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mylan, Inc.</name>
        <lei>549300A0CD4KNFGIIS89</lei>
        <title>Mylan NV</title>
        <cusip>62854AAM6</cusip>
        <identifiers>
          <isin value="US62854AAM62"/>
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        <balance>41000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41857.15000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03150000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DICK'S Sporting Goods, Inc.</name>
        <lei>529900SSBV5I4LWSK313</lei>
        <title>Dick's Sporting Goods, Inc., Convertible</title>
        <cusip>253393AC6</cusip>
        <identifiers>
          <isin value="US253393AC63"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Dick's Sporting Goods Inc</name>
              <title>Dick's Sporting Goods Inc</title>
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                <cusip value="253393102"/>
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          <currencyInfos>
            <currencyInfo convRatio="28.26180000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>American Financial Group, Inc.</name>
        <lei>549300AFOM7IVKIU1G39</lei>
        <title>American Financial Group, Inc.</title>
        <cusip>025932104</cusip>
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          <isin value="US0259321042"/>
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        <balance>2821.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Topdanmark A/S</name>
        <lei>549300PP3ULLF0SQRK46</lei>
        <title>Topdanmark AS</title>
        <cusip>N/A</cusip>
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          <isin value="DK0060477503"/>
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        <balance>900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.63250000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Conventional 15-Yr. Pass Through</title>
        <cusip>01F022477</cusip>
        <identifiers>
          <ticker value="01F02247"/>
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        <balance>1475000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1543852.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ABC-Mart, Inc.</name>
        <lei>353800AXWW4CMTSJWL33</lei>
        <title>ABC-MART, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3152740001"/>
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        <balance>100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <pctVal>0.001439919509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Plains All American Pipeline, L.P.</name>
        <lei>5521FA2ITF25TVH63740</lei>
        <title>Plains All American Pipeline, LP</title>
        <cusip>726503AE5</cusip>
        <identifiers>
          <isin value="US726503AE55"/>
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        <balance>169000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120623.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BlackRock, Inc.</name>
        <lei>97ZR60BLU36N5VJMH054</lei>
        <title>BlackRock Corporate High Yield Fund, Inc.</title>
        <cusip>09255P107</cusip>
        <identifiers>
          <isin value="US09255P1075"/>
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        <balance>4525.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46019.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="Registered Investment Company"/>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>Eversource Energy</title>
        <cusip>30040WAA6</cusip>
        <identifiers>
          <isin value="US30040WAA62"/>
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        <balance>43000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43539.83000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sony Corporation</name>
        <lei>529900R5WX9N2OI2N910</lei>
        <title>Sony Corporation</title>
        <cusip>343500000</cusip>
        <identifiers>
          <isin value="JP3435000009"/>
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        <balance>2800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>First Interstate BancSystem, Inc.</name>
        <lei>549300WRWYTYX0RCNJ43</lei>
        <title>First Interstate BancSystem, Inc.</title>
        <cusip>32055Y201</cusip>
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          <isin value="US32055Y2019"/>
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        <balance>8598.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Prudential Financial, Inc.</name>
        <lei>P63V0W84H2Z3IOKHSM44</lei>
        <title>PGIM High Yield Bond Fund, Inc.</title>
        <cusip>69346H100</cusip>
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          <isin value="US69346H1005"/>
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        <balance>3510.00000000</balance>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Clear Channel Outdoor Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>Clear Channel Worldwide Holdings, Inc.</title>
        <cusip>18453HAA4</cusip>
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          <isin value="US18453HAA41"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Alliance Data Systems Corporation</name>
        <lei>549300G8S4PO686J7H97</lei>
        <title>Alliance Data Systems Corporation</title>
        <cusip>018581108</cusip>
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          <isin value="US0185811082"/>
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        <balance>5754.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>259620.48000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Delta Air Lines, Inc.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>Delta Air Lines, Inc.</title>
        <cusip>247361702</cusip>
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        <balance>10046.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Amphenol Corporation</name>
        <lei>549300D3L3G0R4U4VT04</lei>
        <title>Amphenol Corporation</title>
        <cusip>032095101</cusip>
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        <balance>4939.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>473205.59000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Schlumberger Limited</name>
        <lei>213800ZUA17OK3QLGM62</lei>
        <title>Schlumberger, Ltd.</title>
        <cusip>806857108</cusip>
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          <isin value="AN8068571086"/>
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        <balance>3257.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>59896.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Motors Company</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Company, Inc.</title>
        <cusip>37045XBY1</cusip>
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          <isin value="US37045XBY13"/>
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        <balance>43000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>43748.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03150000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Healthpeak Properties, Inc.</name>
        <lei>PZ9HF5U52KPF0MH0QN75</lei>
        <title>HCP, Inc.</title>
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          <isin value="US40414LAJ89"/>
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        <balance>33000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35920.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Southern Company</name>
        <lei>549300FC3G3YU2FBZD92</lei>
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        <cusip>842587602</cusip>
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          <isin value="US8425876021"/>
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        <balance>4628.00000000</balance>
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        <curCd>USD</curCd>
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        <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>
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      <invstOrSec>
        <name>Continental Resources, Inc.</name>
        <lei>XXRTID9RYWOZ0UPIVR53</lei>
        <title>Continental Resources, Inc.</title>
        <cusip>212015AL5</cusip>
        <identifiers>
          <isin value="US212015AL58"/>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47761.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Inaba Denki Sangyo Co.,Ltd.</name>
        <lei>N/A</lei>
        <title>Inaba Denki Sangyo Company, Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="JP3146200005"/>
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        <balance>7000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>The Unilever Group</name>
        <lei>549300TK7G7NZTVM1Z30</lei>
        <title>Unilever NV</title>
        <cusip>000038861</cusip>
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          <isin value="NL0000388619"/>
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        <balance>3876.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>529900MIMKY9RU60Z323</lei>
        <title>Oracle Corporation Japan</title>
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          <isin value="JP3689500001"/>
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        <balance>600.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>CMS Energy Corporation</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS Energy Corporation</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>JPMorgan Chase &amp; Co.</name>
        <lei>N/A</lei>
        <title>J.P. Morgan Alternative Loan Trust</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>alstria office REIT-AG</name>
        <lei>529900QIJIGPI0DRL085</lei>
        <title>Alstria Office REIT AG</title>
        <cusip>N/A</cusip>
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          <isin value="DE000A0LD2U1"/>
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        <balance>4997.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Societe Generale Societe anonyme</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale SA</title>
        <cusip>83368JFA3</cusip>
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          <isin value="US83368JFA34"/>
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        <balance>265000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>295475.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.08000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>N/A</lei>
        <title>CHL Mortgage Pass-Through Trust</title>
        <cusip>126694MH8</cusip>
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          <isin value="US126694MH84"/>
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        <balance>251785.41100000</balance>
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        <curCd>USD</curCd>
        <valUSD>208789.55000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03423600</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>Independent Bank Corporation</name>
        <lei>N/A</lei>
        <title>Independent Bank Corporation</title>
        <cusip>453838609</cusip>
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          <isin value="US4538386099"/>
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        <balance>433.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Intuitive Surgical, Inc.</name>
        <lei>54930052SRG011710797</lei>
        <title>Intuitive Surgical, Inc.</title>
        <cusip>46120E602</cusip>
        <identifiers>
          <isin value="US46120E6023"/>
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        <balance>1087.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>619405.21000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>The Bank of Nova Scotia</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>Bank of Nova Scotia</title>
        <cusip>064159TE6</cusip>
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          <isin value="US064159TE65"/>
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        <balance>32000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32962.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01950000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Twitter, Inc.</name>
        <lei>549300I8RX485XMK6836</lei>
        <title>Twitter, Inc., Convertible</title>
        <cusip>90184LAF9</cusip>
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          <isin value="US90184LAF94"/>
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        <balance>309000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291091.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00250000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Twitter Inc</name>
              <title>Twitter Inc</title>
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      <invstOrSec>
        <name>Tenet Healthcare Corporation</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>Tenet Healthcare Corporation</title>
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          <isin value="US88033GDA58"/>
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        <balance>170000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>167739.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05125000</annualizedRt>
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      <invstOrSec>
        <name>PRPM 2019-2 LLC</name>
        <lei>N/A</lei>
        <title>Preston Ridge Partners Mortgage Trust, LLC</title>
        <cusip>69358XAA8</cusip>
        <identifiers>
          <isin value="US69358XAA81"/>
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        <balance>403202.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406286.61000000</valUSD>
        <pctVal>0.099724873804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03967000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Intuit Inc.</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>Intuit, Inc.</title>
        <cusip>46124HAB2</cusip>
        <identifiers>
          <isin value="US46124HAB24"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35030.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Charles Schwab Corporation</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>Charles Schwab Corporation</title>
        <cusip>808513BD6</cusip>
        <identifiers>
          <isin value="US808513BD67"/>
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        <balance>86000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91875.52000000</valUSD>
        <pctVal>0.022551259165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SoftBank Group Corp.</name>
        <lei>5493003BZYYYCDIO0R13</lei>
        <title>SoftBank Group Corporation</title>
        <cusip>N/A</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Marsh &amp; McLennan Companies, Inc.</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Citizen Watch Co., Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Israel Discount Bank Limited</name>
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        <assetCat>EC</assetCat>
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        <invCountry>IL</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Dana Incorporated</name>
        <lei>KVWHW7YLZPFJM8QYNJ51</lei>
        <title>Dana, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Standard Chartered PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>Standard Chartered plc</title>
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          <isin value="US853254BQ20"/>
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        <balance>52000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>52600.42000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-10</maturityDt>
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          <annualizedRt>0.02744000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>The Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc.</title>
        <cusip>38141GXJ8</cusip>
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          <isin value="US38141GXJ83"/>
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        <balance>31000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>33991.74000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>Altria Group, Inc.</title>
        <cusip>02209SBB8</cusip>
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          <isin value="US02209SBB88"/>
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        <balance>47000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03800000</annualizedRt>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>N/A</lei>
        <title>WaMu Mortgage Pass Through Certificates</title>
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        <balance>274602.82500000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02383820</annualizedRt>
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      <invstOrSec>
        <name>RELX PLC</name>
        <lei>549300WSX3VBUFFJOO66</lei>
        <title>RELX plc</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>J2 Global, Inc.</name>
        <lei>5493008OJYGLHD7MXA18</lei>
        <title>J2 Global, Inc., Convertible</title>
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        <invCountry>US</invCountry>
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              <title>J2 Global Inc</title>
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        <name>Deutsche Telekom AG</name>
        <lei>529900ERDFHS6C1M4U58</lei>
        <title>Deutsche Telekom International Finance BV</title>
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        <invCountry>NL</invCountry>
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        <name>Teradyne, Inc.</name>
        <lei>C3X4YJ278QNZHRJULN75</lei>
        <title>Teradyne, Inc.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>ManpowerGroup Inc.</name>
        <lei>ERO1WSFOSR0JJ6CRQ987</lei>
        <title>Manpower, Inc.</title>
        <cusip>56418H100</cusip>
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        <balance>2439.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>The Vanguard Group, Inc.</name>
        <lei>N/A</lei>
        <title>Vanguard Short-Term Corporate Bond ETF</title>
        <cusip>92206C409</cusip>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>61744YAH1</cusip>
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          <isin value="US61744YAH18"/>
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        <balance>43000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ube Industries, Ltd.</name>
        <lei>529900XMRZ2VNF3ZPS69</lei>
        <title>Ube Industries, Ltd.</title>
        <cusip>315880000</cusip>
        <identifiers>
          <isin value="JP3158800007"/>
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        <balance>3700.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Cigna Corporation</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Holding Company</title>
        <cusip>125523100</cusip>
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          <isin value="US1255231003"/>
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        <balance>3163.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Everi Holdings Inc.</name>
        <lei>5299006DK5S7BG10K532</lei>
        <title>Everi Holdings, Inc.</title>
        <cusip>30034T103</cusip>
        <identifiers>
          <isin value="US30034T1034"/>
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        <balance>20870.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>107689.20000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Teleflex Incorporated</name>
        <lei>UUL85LWXB4NGSWWXIQ25</lei>
        <title>Teleflex, Inc.</title>
        <cusip>879369AF3</cusip>
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          <isin value="US879369AF39"/>
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        <balance>180000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>190297.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04625000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ViacomCBS Inc.</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>Viacom, Inc.</title>
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        <name>EMCOR Group, Inc.</name>
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        <name>Bank of America Corporation</name>
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        <name>Banco Santander, S.A.</name>
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        <name>Royal Bank of Canada</name>
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        <name>Air Lease Corporation</name>
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        <name>VIRGIN MEDIA BRISTOL LLC</name>
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        <name>Kellogg Company</name>
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        <name>The Hartford Financial Services Group, Inc.</name>
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        <name>Sun Life Financial Inc.</name>
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        <name>HSBC Holdings plc</name>
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        <name>Western Alliance Bancorporation</name>
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        <name>Federal National Mortgage Association</name>
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        <title>Federal National Mortgage Association Conventional 15-Yr. Pass Through</title>
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        <name>The Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <name>Bank of America Corporation</name>
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        <name>JPMorgan Chase &amp; Co.</name>
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        <name>Broadridge Financial Solutions, Inc.</name>
        <lei>N/A</lei>
        <title>Broadridge Financial Solutions, Inc.</title>
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        <name>Cheniere Energy Partners, L.P.</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>Sabine Pass Liquefaction, LLC</title>
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      <invstOrSec>
        <name>State Street Corporation</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>State Street Corporation</title>
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          <isin value="US857477BE26"/>
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        <balance>31000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>32860.77000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Raytheon Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>Raytheon Technologies Corporation</title>
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          <isin value="US75513EBB65"/>
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        <balance>41000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02800000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US01F0206791"/>
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        <balance>1400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1431992.18000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CIM Trust 2018 - R3</name>
        <lei>N/A</lei>
        <title>CIM Trust</title>
        <cusip>12553WAA3</cusip>
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          <isin value="US12553WAA36"/>
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        <balance>273102.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>287487.10000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Rayonier Inc.</name>
        <lei>HGV8VDVNL0W6SF2U9C50</lei>
        <title>Rayonier, Inc. REIT</title>
        <cusip>754907103</cusip>
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          <isin value="US7549071030"/>
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        <balance>3609.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89467.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ascott Residence Trust</name>
        <lei>549300W6RTG7Y32IWY65</lei>
        <title>Ascott Trust</title>
        <cusip>N/A</cusip>
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          <isin value="SGXC16332337"/>
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        <balance>13100.00000000</balance>
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        <currencyConditional curCd="SGD" exchangeRt="1.39360000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS Group Funding Jersey, Ltd.</title>
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          <isin value="US90351DAD93"/>
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        <balance>86000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>87698.71000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Baloise Holding AG</name>
        <lei>529900G5XKBZN48T6283</lei>
        <title>Baloise Holding AG</title>
        <cusip>001241051</cusip>
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          <isin value="CH0012410517"/>
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        <balance>3445.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GMACM Mortgage Loan Trust 2005-AR2</name>
        <lei>N/A</lei>
        <title>GMAC Mortgage Corporation Loan Trust</title>
        <cusip>36185N6Q8</cusip>
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          <isin value="US36185N6Q88"/>
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        <balance>99629.55300000</balance>
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        <curCd>USD</curCd>
        <valUSD>92360.26000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03573900</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Advanced Disposal Services, Inc.</name>
        <lei>549300ML1GEF4BKIM713</lei>
        <title>Advanced Disposal Services, Inc., Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL256250"/>
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        <balance>358597.23000000</balance>
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        <curCd>USD</curCd>
        <valUSD>353913.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ASSA ABLOY AB (publ)</name>
        <lei>549300YECS8HKCIMMB67</lei>
        <title>Assa Abloy AB</title>
        <cusip>N/A</cusip>
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          <isin value="SE0007100581"/>
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        <balance>9737.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cleveland-Cliffs Inc.</name>
        <lei>549300TM2WLI2BJMDD86</lei>
        <title>Cleveland-Cliffs, Inc.</title>
        <cusip>185899AJ0</cusip>
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        <balance>50000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-10-17</maturityDt>
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      <invstOrSec>
        <name>The Sherwin-Williams Company</name>
        <lei>Z15BMIOX8DDH0X2OBP21</lei>
        <title>Sherwin-Williams Company</title>
        <cusip>824348106</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Alphabet Inc.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>Alphabet, Inc., Class C</title>
        <cusip>02079K107</cusip>
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        <balance>721.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Tecan Group Ltd.</name>
        <lei>529900CSN9R3BLETSL26</lei>
        <title>Tecan Group AG</title>
        <cusip>001210019</cusip>
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        <balance>141.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Discovery, Inc.</name>
        <lei>5493006ZCRFWKF6B1K26</lei>
        <title>Discovery, Inc., Class A</title>
        <cusip>25470F104</cusip>
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        <balance>9629.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Buckeye Partners, L.P.</name>
        <lei>549300C1PQJLVEIUBK50</lei>
        <title>Buckeye Partners, LP</title>
        <cusip>118230AQ4</cusip>
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          <isin value="US118230AQ44"/>
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        <balance>60000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>56401.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03950000</annualizedRt>
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      <invstOrSec>
        <name>Univision Holdings, Inc.</name>
        <lei>549300YQDE2JSGTL8V47</lei>
        <title>Univision Communications, Inc.</title>
        <cusip>914906AU6</cusip>
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        <balance>70000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06625000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ProSight Global, Inc.</name>
        <lei>N/A</lei>
        <title>Prosight Global, Inc.</title>
        <cusip>74349J103</cusip>
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          <isin value="US74349J1034"/>
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        <balance>5118.00000000</balance>
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        <valUSD>45550.20000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Staples, Inc.</name>
        <lei>XQM2JINI1UL7642TU573</lei>
        <title>Staples, Inc.</title>
        <cusip>855030AN2</cusip>
        <identifiers>
          <isin value="US855030AN20"/>
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        <balance>130000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>102147.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lennar Corporation</name>
        <lei>529900G61XVRLX5TJX09</lei>
        <title>Lennar Corporation</title>
        <cusip>526057CR3</cusip>
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          <isin value="US526057CR37"/>
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        <balance>14000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15298.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hamilton Lane Incorporated</name>
        <lei>5493006OKN3V1NORM833</lei>
        <title>Hamilton Lane, Inc.</title>
        <cusip>407497106</cusip>
        <identifiers>
          <isin value="US4074971064"/>
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        <balance>1310.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88254.70000000</valUSD>
        <pctVal>0.021662512629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CenturyLink, Inc.</name>
        <lei>N/A</lei>
        <title>Level 3 Financing, Inc.</title>
        <cusip>527298BN2</cusip>
        <identifiers>
          <isin value="US527298BN21"/>
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        <balance>90000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90675.00000000</valUSD>
        <pctVal>0.022256586138</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>0.04625000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HomeTrust Bancshares, Inc.</name>
        <lei>N/A</lei>
        <title>Hometrust Bancshares, Inc.</title>
        <cusip>437872104</cusip>
        <identifiers>
          <isin value="US4378721041"/>
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        <balance>958.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15328.00000000</valUSD>
        <pctVal>0.003762326466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Innophos Holdings, Inc.</name>
        <lei>XQ0331QX53IRX25OY417</lei>
        <title>Innophos Holdings, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL328317"/>
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        <balance>349550.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>341685.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03928200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ascendas Real Estate Investment Trust</name>
        <lei>549300ILIBAEMQZK3L20</lei>
        <title>Ascendas REIT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SG1M77906915"/>
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        <balance>91904.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.39360000"/>
        <valUSD>210865.67000000</valUSD>
        <pctVal>0.051757926086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>National Instruments Corporation</name>
        <lei>549300TP4OOPCYWDUP86</lei>
        <title>National Instruments Corporation</title>
        <cusip>636518102</cusip>
        <identifiers>
          <isin value="US6365181022"/>
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        <balance>7228.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>279795.88000000</valUSD>
        <pctVal>0.068677155823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>6174824M3</cusip>
        <identifiers>
          <isin value="US6174824M37"/>
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        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10874.93000000</valUSD>
        <pctVal>0.002669300427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Axalta Coating Systems Ltd.</name>
        <lei>529900AGLPA40GV6H619</lei>
        <title>Axalta Coating Systems, Ltd.</title>
        <cusip>G0750C108</cusip>
        <identifiers>
          <isin value="BMG0750C1082"/>
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        <balance>10620.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>239481.00000000</valUSD>
        <pctVal>0.058781687399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Universal Health Services, Inc.</name>
        <lei>549300YGMGQDO0NMJD09</lei>
        <title>Universal Health Services, Inc.</title>
        <cusip>913903100</cusip>
        <identifiers>
          <isin value="US9139031002"/>
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        <balance>2744.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>254890.16000000</valUSD>
        <pctVal>0.062563934952</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>Air Canada 2015-1 Pass Through Trusts</name>
        <lei>N/A</lei>
        <title>Air Canada Pass Through Trust</title>
        <cusip>009090AB7</cusip>
        <identifiers>
          <isin value="US009090AB74"/>
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        <balance>16564.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13988.42000000</valUSD>
        <pctVal>0.003433520536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ally Financial Inc.</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>Ally Financial, Inc.</title>
        <cusip>02005N100</cusip>
        <identifiers>
          <isin value="US02005N1000"/>
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        <balance>18270.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>362294.10000000</valUSD>
        <pctVal>0.088926714573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Advanced Energy Industries, Inc.</name>
        <lei>549300756XI3QLFT2U27</lei>
        <title>Advanced Energy Industries, Inc.</title>
        <cusip>007973100</cusip>
        <identifiers>
          <isin value="US0079731008"/>
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        <balance>2142.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>145206.18000000</valUSD>
        <pctVal>0.035641509268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Laurentian Bank of Canada</name>
        <lei>HO0K6ZULL3QE6S6SFW60</lei>
        <title>Laurentian Bank of Canada</title>
        <cusip>51925D957</cusip>
        <identifiers>
          <isin value="CA51925D1069"/>
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        <balance>6553.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35760000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AerCap Holdings N.V.</name>
        <lei>N/A</lei>
        <title>AerCap Ireland Capital, Ltd.</title>
        <cusip>00774MAC9</cusip>
        <identifiers>
          <isin value="US00774MAC91"/>
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        <balance>32000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30034.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ortho-Clinical Diagnostics, Inc.</name>
        <lei>222100N2EDW8BU5UUT55</lei>
        <title>Ortho-Clinical Diagnostics SA, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL270446"/>
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        <balance>1312044.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1224307.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03428750</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freeport-McMoRan Inc.</name>
        <lei>549300IRDTHJQ1PVET45</lei>
        <title>Freeport-McMoRan, Inc.</title>
        <cusip>35671DCE3</cusip>
        <identifiers>
          <isin value="US35671DCE31"/>
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        <balance>90000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87300.00000000</valUSD>
        <pctVal>0.021428177224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cascades Inc.</name>
        <lei>N/A</lei>
        <title>Cascades USA, Inc.</title>
        <cusip>14739LAA0</cusip>
        <identifiers>
          <isin value="US14739LAA08"/>
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        <balance>120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121800.00000000</valUSD>
        <pctVal>0.029896357227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>National Australia Bank Limited</name>
        <lei>549300E2IPL06NDXMZ63</lei>
        <title>National Australia Bank, Ltd.</title>
        <cusip>63254ABC1</cusip>
        <identifiers>
          <isin value="US63254ABC18"/>
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        <balance>48000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49586.81000000</valUSD>
        <pctVal>0.012171305300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>Dominion Energy, Inc.</title>
        <cusip>25746UDD8</cusip>
        <identifiers>
          <isin value="US25746UDD81"/>
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        <balance>135000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132206.18000000</valUSD>
        <pctVal>0.032450600862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04650000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Inberdon Enterprises Ltd.</name>
        <lei>549300VGDEEG8RT7VC89</lei>
        <title>United States Lime &amp; Minerals, Inc.</title>
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          <isin value="US9119221029"/>
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        <curCd>USD</curCd>
        <valUSD>215997.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tactile Systems Technology, Inc.</name>
        <lei>54930069VDTITHOTKJ98</lei>
        <title>Tactile Systems Technology, Inc.</title>
        <cusip>87357P100</cusip>
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          <isin value="US87357P1003"/>
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        <balance>4287.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>177610.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Burlington Stores, Inc.</name>
        <lei>5299003Z37DVGKKC1W09</lei>
        <title>Burlington Stores, Inc., Convertible</title>
        <cusip>122017AA4</cusip>
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          <isin value="US122017AA43"/>
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        <balance>189000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-15</maturityDt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Burlington Stores Inc</name>
              <title>Burlington Stores Inc</title>
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                <cusip value="122017106"/>
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          <currencyInfos>
            <currencyInfo convRatio="4.54180000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CNH Industrial N.V.</name>
        <lei>549300PNSJ5B81UMVO28</lei>
        <title>CNH Industrial Capital, LLC</title>
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          <isin value="US12592BAK08"/>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01950000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Northern Trust Corporation</name>
        <lei>549300GLF98S992BC502</lei>
        <title>Northern Trust Corporation</title>
        <cusip>665859104</cusip>
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          <isin value="US6658591044"/>
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        <balance>2081.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GlaxoSmithKline plc</name>
        <lei>5493000HZTVUYLO1D793</lei>
        <title>GlaxoSmithKline plc ADR</title>
        <cusip>37733W105</cusip>
        <identifiers>
          <isin value="US37733W1053"/>
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        <balance>7612.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>310493.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lattice Semiconductor Corporation</name>
        <lei>549300LRBBPZDQ2II567</lei>
        <title>Lattice Semiconductor Corporation</title>
        <cusip>518415104</cusip>
        <identifiers>
          <isin value="US5184151042"/>
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        <balance>5704.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>161936.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Huntington Ingalls Industries, Inc.</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
        <title>Huntington Ingalls Industries, Inc.</title>
        <cusip>446413AN6</cusip>
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          <isin value="US446413AN66"/>
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        <balance>31000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>33660.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03844000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wing Tai Holdings Limited</name>
        <lei>N/A</lei>
        <title>Wing Tai Holdings, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SG1K66001688"/>
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        <balance>41100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.39360000"/>
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        <pctVal>0.012998383850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Community Trust Bancorp, Inc.</name>
        <lei>N/A</lei>
        <title>Community Trust Bancorp, Inc.</title>
        <cusip>204149108</cusip>
        <identifiers>
          <isin value="US2041491083"/>
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        <balance>1246.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40818.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sangetsu Corporation</name>
        <lei>N/A</lei>
        <title>Sangetsu Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3330000005"/>
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        <balance>3900.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bright Horizons Family Solutions Inc.</name>
        <lei>N/A</lei>
        <title>Bright Horizons Family Solutions, Inc.</title>
        <cusip>109194100</cusip>
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          <isin value="US1091941005"/>
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        <balance>1027.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Broadcom Inc.</name>
        <lei>N/A</lei>
        <title>Broadcom Corporation</title>
        <cusip>11134LAM1</cusip>
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          <isin value="US11134LAM19"/>
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        <balance>133000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>137949.41000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02650000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Service Properties Trust</name>
        <lei>529900IS770AG1K9QG27</lei>
        <title>Service Properties Trust</title>
        <cusip>44106MAR3</cusip>
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          <isin value="US44106MAR34"/>
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        <balance>60000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57445.88000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MidWestOne Financial Group, Inc.</name>
        <lei>N/A</lei>
        <title>MidWestOne Financial Group, Inc.</title>
        <cusip>598511103</cusip>
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        <balance>3229.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>64580.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>Energy Transfer Operating, LP</title>
        <cusip>29278NAC7</cusip>
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          <isin value="US29278NAC74"/>
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        <balance>41000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>43562.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-15</maturityDt>
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      <invstOrSec>
        <name>Super Retail Group Limited</name>
        <lei>N/A</lei>
        <title>Super Retail Group, Ltd. Rights</title>
        <cusip>966RVA908</cusip>
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        <balance>295.00000000</balance>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Volt LXXXIX LLC</name>
        <lei>N/A</lei>
        <title>Vericrest Opportunity Loan Transferee</title>
        <cusip>92870NAB9</cusip>
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        <balance>250000.00000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-03-25</maturityDt>
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      <invstOrSec>
        <name>Blackstone Mortgage Trust, Inc.</name>
        <lei>549300OLDJ20R2Y2UW20</lei>
        <title>Blackstone Mortgage Trust, Inc.</title>
        <cusip>09257W100</cusip>
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        <balance>2826.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Danske Bank A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>Danske Bank AS</title>
        <cusip>23636AAX9</cusip>
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          <isin value="US23636AAX90"/>
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        <balance>61000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>64084.69000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Walt Disney Company</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>Walt Disney Company</title>
        <cusip>254687FV3</cusip>
        <identifiers>
          <isin value="US254687FV35"/>
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        <balance>36000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37038.49000000</valUSD>
        <pctVal>0.009091263778</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>Credit Suisse Group AG</title>
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          <isin value="US225401AL29"/>
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        <curCd>USD</curCd>
        <valUSD>203100.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-08-21</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group, Inc.</name>
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        <title>Sumitomo Mitsui Financial Group, Inc.</title>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-09-27</maturityDt>
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          <annualizedRt>0.02448000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Verisk Analytics, Inc.</name>
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        <title>Verisk Analytics, Inc.</title>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AB SKF (publ)</name>
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        <title>SKF AB</title>
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          <isin value="SE0000108227"/>
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        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HARLAND CLARKE HOLDINGS</name>
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        <title>Vericast Corporation, Term Loan</title>
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          <ticker value="BL255285"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-11-03</maturityDt>
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        <name>Nexstar Media Group, Inc.</name>
        <lei>5493006PK6I4I2OOT688</lei>
        <title>Nexstar Escrow Corporation</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-08-01</maturityDt>
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          <annualizedRt>0.05625000</annualizedRt>
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      <invstOrSec>
        <name>Deutsche Bank Aktiengesellschaft</name>
        <lei>N/A</lei>
        <title>Deutsche Alt-A Securities, Inc., Mortgage Loan Trust</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05250000</annualizedRt>
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      <invstOrSec>
        <name>ALTICE FRANCE SA</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>Altice France SA, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL238956"/>
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        <balance>339500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>320813.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-31</maturityDt>
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        <name>Spectrum Brands Holdings, Inc.</name>
        <lei>549300VU3EH2E73C1Q04</lei>
        <title>Spectrum Brands, Inc.</title>
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        <balance>70000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>71838.90000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
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      <invstOrSec>
        <name>AutoZone, Inc.</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
        <title>AutoZone, Inc.</title>
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        <balance>240.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>270748.80000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Leggett &amp; Platt, Incorporated</name>
        <lei>DKOVQUCDW4ZLYCUD4T55</lei>
        <title>Leggett &amp; Platt, Inc.</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>ASML Holding N.V.</name>
        <lei>724500Y6DUVHQD6OXN27</lei>
        <title>ASML Holding NV</title>
        <cusip>001027321</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Cohen &amp; Steers, Inc.</name>
        <lei>549300XXIA338A0X2K65</lei>
        <title>Cohen &amp; Steers, Inc.</title>
        <cusip>19247A100</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Hochschild Mining plc</name>
        <lei>549300JK10TVQ3CCJQ89</lei>
        <title>Hochschild Mining plc</title>
        <cusip>N/A</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SHIMAMURA Co., Ltd.</name>
        <lei>N/A</lei>
        <title>SHIMAMURA Company, Ltd.</title>
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        <invCountry>JP</invCountry>
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        <name>Endo International plc</name>
        <lei>549300KK5WR4MGN4YT97</lei>
        <title>Par Pharmaceutical, Inc.</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Univar Solutions Inc.</name>
        <lei>5493008FTB9VZW6CVA82</lei>
        <title>Univar Solutions USA, Inc., Term Loan</title>
        <cusip>N/A</cusip>
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        <balance>144275.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corporation</title>
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        <balance>70000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02700000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Broadcom Inc.</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>Broadcom, Ltd.</title>
        <cusip>11135F101</cusip>
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        <balance>1350.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX Corporation</title>
        <cusip>126408GZ0</cusip>
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      <invstOrSec>
        <name>CF Industries Holdings, Inc.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CSW Industrials, Inc.</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>General Motors Company</name>
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        <name>SS&amp;C Technologies Holdings, Inc.</name>
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        <name>Dollarama Inc.</name>
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        <title>Dollarama, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>The Scotts Miracle-Gro Company</name>
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        <title>Scotts Miracle-Gro Company</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-10-15</maturityDt>
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        <name>Apache Corporation</name>
        <lei>72ZZ1XRHOOU9P9X16K08</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-10-15</maturityDt>
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        <name>Southwest Airlines Co.</name>
        <lei>UDTZ87G0STFETI6HGH41</lei>
        <title>Southwest Airlines Company</title>
        <cusip>844741BH0</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>Ventas, Inc.</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>Ventas Realty, LP</title>
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        <name>Federal Home Loan Banks Office of Finance</name>
        <lei>2549001DPIFGXC1TOL40</lei>
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        <name>Verizon Communications Inc.</name>
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        <name>MAG Silver Corp.</name>
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        <title>MAG Silver Corporation</title>
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        <name>Eagle Re 2019-1 LTD</name>
        <lei>254900L82OLW9QTLJ788</lei>
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        <name>Fox Corporation</name>
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        <name>United States Department of The Treasury</name>
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        <name>TC Energy Corporation</name>
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        <title>TransCanada Trust</title>
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        <balance>350000.00000000</balance>
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        <invCountry>CA</invCountry>
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        <name>Occidental Petroleum Corporation</name>
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        <title>Occidental Petroleum Corporation</title>
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        <name>The Home Depot, Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>Home Depot, Inc.</title>
        <cusip>437076102</cusip>
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        <name>Senshu Ikeda Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>Senshu Ikeda Holdings, Inc.</title>
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        <name>Marubeni Corporation</name>
        <lei>4P4N3ORD02UGQT1T1W12</lei>
        <title>Marubeni Corporation</title>
        <cusip>387760000</cusip>
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        <balance>27400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <pctVal>0.030549698178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AIA Group Limited</name>
        <lei>ZP5ILWVSYE4LJGMMVD57</lei>
        <title>AIA Group, Ltd.</title>
        <cusip>000006968</cusip>
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          <isin value="HK0000069689"/>
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        <balance>7400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.75050000"/>
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        <pctVal>0.016996810538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>3M Company</name>
        <lei>LUZQVYP4VS22CLWDAR65</lei>
        <title>3M Company</title>
        <cusip>88579Y101</cusip>
        <identifiers>
          <isin value="US88579Y1010"/>
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        <balance>603.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94061.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Valmont Industries, Inc.</name>
        <lei>5493009ZGZJJ8F77JN08</lei>
        <title>Valmont Industries, Inc.</title>
        <cusip>920253101</cusip>
        <identifiers>
          <isin value="US9202531011"/>
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        <balance>1019.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115778.78000000</valUSD>
        <pctVal>0.028418421726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Paragon Banking Group PLC</name>
        <lei>213800S1TDKIB1IUTS72</lei>
        <title>Paragon Banking Group plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B2NGPM57"/>
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        <balance>2245.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80704000"/>
        <valUSD>9751.92000000</valUSD>
        <pctVal>0.002393652577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ON Semiconductor Corporation</name>
        <lei>ZV20P4CNJVT8V1ZGJ064</lei>
        <title>ON Semiconductor Corporation, Convertible</title>
        <cusip>682189AK1</cusip>
        <identifiers>
          <isin value="US682189AK12"/>
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        <balance>57000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66257.24000000</valUSD>
        <pctVal>0.016263137241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>ON Semiconductor Corp</name>
              <title>ON Semiconductor Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="682189105"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="54.06430000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Shiseido Company, Limited</name>
        <lei>5299008QCD0YDT5OF506</lei>
        <title>Shiseido Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3351600006"/>
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        <balance>800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <pctVal>0.012512410954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Next Alt S.a.r.l.</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC Holdings, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US64072UAE29"/>
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        <balance>625650.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>590457.19000000</valUSD>
        <pctVal>0.144930370114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02434800</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nuance Communications, Inc.</name>
        <lei>AEMSOT3SS15TNMJCE605</lei>
        <title>Nuance Communications, Inc.</title>
        <cusip>67020Y100</cusip>
        <identifiers>
          <isin value="US67020Y1001"/>
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        <balance>35365.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>894911.33000000</valUSD>
        <pctVal>0.219660006640</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>Global Payments Inc.</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>Global Payments, Inc.</title>
        <cusip>37940XAA0</cusip>
        <identifiers>
          <isin value="US37940XAA00"/>
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        <balance>17000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18042.68000000</valUSD>
        <pctVal>0.004428656868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02650000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Les Placements Peladeau, Inc.</name>
        <lei>N/A</lei>
        <title>Quebecor, Inc.</title>
        <cusip>748193968</cusip>
        <identifiers>
          <isin value="CA7481932084"/>
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        <balance>9507.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35760000"/>
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        <pctVal>0.050139394252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co</name>
        <lei>N/A</lei>
        <title>CME Ultra Long Term U.S. Treasury Bond</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="WNU0"/>
        </identifiers>
        <balance>10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16060.50000000</valUSD>
        <pctVal>0.003942121882</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CCM Futures, LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>United States Department of The Treasury</issuerName>
                <issueTitle>United States Treasury Note/Bond</issueTitle>
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            </descRefInstrmnt>
            <expDate>2020-09-22</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>16060.50000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FlexiGroup Limited</name>
        <lei>N/A</lei>
        <title>FlexiGroup, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000FXL1"/>
        </identifiers>
        <balance>66501.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.44907000"/>
        <valUSD>52821.82000000</valUSD>
        <pctVal>0.012965353038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Scientific Games Corporation</name>
        <lei>RLTHESQ0RNFQJWPBJN60</lei>
        <title>Scientific Games International, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL262947"/>
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        <balance>1810221.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1596615.52000000</valUSD>
        <pctVal>0.391896452719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03476439</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>Western Midstream Operating, LP</title>
        <cusip>958254AE4</cusip>
        <identifiers>
          <isin value="US958254AE48"/>
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        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65570.40000000</valUSD>
        <pctVal>0.016094549277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>V.F. Corporation</name>
        <lei>CWAJJ9DJ5Z7P057HV541</lei>
        <title>VF Corporation</title>
        <cusip>918204AZ1</cusip>
        <identifiers>
          <isin value="US918204AZ14"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35929.86000000</valUSD>
        <pctVal>0.008819145564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02050000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Williams Companies, Inc.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>Williams Partners, LP</title>
        <cusip>96950FAH7</cusip>
        <identifiers>
          <isin value="US96950FAH73"/>
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        <balance>88000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90878.55000000</valUSD>
        <pctVal>0.022306548400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dell Technologies Inc.</name>
        <lei>N/A</lei>
        <title>Diamond 1 Finance Corporation</title>
        <cusip>25272KAG8</cusip>
        <identifiers>
          <isin value="US25272KAG85"/>
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        <balance>122000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>133445.10000000</valUSD>
        <pctVal>0.032754699342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05450000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Targa Resources Corp.</name>
        <lei>N/A</lei>
        <title>Targa Resources Partners, LP</title>
        <cusip>87612BBE1</cusip>
        <identifiers>
          <isin value="US87612BBE11"/>
        </identifiers>
        <balance>140000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135100.00000000</valUSD>
        <pctVal>0.033160901982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="98739.60000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verus Securitization Trust 2019-2</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust</title>
        <cusip>92537GAC7</cusip>
        <identifiers>
          <isin value="US92537GAC78"/>
        </identifiers>
        <balance>271148.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>269887.39000000</valUSD>
        <pctVal>0.066245072435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03345000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ford Motor Company</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>Ford Motor Company</title>
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          <isin value="US345370CX67"/>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>23686.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.09625000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>T-Mobile US, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA, Inc.</title>
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          <isin value="US87264ABA25"/>
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        <balance>52000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>56681.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation (REIT)</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corporation</title>
        <cusip>03027XAT7</cusip>
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          <isin value="US03027XAT72"/>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>54253.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03375000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PageGroup plc</name>
        <lei>213800JK5ZEQW4AB8G71</lei>
        <title>PageGroup plc</title>
        <cusip>N/A</cusip>
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          <isin value="GB0030232317"/>
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        <balance>14713.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hanesbrands Inc.</name>
        <lei>GX5LWVWZLL5S4W1L2F20</lei>
        <title>Hanesbrands, Inc.</title>
        <cusip>410345AL6</cusip>
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          <isin value="US410345AL67"/>
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        <balance>170000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>171275.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC Trust 2019-RPL8</name>
        <lei>N/A</lei>
        <title>Credit Suisse Mortgage Capital Certificates</title>
        <cusip>12596YAC4</cusip>
        <identifiers>
          <isin value="US12596YAC49"/>
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        <balance>281496.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>285569.40000000</valUSD>
        <pctVal>0.070094292247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03322000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NXP Semiconductors N.V.</name>
        <lei>N/A</lei>
        <title>NXP BV/NXP Funding, LLC</title>
        <cusip>62947QAZ1</cusip>
        <identifiers>
          <isin value="US62947QAZ19"/>
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        <balance>52000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58075.42000000</valUSD>
        <pctVal>0.014254872762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>Toronto-Dominion Bank</title>
        <cusip>89114QCB2</cusip>
        <identifiers>
          <isin value="US89114QCB23"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38116.18000000</valUSD>
        <pctVal>0.009355787630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hysan Development Company Limited</name>
        <lei>5299007BABFLKIH9HL03</lei>
        <title>Hysan Development Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="HK0014000126"/>
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        <balance>15000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.75050000"/>
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        <pctVal>0.011885777906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Raytheon Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>Raytheon Technologies Corporation</title>
        <cusip>75513E101</cusip>
        <identifiers>
          <isin value="US75513E1010"/>
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        <balance>7899.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>486736.38000000</valUSD>
        <pctVal>0.119471631298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through</title>
        <cusip>3133KHMS2</cusip>
        <identifiers>
          <isin value="US3133KHMS21"/>
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        <balance>834282.65900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>879301.02000000</valUSD>
        <pctVal>0.215828385916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kyoei Steel Ltd.</name>
        <lei>N/A</lei>
        <title>Kyoei Steel, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3247400009"/>
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        <balance>7500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <pctVal>0.022211115693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Comerica Incorporated</name>
        <lei>I9Q57JVPWHHZ3ZGBW498</lei>
        <title>Comerica, Inc.</title>
        <cusip>200340AU1</cusip>
        <identifiers>
          <isin value="US200340AU17"/>
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        <balance>42000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42621.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Suncor Energy Inc.</name>
        <lei>N/A</lei>
        <title>Canadian Oil Sands, Ltd.</title>
        <cusip>13643EAA3</cusip>
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          <isin value="US13643EAA38"/>
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        <balance>43000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>45950.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.09400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Benefit Street Partners Clo IV Limited</name>
        <lei>5493002BNZCV0YE1MG83</lei>
        <title>Benefit Street Partners CLO IV, Ltd.</title>
        <cusip>08180FAY7</cusip>
        <identifiers>
          <isin value="US08180FAY79"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>291660.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02885200</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Medtronic plc</name>
        <lei>549300GX3ZBSQWUXY261</lei>
        <title>Medtronic plc</title>
        <cusip>G5960L103</cusip>
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          <isin value="IE00BTN1Y115"/>
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        <balance>13696.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1255923.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>M3, Inc.</name>
        <lei>N/A</lei>
        <title>M3, Inc.</title>
        <cusip>343575000</cusip>
        <identifiers>
          <isin value="JP3435750009"/>
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        <balance>1700.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CD&amp;R WATERWORKS MERGER</name>
        <lei>549300ZSLF8Q660SCD17</lei>
        <title>Core and Main, LP, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL248205"/>
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        <balance>482625.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>458643.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>Abbott Laboratories</title>
        <cusip>002824100</cusip>
        <identifiers>
          <isin value="US0028241000"/>
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        <balance>5278.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>482567.54000000</valUSD>
        <pctVal>0.118448370791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays plc</title>
        <cusip>06738EBL8</cusip>
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          <isin value="US06738EBL83"/>
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        <balance>41000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>42682.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02852000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>J.P. Morgan Chase &amp; Company</title>
        <cusip>46625H100</cusip>
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          <isin value="US46625H1005"/>
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        <balance>6207.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>583830.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bausch Health Companies Inc.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Companies, Inc.</title>
        <cusip>071734AD9</cusip>
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          <isin value="US071734AD90"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>103000.00000000</valUSD>
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        <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>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Thermo Fisher Scientific Inc.</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>Thermo Fisher Scientific, Inc.</title>
        <cusip>883556102</cusip>
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          <isin value="US8835561023"/>
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        <balance>2701.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>978680.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OZLM IX Ltd</name>
        <lei>N/A</lei>
        <title>OZLM IX, Ltd.</title>
        <cusip>67109KBA1</cusip>
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          <isin value="US67109KBA16"/>
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        <balance>425000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>413283.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02685300</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cerner Corporation</name>
        <lei>549300L4UJ40IEVVI304</lei>
        <title>Cerner Corporation</title>
        <cusip>156782104</cusip>
        <identifiers>
          <isin value="US1567821046"/>
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        <balance>1811.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>124144.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Four Corners Property Trust, Inc.</name>
        <lei>549300SVTPZPBDVNER42</lei>
        <title>Four Corners Property Trust, Inc.</title>
        <cusip>35086T109</cusip>
        <identifiers>
          <isin value="US35086T1097"/>
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        <balance>390.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9516.00000000</valUSD>
        <pctVal>0.002335744953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PayPal Holdings, Inc.</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PayPal Holdings, Inc.</title>
        <cusip>70450YAG8</cusip>
        <identifiers>
          <isin value="US70450YAG89"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36228.31000000</valUSD>
        <pctVal>0.008892401457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01650000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Olympus Corporation</name>
        <lei>5299000Y52IFDI1I2A21</lei>
        <title>Olympus Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3201200007"/>
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        <balance>3000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <pctVal>0.014176835415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hewlett Packard Enterprise Company</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>Hewlett Packard Enterprise Company</title>
        <cusip>42824CBE8</cusip>
        <identifiers>
          <isin value="US42824CBE84"/>
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        <balance>33000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33988.73000000</valUSD>
        <pctVal>0.008342686484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Air Lease Corporation</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>Air Lease Corporation</title>
        <cusip>00912X302</cusip>
        <identifiers>
          <isin value="US00912X3026"/>
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        <balance>8142.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>238479.18000000</valUSD>
        <pctVal>0.058535786179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Tower Corporation (REIT)</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corporation</title>
        <cusip>03027XAE0</cusip>
        <identifiers>
          <isin value="US03027XAE04"/>
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        <balance>30000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31037.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03450000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Conagra Brands, Inc.</name>
        <lei>54930035UDEIH090K650</lei>
        <title>Conagra Brands, Inc.</title>
        <cusip>205887CA8</cusip>
        <identifiers>
          <isin value="US205887CA82"/>
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        <balance>37000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40918.48000000</valUSD>
        <pctVal>0.010043624756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UDR, Inc.</name>
        <lei>P3CH2EG5X6Z1XWU1OO74</lei>
        <title>UDR, Inc.</title>
        <cusip>902653104</cusip>
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          <isin value="US9026531049"/>
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        <balance>4548.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>170004.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
        <cusip>172967LV1</cusip>
        <identifiers>
          <isin value="US172967LV16"/>
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        <balance>83000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>85840.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03142000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DNB ASA</name>
        <lei>5967007LIEEXZX78M803</lei>
        <title>DnB ASA</title>
        <cusip>001003147</cusip>
        <identifiers>
          <isin value="NO0010031479"/>
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        <balance>25881.00000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="9.62525000"/>
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        <pctVal>0.084791439642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sumitomo Chemical Company, Limited</name>
        <lei>353800RSAU9BD8U4DM91</lei>
        <title>Sumitomo Chemical Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3401400001"/>
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        <balance>20800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <pctVal>0.015361288343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Crown Castle International Corp. (REIT)</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>Crown Castle International Corporation</title>
        <cusip>22822VAA9</cusip>
        <identifiers>
          <isin value="US22822VAA98"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35548.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03400000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays plc</title>
        <cusip>06738EBA2</cusip>
        <identifiers>
          <isin value="US06738EBA29"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>203250.00000000</valUSD>
        <pctVal>0.049888625669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.07750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>Western Midstream Operating, LP</title>
        <cusip>958667AB3</cusip>
        <identifiers>
          <isin value="US958667AB34"/>
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        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66235.40000000</valUSD>
        <pctVal>0.016257776514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Legacy Mortgage Asset Trust 2020-GS4</name>
        <lei>N/A</lei>
        <title>Legacy Mortgage Asset Trust</title>
        <cusip>52474KAA1</cusip>
        <identifiers>
          <isin value="US52474KAA16"/>
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        <balance>298032.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299089.57000000</valUSD>
        <pctVal>0.073412878717</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Under Armour, Inc.</name>
        <lei>549300D4549QKWETZ406</lei>
        <title>Under Armour, Inc., Convertible</title>
        <cusip>904311AB3</cusip>
        <identifiers>
          <isin value="US904311AB38"/>
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        <balance>40000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45264.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Under Armour Inc</name>
              <title>Under Armour Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="904311206"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="101.85890000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Euronext N.V.</name>
        <lei>724500QJ4QSZ3H9QU415</lei>
        <title>Euronext NV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0006294274"/>
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        <balance>6334.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
        <valUSD>637541.11000000</valUSD>
        <pctVal>0.156487329818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Zoetis Inc.</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>Zoetis, Inc.</title>
        <cusip>98978V103</cusip>
        <identifiers>
          <isin value="US98978V1035"/>
        </identifiers>
        <balance>3531.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>483888.24000000</valUSD>
        <pctVal>0.118772542539</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>AT&amp;T Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T, Inc.</title>
        <cusip>00206R102</cusip>
        <identifiers>
          <isin value="US00206R1023"/>
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        <balance>5046.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>152540.58000000</valUSD>
        <pctVal>0.037441770701</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>WPX Energy, Inc.</name>
        <lei>ZXZE9GCS2BB547GJW219</lei>
        <title>WPX Energy, Inc.</title>
        <cusip>98212B103</cusip>
        <identifiers>
          <isin value="US98212B1035"/>
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        <balance>65218.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>416090.84000000</valUSD>
        <pctVal>0.102131366106</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>Infineon Technologies AG</name>
        <lei>TSI2PJM6EPETEQ4X1U25</lei>
        <title>Infineon Technologies AG</title>
        <cusip>000623100</cusip>
        <identifiers>
          <isin value="DE0006231004"/>
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        <balance>643.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
        <valUSD>15066.83000000</valUSD>
        <pctVal>0.003698221116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Emerson Electric Co.</name>
        <lei>FGLT0EWZSUIRRITFOA30</lei>
        <title>Emerson Electric Company</title>
        <cusip>291011104</cusip>
        <identifiers>
          <isin value="US2910111044"/>
        </identifiers>
        <balance>6788.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>421059.64000000</valUSD>
        <pctVal>0.103350980390</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>XPO Logistics, Inc.</name>
        <lei>54930096DB9LCLPN7H13</lei>
        <title>XPO Logistics, Inc.</title>
        <cusip>983793AG5</cusip>
        <identifiers>
          <isin value="US983793AG59"/>
        </identifiers>
        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>157140.00000000</valUSD>
        <pctVal>0.038570719004</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>0.06750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ryder System, Inc.</name>
        <lei>ZXJ6Y2OSPZXIVGRILD15</lei>
        <title>Ryder System, Inc.</title>
        <cusip>78355HKJ7</cusip>
        <identifiers>
          <isin value="US78355HKJ76"/>
        </identifiers>
        <balance>75000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76628.72000000</valUSD>
        <pctVal>0.018808863604</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>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lowe's Companies, Inc.</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>Lowe's Companies, Inc.</title>
        <cusip>548661DT1</cusip>
        <identifiers>
          <isin value="US548661DT10"/>
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        <balance>31000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35373.14000000</valUSD>
        <pctVal>0.008682496138</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>0.04000000</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>Foundation Finance Trust 2017-1</name>
        <lei>549300RIQ1R4PTXR5G48</lei>
        <title>Foundation Finance Trust</title>
        <cusip>35040UAA9</cusip>
        <identifiers>
          <isin value="US35040UAA97"/>
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        <balance>142509.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143682.01000000</valUSD>
        <pctVal>0.035267394894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TNS Inc.</name>
        <lei>N/A</lei>
        <title>TNS, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US89341VAV45"/>
        </identifiers>
        <balance>282626.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>270614.49000000</valUSD>
        <pctVal>0.066423542397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04180000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ipsos SA</name>
        <lei>9695002OY2X35E9X8W87</lei>
        <title>Ipsos SA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000073298"/>
        </identifiers>
        <balance>1462.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89008000"/>
        <valUSD>36856.90000000</valUSD>
        <pctVal>0.009046691697</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>Lululemon Athletica Inc.</name>
        <lei>549300D9GZ4BMLDW5T40</lei>
        <title>Lululemon Athletica, Inc.</title>
        <cusip>550021109</cusip>
        <identifiers>
          <isin value="US5500211090"/>
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        <balance>2188.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>682677.88000000</valUSD>
        <pctVal>0.167566352807</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>Macquarie Group Limited</name>
        <lei>N/A</lei>
        <title>Macquarie Bank, Ltd.</title>
        <cusip>556079AB7</cusip>
        <identifiers>
          <isin value="US556079AB79"/>
        </identifiers>
        <balance>178000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176220.00000000</valUSD>
        <pctVal>0.043253990727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Quest Diagnostics Incorporated</name>
        <lei>8MCWUBXQ0WE04KMXBX50</lei>
        <title>Quest Diagnostics, Inc.</title>
        <cusip>74834L100</cusip>
        <identifiers>
          <isin value="US74834L1008"/>
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        <balance>236.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26894.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cybozu, Inc.</name>
        <lei>N/A</lei>
        <title>Cybozu, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3312100005"/>
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        <balance>100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>3138.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>Royal Bank of Canada</title>
        <cusip>780087953</cusip>
        <identifiers>
          <isin value="CA7800871021"/>
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        <balance>3660.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35760000"/>
        <valUSD>248322.48000000</valUSD>
        <pctVal>0.060951868388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alliant Energy Corporation</name>
        <lei>5493009ML300G373MZ12</lei>
        <title>Alliant Energy Corporation</title>
        <cusip>018802108</cusip>
        <identifiers>
          <isin value="US0188021085"/>
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        <balance>5272.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>252212.48000000</valUSD>
        <pctVal>0.061906686365</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>RCO V Mortgage LLC 2019-2</name>
        <lei>N/A</lei>
        <title>RCO Mortgage, LLC</title>
        <cusip>74937DAA2</cusip>
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        <name>Lennar Corporation</name>
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      <invstOrSec>
        <name>VICI Properties Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Lloyds Banking Group plc</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-05-21</maturityDt>
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      <invstOrSec>
        <name>Capital One Financial Corporation</name>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03050000</annualizedRt>
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      <invstOrSec>
        <name>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corporation</title>
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        <balance>90000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04625000</annualizedRt>
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      <invstOrSec>
        <name>The Hartford Financial Services Group, Inc.</name>
        <lei>IU7C3FTM7Y3BQM112U94</lei>
        <title>Hartford Financial Services Group, Inc.</title>
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          <isin value="US416515BC76"/>
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        <balance>66000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.02517400</annualizedRt>
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      <invstOrSec>
        <name>Societe Generale Societe anonyme</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale SA</title>
        <cusip>83368RAU6</cusip>
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          <isin value="US83368RAU68"/>
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        <balance>39000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>39851.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02625000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group plc</title>
        <cusip>53944YAK9</cusip>
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          <isin value="US53944YAK91"/>
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        <balance>51000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>52530.35000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02858000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Edgewell Personal Care Company</name>
        <lei>549300CY8QZDL4Z3RU59</lei>
        <title>Edgewell Personal Care Company</title>
        <cusip>28035QAA0</cusip>
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          <isin value="US28035QAA04"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51437.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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      <invstOrSec>
        <name>Deere &amp; Company</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>John Deere Capital Corporation</title>
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        <balance>48000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>50720.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02050000</annualizedRt>
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        <name>Parker-Hannifin Corporation</name>
        <lei>5493002CONDB4N2HKI23</lei>
        <title>Parker-Hannifin Corporation</title>
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        <balance>3257.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Penn National Gaming, Inc.</name>
        <lei>N/A</lei>
        <title>Penn National Gaming, Inc., Convertible</title>
        <cusip>707569AU3</cusip>
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        <balance>53000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>79387.77000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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              <title>Penn National Gaming Inc</title>
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        <name>Capital One Financial Corporation</name>
        <lei>LKE37K2B8CFZUR7F9816</lei>
        <title>Capital One Bank USA NA</title>
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        <balance>48000.00000000</balance>
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        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Singapore Exchange Limited</name>
        <lei>549300IQ650PPXM76X03</lei>
        <title>Singapore Exchange, Ltd.</title>
        <cusip>N/A</cusip>
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        <balance>5500.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co</name>
        <lei>N/A</lei>
        <title>CBOT 2-Yr. U.S. Treasury Note</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TUU0"/>
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        <balance>-12.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-693.12000000</valUSD>
        <pctVal>-0.00017012941</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Short</payOffProf>
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      <invstOrSec>
        <name>Vishay Intertechnology, Inc.</name>
        <lei>5493009O8F3QQJTCQR75</lei>
        <title>Vishay Intertechnology, Inc., Convertible</title>
        <cusip>928298AP3</cusip>
        <identifiers>
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        <balance>173000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161337.43000000</valUSD>
        <pctVal>0.039600997056</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>0.02250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Vishay Intertechnology Inc</name>
              <title>Vishay Intertechnology Inc</title>
              <curCd>USD</curCd>
              <identifiers>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="31.84700000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>Glanbia plc</name>
        <lei>635400SRMCBHVMSKJS84</lei>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Credit Suisse Mortgage Capital Certificates</title>
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          <isin value="US12597EAA10"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Taylor Wimpey plc</name>
        <lei>21380089BTRXTD8S3R66</lei>
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        <cusip>N/A</cusip>
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          <isin value="GB0008782301"/>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EastGroup Properties, Inc.</name>
        <lei>31TIGQQZC4P6JMHKSW85</lei>
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          <isin value="US2772761019"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US01F0326748"/>
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        <balance>575000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>604693.36000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-07-01</maturityDt>
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          <annualizedRt>0.03500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Synopsys, Inc.</name>
        <lei>QG7T915N9S0NY5UKNE63</lei>
        <title>Synopsys, Inc.</title>
        <cusip>871607107</cusip>
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          <isin value="US8716071076"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Air Products and Chemicals, Inc.</name>
        <lei>7QEON6Y1RL5XR3R1W237</lei>
        <title>Air Products and Chemicals, Inc.</title>
        <cusip>009158BB1</cusip>
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          <isin value="US009158BB15"/>
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        <balance>17000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Taikisha Ltd.</name>
        <lei>3538005OOQOUE7DBWV52</lei>
        <title>Taikisha, Ltd.</title>
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          <isin value="JP3441200007"/>
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        <balance>900.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EOG Resources, Inc.</name>
        <lei>XWTZDRYZPBUHIQBKDB46</lei>
        <title>EOG Resources, Inc.</title>
        <cusip>26875PAK7</cusip>
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          <isin value="US26875PAK75"/>
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        <balance>65000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>68100.35000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02625000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bausch Health Companies Inc.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Companies, Inc.</title>
        <cusip>071734AJ6</cusip>
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          <isin value="US071734AJ60"/>
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        <balance>30000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>28462.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05250000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Lasertec Corporation</name>
        <lei>N/A</lei>
        <title>Lasertec Corporation</title>
        <cusip>N/A</cusip>
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          <isin value="JP3979200007"/>
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        <balance>600.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ERAMET S.A.</name>
        <lei>549300LUH78PG2MP6N64</lei>
        <title>Eramet SA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000131757"/>
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        <balance>280.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ball Corporation</name>
        <lei>N/A</lei>
        <title>Ball Corporation</title>
        <cusip>058498106</cusip>
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        <balance>6288.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>Sabre Corporation</name>
        <lei>529900VKCYZW8GZ4WW58</lei>
        <title>Sabre Corporation</title>
        <cusip>78573M104</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>TC Energy Corporation</name>
        <lei>549300UGKOFV2IWJJG27</lei>
        <title>TC Energy Corporation</title>
        <cusip>87807B958</cusip>
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          <isin value="CA87807B1076"/>
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        <balance>2930.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>XPLORNET COMMUNICATIONS</name>
        <lei>2138007ZVGYYNWEGU394</lei>
        <title>Xplornet Communications, Inc., Term Loan</title>
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          <ticker value="BL337037"/>
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      <invstOrSec>
        <name>VINCI SA</name>
        <lei>213800WFQ334R8UXUG83</lei>
        <title>Vinci SA Rights</title>
        <cusip>N/A</cusip>
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          <isin value="FR0013508132"/>
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        <balance>2153.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>FR</invCountry>
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        <name>UnitedHealth Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UnitedHealth Group, Inc.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>The Berkeley Group Holdings plc</name>
        <lei>2138009OQSSLVVHQAL78</lei>
        <title>Berkeley Group Holdings plc</title>
        <cusip>00B02L3W3</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>Marathon Oil Corporation</name>
        <lei>1FRVQX2CRLGC1XLP5727</lei>
        <title>Marathon Oil Corporation</title>
        <cusip>565849106</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>The Depository Trust &amp; Clearing Corporation</name>
        <lei>549300RYC9NELN2ICA34</lei>
        <title>National Securities Clearing Corporation</title>
        <cusip>637639AA3</cusip>
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          <isin value="US637639AA30"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35539.90000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01200000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Delta Air Lines, Inc.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>Delta Air Lines, Inc.</title>
        <cusip>247361ZX9</cusip>
        <identifiers>
          <isin value="US247361ZX93"/>
        </identifiers>
        <balance>110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113549.49000000</valUSD>
        <pctVal>0.027871232480</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>0.07000000</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>Antler Mortgage Trust 2019-RTL 1</name>
        <lei>N/A</lei>
        <title>Antler Mortgage Trust</title>
        <cusip>03720BAA6</cusip>
        <identifiers>
          <isin value="US03720BAA61"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400581.12000000</valUSD>
        <pctVal>0.098324435650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04458000</annualizedRt>
          <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 Group Incorporated</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm, Inc.</title>
        <cusip>893647BE6</cusip>
        <identifiers>
          <isin value="US893647BE67"/>
        </identifiers>
        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49968.75000000</valUSD>
        <pctVal>0.012265054189</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>0.06250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>College Avenue Student Loans 2017-A Llc</name>
        <lei>N/A</lei>
        <title>College Ave Student Loans, LLC</title>
        <cusip>194204AA1</cusip>
        <identifiers>
          <isin value="US194204AA11"/>
        </identifiers>
        <balance>203353.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201760.46000000</valUSD>
        <pctVal>0.049523011384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.01834500</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QEP Resources, Inc.</name>
        <lei>Q6JQDZPXKEDQKVK58165</lei>
        <title>QEP Resources, Inc.</title>
        <cusip>74733VAD2</cusip>
        <identifiers>
          <isin value="US74733VAD29"/>
        </identifiers>
        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31750.00000000</valUSD>
        <pctVal>0.007793180147</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>0.05625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jazz Pharmaceuticals plc</name>
        <lei>635400GAUMJCLEZRRV50</lei>
        <title>Jazz Pharmaceuticals, Inc.</title>
        <cusip>G50871105</cusip>
        <identifiers>
          <isin value="IE00B4Q5ZN47"/>
        </identifiers>
        <balance>2420.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>267022.80000000</valUSD>
        <pctVal>0.065541945950</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>Mohawk Industries, Inc.</name>
        <lei>549300JI1115MG3Q6322</lei>
        <title>Mohawk Industries, Inc.</title>
        <cusip>608190104</cusip>
        <identifiers>
          <isin value="US6081901042"/>
        </identifiers>
        <balance>1284.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>130659.84000000</valUSD>
        <pctVal>0.032071044761</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>Cisco Systems, Inc.</name>
        <lei>8E6NF1YAL0WT6CWXXV93</lei>
        <title>Cisco Systems, Inc.</title>
        <cusip>17275R102</cusip>
        <identifiers>
          <isin value="US17275R1023"/>
        </identifiers>
        <balance>39337.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1834677.68000000</valUSD>
        <pctVal>0.450329879466</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>AECOM</name>
        <lei>0EEB8GF0W0NPCIHZX097</lei>
        <title>AECOM</title>
        <cusip>00774CAB3</cusip>
        <identifiers>
          <isin value="US00774CAB37"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215000.00000000</valUSD>
        <pctVal>0.052772715960</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>0.05125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. Morgan</name>
        <lei>N/A</lei>
        <title>ICE mini MSCI EAFE Index</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MFSU0"/>
        </identifiers>
        <balance>42.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>27208.97000000</valUSD>
        <pctVal>0.006678563932</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>J.P. Morgan</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MSCI EAFE Index</indexName>
                <indexIdentifier>MXEA</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2020-09-21</expDate>
            <notionalAmt>3707431.03000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>27208.97000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>Capital One Financial Corporation</title>
        <cusip>14040H105</cusip>
        <identifiers>
          <isin value="US14040H1059"/>
        </identifiers>
        <balance>8853.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>554109.27000000</valUSD>
        <pctVal>0.136008609844</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>JXTG Holdings, Inc.</name>
        <lei>3538001KQ5SAOZSQTT44</lei>
        <title>Eneos Holdings, Inc.</title>
        <cusip>338645000</cusip>
        <identifiers>
          <isin value="JP3386450005"/>
        </identifiers>
        <balance>34400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>122621.07000000</valUSD>
        <pctVal>0.030097892548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RADIATE HOLDCO LLC</name>
        <lei>5493000GQJ5RDX9DNJ71</lei>
        <title>Radiate Holdco, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL230354"/>
        </identifiers>
        <balance>1540218.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1467058.54000000</valUSD>
        <pctVal>0.360096109900</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>Floating</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Brookfield Asset Management Inc.</name>
        <lei>N/A</lei>
        <title>GGP Nimbus, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL268721"/>
        </identifiers>
        <balance>652514.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>544575.63000000</valUSD>
        <pctVal>0.133668535073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02678300</annualizedRt>
          <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>404280BC2</cusip>
        <identifiers>
          <isin value="US404280BC26"/>
        </identifiers>
        <balance>88000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89288.39000000</valUSD>
        <pctVal>0.021916236483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06875000</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="Data presented is directly from day-to-day accounting records of Fund used to calculate net asset value per share.  It does not reflect adjustments necessary to make data GAAP compliant, such as reclassifying prepaid expenses, expenses reimbursements, and/or any other related adjustments." noteItem="B.1.b"/>
      <explntrNote note="For derivatives owned, if any, Unrealized Appreciation/Depreciation is reported as Value for future and swap type derivatives.  Actual security Value is reported for option type derivatives." noteItem="C.2.c"/>
      <explntrNote note="The daily NAV is calculated on a T+1 basis on most days. The current exception to this occurs on the fiscal quarter ends. On these fiscal quarter end dates, the NAV is calculated on a T+0 basis." noteItem="B.1.c"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-07-28</ncom:dateSigned>
      <ncom:nameOfApplicant>Thrivent Series Fund, Inc.</ncom:nameOfApplicant>
      <ncom:signature>Sarah L. Bergstrom</ncom:signature>
      <ncom:signerName>Sarah L. Bergstrom</ncom:signerName>
      <ncom:title>Head of Fund Accounting &amp; Assistant Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
