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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-01</maturityDt>
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          <annualizedRt>0.03500000</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>First Majestic Silver Corp.</name>
        <lei>529900PWCU5DUH1DYR51</lei>
        <title>First Majestic Silver Corporation</title>
        <cusip>32076V103</cusip>
        <identifiers>
          <isin value="CA32076V1031"/>
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        <balance>7690.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47601.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ellington Residential Mortgage REIT</name>
        <lei>549300KA3MR2ZCRGA787</lei>
        <title>Ellington Residential Mortgage REIT</title>
        <cusip>288578107</cusip>
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          <isin value="US2885781078"/>
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        <balance>2033.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10774.90000000</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>Cheniere Energy Partners, L.P.</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>Sabine Pass Liquefaction, LLC</title>
        <cusip>785592AD8</cusip>
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          <isin value="US785592AD88"/>
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        <balance>43000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>40008.55000000</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>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05625000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Aalberts NV</name>
        <lei>549300EMP9DT6Q35HZ31</lei>
        <title>Aalberts NV</title>
        <cusip>N/A</cusip>
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          <isin value="NL0000852564"/>
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        <balance>5054.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
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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>Infineon Technologies AG</name>
        <lei>TSI2PJM6EPETEQ4X1U25</lei>
        <title>Infineon Technologies AG</title>
        <cusip>000623100</cusip>
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          <isin value="DE0006231004"/>
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        <balance>643.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
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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>Alexandria Real Estate Equities, Inc.</name>
        <lei>MGCJBT4MKTQBVLNUIS88</lei>
        <title>Alexandria Real Estate Equities, Inc.</title>
        <cusip>015271109</cusip>
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          <isin value="US0152711091"/>
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        <balance>2955.00000000</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 National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136A73W0</cusip>
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          <isin value="US3136A73W05"/>
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        <curCd>USD</curCd>
        <valUSD>93341.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-08-25</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>Encore Wire Corporation</name>
        <lei>N/A</lei>
        <title>Encore Wire Corporation</title>
        <cusip>292562105</cusip>
        <identifiers>
          <isin value="US2925621052"/>
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        <balance>4516.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>189626.84000000</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>SoftBank Group Corp.</name>
        <lei>5493003BZYYYCDIO0R13</lei>
        <title>SoftBank Group Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3436100006"/>
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        <balance>1900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
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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>FlexiGroup Limited</name>
        <lei>N/A</lei>
        <title>FlexiGroup, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000FXL1"/>
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        <balance>66501.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.62575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Company</title>
        <cusip>233331AV9</cusip>
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          <isin value="US233331AV91"/>
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        <balance>56000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>57392.65000000</valUSD>
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        <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>0.03300000</annualizedRt>
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      <invstOrSec>
        <name>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corporation</title>
        <cusip>15135BAS0</cusip>
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          <isin value="US15135BAS07"/>
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        <balance>90000.00000000</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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          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04625000</annualizedRt>
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      <invstOrSec>
        <name>Exelon Corporation</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>Exelon Corporation</title>
        <cusip>30161N101</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>RADIATE HOLDCO LLC</name>
        <lei>5493000GQJ5RDX9DNJ71</lei>
        <title>Radiate Holdco, LLC, Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL230354"/>
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        <balance>1544190.07000000</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>2024-02-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>HCP ACQUISITION LLC</name>
        <lei>N/A</lei>
        <title>HCP Acquisition, LLC, Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL238711"/>
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        <balance>688318.17000000</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>2024-05-16</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corporation</title>
        <cusip>15135BAQ4</cusip>
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        <balance>40000.00000000</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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          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
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      <invstOrSec>
        <name>United Arrows Ltd.</name>
        <lei>N/A</lei>
        <title>United Arrows, Ltd.</title>
        <cusip>394940000</cusip>
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          <isin value="JP3949400000"/>
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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>Sumitomo Mitsui Financial Group, Inc.</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>Sumitomo Mitsui Financial Group, Inc.</title>
        <cusip>86562MBT6</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>2024-09-27</maturityDt>
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      <invstOrSec>
        <name>United Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>United Technologies Corporation</title>
        <cusip>913017DD8</cusip>
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          <isin value="US913017DD80"/>
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        <balance>78000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>85343.22000000</valUSD>
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        <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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Deutsche Telekom AG</name>
        <lei>529900ERDFHS6C1M4U58</lei>
        <title>Deutsche Telekom International Finance BV</title>
        <cusip>25156PAV5</cusip>
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          <isin value="US25156PAV58"/>
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        <balance>34000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>33602.41000000</valUSD>
        <pctVal>0.009270785158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02485000</annualizedRt>
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      <invstOrSec>
        <name>WPX Energy, Inc.</name>
        <lei>ZXZE9GCS2BB547GJW219</lei>
        <title>WPX Energy, Inc.</title>
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          <isin value="US98212BAH69"/>
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        <balance>130000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>74100.00000000</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>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TransDigm Group Incorporated</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm, Inc.</title>
        <cusip>893647BE6</cusip>
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          <isin value="US893647BE67"/>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49750.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06250000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>American Express Company</title>
        <cusip>025816BU2</cusip>
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          <isin value="US025816BU20"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>40462.76000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03375000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
        <cusip>172967LR0</cusip>
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          <isin value="US172967LR04"/>
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        <balance>43000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>40662.44000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02484100</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ventas, Inc.</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>Ventas Realty, LP</title>
        <cusip>92277GAD9</cusip>
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          <isin value="US92277GAD97"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>33089.99000000</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>Atlas Copco AB</name>
        <lei>213800T8PC8Q4FYJZR07</lei>
        <title>Atlas Copco AB, Class B</title>
        <cusip>N/A</cusip>
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          <isin value="SE0011166628"/>
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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>Volt LXXIX LLC</name>
        <lei>N/A</lei>
        <title>Vericrest Opportunity Loan Transferee</title>
        <cusip>91834DAA0</cusip>
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          <isin value="US91834DAA00"/>
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        <balance>302707.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>255085.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03351500</annualizedRt>
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        <securityLending>
          <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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        <balance>48000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>46555.81000000</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>2023-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02100000</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>1362.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>296575.50000000</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>Emerson Electric Co.</name>
        <lei>FGLT0EWZSUIRRITFOA30</lei>
        <title>Emerson Electric Company</title>
        <cusip>291011104</cusip>
        <identifiers>
          <isin value="US2910111044"/>
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        <balance>6875.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>327593.75000000</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>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX Corporation</title>
        <cusip>126408103</cusip>
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          <isin value="US1264081035"/>
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        <balance>3537.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>202670.10000000</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>Entergy Corporation</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>Entergy Corporation</title>
        <cusip>29364G103</cusip>
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          <isin value="US29364G1031"/>
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        <balance>4980.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>467970.60000000</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>Lincoln Electric Holdings, Inc.</name>
        <lei>BIMGBY40SIN95O01BN93</lei>
        <title>Lincoln Electric Holdings, Inc.</title>
        <cusip>533900106</cusip>
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          <isin value="US5339001068"/>
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        <balance>2287.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>157803.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>The Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc.</title>
        <cusip>38141GXE9</cusip>
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          <isin value="US38141GXE96"/>
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        <balance>70000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>72427.89000000</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>2024-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03625000</annualizedRt>
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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>780097BK6</cusip>
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          <isin value="US780097BK63"/>
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        <balance>88000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>90416.56000000</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>2025-03-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04269000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CMS Energy Corporation</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS Energy Corporation</title>
        <cusip>125896100</cusip>
        <identifiers>
          <isin value="US1258961002"/>
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        <balance>6244.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>366835.00000000</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>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>101645.28000000</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>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>
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        <curCd>USD</curCd>
        <valUSD>178125.00000000</valUSD>
        <pctVal>0.049144052652</pctVal>
        <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>0.07027100</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <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>36577.88000000</valUSD>
        <pctVal>0.010091706726</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>
        <name>Qurate Retail, Inc.</name>
        <lei>549300SZUIU7Z32Q0664</lei>
        <title>Liberty Interactive, LLC, Convertible</title>
        <cusip>530715AN1</cusip>
        <identifiers>
          <isin value="US530715AN13"/>
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        <balance>118000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82926.46000000</valUSD>
        <pctVal>0.022879114759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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            <dbtSecRefInstrument>
              <name>Motorola Solutions Inc</name>
              <title>Motorola Solutions Inc</title>
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      <invstOrSec>
        <name>Singapore Exchange Limited</name>
        <lei>549300IQ650PPXM76X03</lei>
        <title>Singapore Exchange, Ltd.</title>
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          <isin value="SG1J26887955"/>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Independent Bank Corporation</name>
        <lei>N/A</lei>
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          <isin value="US4538386099"/>
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        <balance>433.00000000</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>KYORIN Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>KYORIN Holdings, Inc.</title>
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          <isin value="JP3247090008"/>
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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>Patterson-UTI Energy, Inc.</name>
        <lei>254900XGFBKIXD6G0697</lei>
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          <isin value="US7034811015"/>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Enstar Group Limited</name>
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          <isin value="BMG3075P1014"/>
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        <invCountry>BM</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Synchrony Financial</name>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Canon Inc.</name>
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        <title>Canon, Inc.</title>
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          <isin value="JP3242800005"/>
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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>Booking Holdings 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>Enterprise Products Partners L.P.</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DENSO Corporation</name>
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        <title>Denso Corporation</title>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Legacy Mortgage Asset Trust 2019-GS1</name>
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        <title>Legacy Mortgage Asset Trust</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Cousins Properties Incorporated</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AOKI Holdings Inc.</name>
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        <title>AOKI Holdings, Inc.</title>
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      <invstOrSec>
        <name>Agilysys, Inc.</name>
        <lei>5299001XWB5V3B5IPN93</lei>
        <title>Agilysys, Inc.</title>
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      <invstOrSec>
        <name>Toorak Mortgage Corp. 2020-1 Ltd.</name>
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        <name>National Storage Affiliates Trust</name>
        <lei>N/A</lei>
        <title>National Storage Affiliates Trust</title>
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      <invstOrSec>
        <name>Pretium Mortgage Credit Partners I 2020-NPL1</name>
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      <invstOrSec>
        <name>ArcelorMittal</name>
        <lei>2EULGUTUI56JI9SAL165</lei>
        <title>Arcelor Mittal</title>
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        <invCountry>LU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Libbey Inc.</name>
        <lei>A7JTTZYG0P336HI4K290</lei>
        <title>Libbey Glass, Inc., Term Loan</title>
        <cusip>N/A</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>CenturyLink, Inc.</name>
        <lei>N/A</lei>
        <title>Level 3 Financing, Inc.</title>
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          <isin value="US527298BN21"/>
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        <curCd>USD</curCd>
        <valUSD>208719.00000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Twitter, Inc.</name>
        <lei>549300I8RX485XMK6836</lei>
        <title>Twitter, Inc.</title>
        <cusip>90184L102</cusip>
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          <isin value="US90184L1026"/>
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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>Primo Water Corporation</name>
        <lei>5493005TMUI9D3MY9I37</lei>
        <title>Cott Corporation</title>
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          <isin value="CA74167P1080"/>
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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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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
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          <isin value="US48128BAG68"/>
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        <balance>258000.00000000</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>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>First Interstate BancSystem, Inc.</name>
        <lei>N/A</lei>
        <title>First Interstate BancSystem, Inc.</title>
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          <isin value="US32055Y2019"/>
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        <balance>8851.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>255262.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <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>DISH Network Corporation</name>
        <lei>529900U350CWHH15G169</lei>
        <title>DISH Network Corporation, Convertible</title>
        <cusip>25470MAB5</cusip>
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          <isin value="US25470MAB54"/>
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        <balance>1104000.00000000</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>2026-08-15</maturityDt>
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          <annualizedRt>0.03375000</annualizedRt>
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            <dbtSecRefInstrument>
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              <title>DISH Network Corp</title>
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          <currencyInfos>
            <currencyInfo convRatio="15.34290000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <name>Sony Corporation</name>
        <lei>529900R5WX9N2OI2N910</lei>
        <title>Sony Corporation ADR</title>
        <cusip>835699307</cusip>
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          <isin value="US8356993076"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Enel SpA</name>
        <lei>WOCMU6HCI0OJWNPRZS33</lei>
        <title>Enel SPA</title>
        <cusip>000312836</cusip>
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          <isin value="IT0003128367"/>
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        <balance>53964.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Campus Communities, Inc.</name>
        <lei>529900MR3ZXRO3W6UX26</lei>
        <title>American Campus Communities, Inc.</title>
        <cusip>024835100</cusip>
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          <isin value="US0248351001"/>
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        <balance>11007.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>305444.25000000</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>Barings CLO Ltd. 2018-III</name>
        <lei>N/A</lei>
        <title>Babson CLO, Ltd.</title>
        <cusip>06760PAJ0</cusip>
        <identifiers>
          <isin value="US06760PAJ03"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>231344.70000000</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>2029-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04719100</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Helmerich &amp; Payne, Inc.</name>
        <lei>254900NAOGHJ88RZ4C73</lei>
        <title>Helmerich &amp; Payne, Inc.</title>
        <cusip>423452101</cusip>
        <identifiers>
          <isin value="US4234521015"/>
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        <balance>2521.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39453.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Tactile Systems Technology, Inc.</name>
        <lei>54930069VDTITHOTKJ98</lei>
        <title>Tactile Systems Technology, Inc.</title>
        <cusip>87357P100</cusip>
        <identifiers>
          <isin value="US87357P1003"/>
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        <balance>630.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25300.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>FTI Consulting, Inc.</name>
        <lei>549300K17GM8EQD0FQ48</lei>
        <title>FTI Consulting, Inc., Convertible</title>
        <cusip>302941AP4</cusip>
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        <balance>496000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>646924.63000000</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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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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              <title>FTI Consulting Inc</title>
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        <name>Cedar Fair, L.P.</name>
        <lei>549300TUVLNQQ6BVKH61</lei>
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        <cusip>150190AC0</cusip>
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        <balance>90000.00000000</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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        <name>Charter Communications, Inc.</name>
        <lei>0J0XRGZE3PBRFEZ7MV65</lei>
        <title>Charter Communications, Inc.</title>
        <cusip>16119P108</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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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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        <balance>60000.00000000</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>
          <annualizedRt>0.04250000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lowe's Companies, Inc.</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>Lowe's Companies, Inc.</title>
        <cusip>548661107</cusip>
        <identifiers>
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        <balance>9209.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>792434.45000000</valUSD>
        <pctVal>0.218629840472</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>
      <invstOrSec>
        <name>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>General Electric Capital Corporation</title>
        <cusip>36962G6S8</cusip>
        <identifiers>
          <isin value="US36962G6S82"/>
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        <balance>68000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69062.47000000</valUSD>
        <pctVal>0.019054089330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03100000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>Toronto-Dominion Bank</title>
        <cusip>891160954</cusip>
        <identifiers>
          <isin value="CA8911605092"/>
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        <balance>22947.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.40730000"/>
        <valUSD>975569.54000000</valUSD>
        <pctVal>0.269156159099</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>Microchip Technology Incorporated</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>Microchip Technology, Inc., Convertible</title>
        <cusip>595017AF1</cusip>
        <identifiers>
          <isin value="US595017AF11"/>
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        <balance>119000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122134.90000000</valUSD>
        <pctVal>0.033696583614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Microchip Technology Inc</name>
              <title>Microchip Technology Inc</title>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.45620000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CONSOLIDATED ENERGY FIN SA</name>
        <lei>549300PUNIS0USNSL750</lei>
        <title>Consolidated Energy Finance SA, Term Loan</title>
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        <identifiers>
          <ticker value="BL268705"/>
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        <balance>393000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275100.00000000</valUSD>
        <pctVal>0.075899109527</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03204600</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <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>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71130.02000000</valUSD>
        <pctVal>0.019624519006</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>Ciena Corporation</name>
        <lei>W0CZ7N0GH8UIGXDM1H41</lei>
        <title>Ciena Corporation</title>
        <cusip>171779309</cusip>
        <identifiers>
          <isin value="US1717793095"/>
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        <balance>16324.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>649858.44000000</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Commonwealth Bank of Australia</name>
        <lei>MSFSBD3QN1GSN7Q6C537</lei>
        <title>Commonwealth Bank of Australia</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000CBA7"/>
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        <balance>6407.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.62575000"/>
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        <pctVal>0.066694285689</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>
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      <invstOrSec>
        <name>Dycom Industries, Inc.</name>
        <lei>549300F56EKTHQI3WT60</lei>
        <title>Dycom Industries, Inc., Convertible</title>
        <cusip>267475AB7</cusip>
        <identifiers>
          <isin value="US267475AB73"/>
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        <balance>156000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131625.00000000</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>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Dycom Industries Inc</name>
              <title>Dycom Industries Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="267475101"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.32110000" 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>D.R. Horton, Inc.</name>
        <lei>529900ZIUEYVSB8QDD25</lei>
        <title>D.R. Horton, Inc.</title>
        <cusip>23331A109</cusip>
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          <isin value="US23331A1097"/>
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        <balance>6118.00000000</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>
      <invstOrSec>
        <name>Nippon Light Metal Holdings Company, Ltd.</name>
        <lei>353800J9KCFJSF2CGT47</lei>
        <title>Nippon Light Metal Holdings Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3700200003"/>
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        <balance>17500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
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        <pctVal>0.007517383297</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>Federal Home Loan Banks Office of Finance</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Bank Discount Notes</title>
        <cusip>313384XK0</cusip>
        <identifiers>
          <isin value="US313384XK02"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199977.83000000</valUSD>
        <pctVal>0.055173170564</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>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>Royal Bank of Canada</title>
        <cusip>78015K7C2</cusip>
        <identifiers>
          <isin value="US78015K7C20"/>
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        <balance>31000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31310.97000000</valUSD>
        <pctVal>0.008638585028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</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>
        </securityLending>
      </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>56027.87000000</valUSD>
        <pctVal>0.015457889646</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cimarex Energy Co.</name>
        <lei>11KYOFXPU1C4CQL1CL44</lei>
        <title>Cimarex Energy Company</title>
        <cusip>171798101</cusip>
        <identifiers>
          <isin value="US1717981013"/>
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        <balance>5027.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84604.41000000</valUSD>
        <pctVal>0.023342055183</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>Imperial Brands PLC</name>
        <lei>9598000ANNAL42UJ7X28</lei>
        <title>CIA De Distribucion Integral</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0105027009"/>
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        <balance>2441.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
        <valUSD>39184.60000000</valUSD>
        <pctVal>0.010810891483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Corporation</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>State Street Corporation</title>
        <cusip>857477BH5</cusip>
        <identifiers>
          <isin value="US857477BH56"/>
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        <balance>31000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31282.95000000</valUSD>
        <pctVal>0.008630854410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02825000</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>Ventas, Inc.</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>Ventas Realty, LP</title>
        <cusip>92277GAK3</cusip>
        <identifiers>
          <isin value="US92277GAK31"/>
        </identifiers>
        <balance>41000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40167.08000000</valUSD>
        <pctVal>0.011081954214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.03100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Viking Cruises, Ltd.</name>
        <lei>549300IJP90T4MV2GL84</lei>
        <title>Viking Cruises, Ltd.</title>
        <cusip>92676XAD9</cusip>
        <identifiers>
          <isin value="US92676XAD93"/>
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        <balance>80000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46808.80000000</valUSD>
        <pctVal>0.012914381090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</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>
        </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"/>
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        <balance>173000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164441.72000000</valUSD>
        <pctVal>0.045368884468</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>
              <identifiers>
                <cusip value="538034109"/>
              </identifiers>
            </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>
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      </invstOrSec>
      <invstOrSec>
        <name>Jab Forest B.V.</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>Keurig Dr Pepper, Inc.</title>
        <cusip>49271VAE0</cusip>
        <identifiers>
          <isin value="US49271VAE02"/>
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        <balance>82000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82950.93000000</valUSD>
        <pctVal>0.022885865945</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>ARD Holdings S.A.</name>
        <lei>N/A</lei>
        <title>Ardagh Packaging Finance plc</title>
        <cusip>03969AAL4</cusip>
        <identifiers>
          <isin value="US03969AAL44"/>
        </identifiers>
        <balance>220000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>220616.00000000</valUSD>
        <pctVal>0.060867168111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Allison Transmission Holdings, Inc.</name>
        <lei>MWKQ3I0U1GXP2YDSZW75</lei>
        <title>Allison Transmission, Inc.</title>
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          <isin value="US019736AD97"/>
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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>2024-10-01</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Anheuser-Busch InBev SA/NV</name>
        <lei>5493000EYEKDT0FBSQ91</lei>
        <title>Anheuser-Busch InBev Finance, Inc.</title>
        <cusip>035242AL0</cusip>
        <identifiers>
          <isin value="US035242AL09"/>
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        <balance>40000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41160.06000000</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>0.03300000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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>1110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1043400.00000000</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>2027-03-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03989400</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <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>38148YAC2</cusip>
        <identifiers>
          <isin value="US38148YAC21"/>
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        <balance>59000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59300.89000000</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>
        <name>The Royal Bank of Scotland Group plc</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>Royal Bank of Scotland Group plc</title>
        <cusip>780097BB6</cusip>
        <identifiers>
          <isin value="US780097BB64"/>
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        <balance>208000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202800.00000000</valUSD>
        <pctVal>0.055951797209</pctVal>
        <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>
          <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>84971.30000000</valUSD>
        <pctVal>0.023443278827</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>
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      <invstOrSec>
        <name>Huntington Ingalls Industries, Inc.</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
        <title>Huntington Ingalls Industries, Inc.</title>
        <cusip>446413AN6</cusip>
        <identifiers>
          <isin value="US446413AN66"/>
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        <balance>31000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31919.05000000</valUSD>
        <pctVal>0.008806352133</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>0.03844000</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 Gorman-Rupp Company</name>
        <lei>N/A</lei>
        <title>Gorman-Rupp Company</title>
        <cusip>383082104</cusip>
        <identifiers>
          <isin value="US3830821043"/>
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        <balance>289.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9019.69000000</valUSD>
        <pctVal>0.002488500324</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 &amp; Co</name>
        <lei>N/A</lei>
        <title>CME E-mini Russell 2000 Index</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RTYM0"/>
        </identifiers>
        <balance>30.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>63460.20000000</valUSD>
        <pctVal>0.017508443004</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>Morgan Stanley &amp; Company</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Russell 2000 Index</indexName>
                <indexIdentifier>RTY</indexIdentifier>
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            <expDate>2020-06-22</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>63460.20000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Vodafone Group Plc</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>Vodafone Group plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BH4HKS39"/>
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        <balance>16760.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80509000"/>
        <valUSD>23186.48000000</valUSD>
        <pctVal>0.006397067194</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>Standard Diversified Inc.</name>
        <lei>549300IYG00QF0VVP302</lei>
        <title>Turning Point Brands, Inc.</title>
        <cusip>90041L105</cusip>
        <identifiers>
          <isin value="US90041L1052"/>
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        <balance>7940.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>167613.40000000</valUSD>
        <pctVal>0.046243939676</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>Etsy, Inc.</name>
        <lei>54930089Q7XT501AEA40</lei>
        <title>Etsy, Inc.</title>
        <cusip>29786A106</cusip>
        <identifiers>
          <isin value="US29786A1060"/>
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        <balance>7764.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>298448.16000000</valUSD>
        <pctVal>0.082340783657</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>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>33138.82000000</valUSD>
        <pctVal>0.009142882329</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>Microsoft Corporation</title>
        <cusip>594918BW3</cusip>
        <identifiers>
          <isin value="US594918BW38"/>
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        <balance>58000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59603.50000000</valUSD>
        <pctVal>0.016444393219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02400000</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>TC Energy Corporation</name>
        <lei>549300UGKOFV2IWJJG27</lei>
        <title>TransCanada Energy Corporation</title>
        <cusip>87807B958</cusip>
        <identifiers>
          <isin value="CA87807B1076"/>
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        <balance>2930.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.40730000"/>
        <valUSD>130229.16000000</valUSD>
        <pctVal>0.035929761099</pctVal>
        <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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fox Corporation</name>
        <lei>549300DDU6FDRBIELS05</lei>
        <title>Fox Corporation</title>
        <cusip>35137LAB1</cusip>
        <identifiers>
          <isin value="US35137LAB18"/>
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        <balance>76000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78960.42000000</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>2024-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04030000</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>
      <invstOrSec>
        <name>Sinclair Broadcast Group, Inc.</name>
        <lei>N/A</lei>
        <title>Diamond Sports Group, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL300596"/>
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        <balance>895500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>689535.00000000</valUSD>
        <pctVal>0.190240248957</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04180000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>182700.00000000</valUSD>
        <pctVal>0.050406278846</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>
        <identifiers>
          <isin value="US15346WAC47"/>
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        <balance>135000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113400.00000000</valUSD>
        <pctVal>0.031286655835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Next Alt S.a.r.l.</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC Holdings, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL316906"/>
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        <balance>1340000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1277462.20000000</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>2027-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03111600</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>Duke Energy Corporation</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>Duke Energy Corporation</title>
        <cusip>26441CAW5</cusip>
        <identifiers>
          <isin value="US26441CAW55"/>
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        <balance>86000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85842.19000000</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>2022-08-15</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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      </invstOrSec>
      <invstOrSec>
        <name>Bausch Health Companies Inc.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Companies, Inc.</title>
        <cusip>071734AD9</cusip>
        <identifiers>
          <isin value="US071734AD90"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103700.00000000</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>2028-01-15</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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>44500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
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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>Franklin Resources, Inc.</name>
        <lei>QU1AAXOSV5K4OVMXJP19</lei>
        <title>Templeton Global Income Fund</title>
        <cusip>880198106</cusip>
        <identifiers>
          <isin value="US8801981064"/>
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        <balance>42782.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>228883.70000000</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>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>438158.35000000</valUSD>
        <pctVal>0.120886327143</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>
      <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>52919.46000000</valUSD>
        <pctVal>0.014600290405</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>
          <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>1775550.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1647941.22000000</valUSD>
        <pctVal>0.454661109240</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>Floating</couponKind>
          <annualizedRt>0.03239400</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>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>31472.34000000</valUSD>
        <pctVal>0.008683106436</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>
      <invstOrSec>
        <name>Mylan N.V.</name>
        <lei>30ZMPDNA1RHIBH89C294</lei>
        <title>Mylan, Inc.</title>
        <cusip>628530BD8</cusip>
        <identifiers>
          <isin value="US628530BD84"/>
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        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32402.50000000</valUSD>
        <pctVal>0.008939734265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04200000</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>CEMEX, S.A.B. de C.V.</name>
        <lei>549300RIG2CXWN6IV731</lei>
        <title>Cemex SAB de CV</title>
        <cusip>151290BV4</cusip>
        <identifiers>
          <isin value="US151290BV44"/>
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        <balance>80000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64920.00000000</valUSD>
        <pctVal>0.017911196621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>
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      </invstOrSec>
      <invstOrSec>
        <name>Nuance Communications, Inc.</name>
        <lei>AEMSOT3SS15TNMJCE605</lei>
        <title>Nuance Communications, Inc., Convertible</title>
        <cusip>67020YAN0</cusip>
        <identifiers>
          <isin value="US67020YAN04"/>
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        <balance>859000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>924962.71000000</valUSD>
        <pctVal>0.255193915068</pctVal>
        <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>0.01250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Nuance Communications Inc</name>
              <title>Nuance Communications Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="67020Y100"/>
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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>NEP/NCP Holdco, Inc.</name>
        <lei>N/A</lei>
        <title>NEP Group, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL281230"/>
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        <balance>711000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>434598.75000000</valUSD>
        <pctVal>0.119904246189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04700100</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 Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Mortgage Corporation - REMIC</title>
        <cusip>3137B2CJ7</cusip>
        <identifiers>
          <isin value="US3137B2CJ70"/>
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        <balance>978688.18400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79084.86000000</valUSD>
        <pctVal>0.021819231010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Brookfield Residential Properties Inc.</name>
        <lei>N/A</lei>
        <title>Brookfield Residential Properties, Inc.</title>
        <cusip>11283YAB6</cusip>
        <identifiers>
          <isin value="US11283YAB65"/>
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        <balance>240000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208176.00000000</valUSD>
        <pctVal>0.057435016448</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Parker-Hannifin Corporation</name>
        <lei>5493002CONDB4N2HKI23</lei>
        <title>Parker-Hannifin Corporation</title>
        <cusip>701094AM6</cusip>
        <identifiers>
          <isin value="US701094AM61"/>
        </identifiers>
        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69715.16000000</valUSD>
        <pctVal>0.019234164175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ProSight Global, Inc.</name>
        <lei>N/A</lei>
        <title>Prosight Global, Inc.</title>
        <cusip>74349J103</cusip>
        <identifiers>
          <isin value="US74349J1034"/>
        </identifiers>
        <balance>8364.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81549.00000000</valUSD>
        <pctVal>0.022499078454</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>MGM Resorts International</name>
        <lei>54930066VBP7DZEGGJ87</lei>
        <title>MGM Resorts International</title>
        <cusip>552953CE9</cusip>
        <identifiers>
          <isin value="US552953CE90"/>
        </identifiers>
        <balance>122000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109190.00000000</valUSD>
        <pctVal>0.030125131840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>Apple Inc.</name>
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        <title>Apple, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-13</maturityDt>
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      <invstOrSec>
        <name>CNH Industrial N.V.</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
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      <invstOrSec>
        <name>Thrivent Mutual Funds</name>
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        <assetCat>STIV</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Granges AB (publ)</name>
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        <title>Granges AB</title>
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          <isin value="SE0006288015"/>
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        <fairValLevel>2</fairValLevel>
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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>
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          <isin value="US38141GWC40"/>
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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>2022-04-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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        <name>Ameriprise Financial, Inc.</name>
        <lei>6ZLKQF7QB6JAEKQS5388</lei>
        <title>Ameriprise Financial, 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>Zoetis Inc.</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>Zoetis, Inc.</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03450000</annualizedRt>
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        <name>PARK24 Co., Ltd.</name>
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        <title>Park24 Company, Ltd.</title>
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          <isin value="JP3780100008"/>
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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>ARCS Company Limited</name>
        <lei>N/A</lei>
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          <isin value="JP3968600001"/>
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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>Broadcom Inc.</name>
        <lei>N/A</lei>
        <title>Broadcom Corporation</title>
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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>GS Yuasa Corporation</name>
        <lei>353800MW7O6PQQHLDR79</lei>
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        <invCountry>JP</invCountry>
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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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        <cusip>3136AB3K7</cusip>
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          <isin value="US3136AB3K71"/>
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        <curCd>USD</curCd>
        <valUSD>45299.53000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-02-25</maturityDt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>3140X5DP5</cusip>
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          <isin value="US3140X5DP50"/>
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        <balance>600906.17000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-08-01</maturityDt>
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        <name>COMMSCOPE INC</name>
        <lei>549300Z6K4JXMFE8QY54</lei>
        <title>CommScope, Inc., Term Loan</title>
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          <ticker value="BL284931"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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        <name>Aflac Incorporated</name>
        <lei>549300N0B7DOGLXWPP39</lei>
        <title>Aflac, Inc.</title>
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        <name>Groupe ADP</name>
        <lei>969500PJMBSFHYC37989</lei>
        <title>Aeroports de Paris SA</title>
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        <invCountry>FR</invCountry>
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        <name>Raven Industries, Inc.</name>
        <lei>ZN4TZXB8X0VUOSZJ5442</lei>
        <title>Raven Industries, Inc.</title>
        <cusip>754212108</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>Kinder Morgan, Inc.</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>Kinder Morgan Energy Partners, LP</title>
        <cusip>494550BM7</cusip>
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        <balance>88000.00000000</balance>
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        <name>AT&amp;T Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T, Inc.</title>
        <cusip>00206R102</cusip>
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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>Popular, Inc.</name>
        <lei>5493008CARDZMVQ3LO89</lei>
        <title>Popular, Inc.</title>
        <cusip>733174700</cusip>
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          <isin value="PR7331747001"/>
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        <balance>4662.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>163170.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PNM Resources, Inc.</name>
        <lei>5493003JOBJGLZSDDQ28</lei>
        <title>PNM Resources, Inc.</title>
        <cusip>69349H107</cusip>
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          <isin value="US69349H1077"/>
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        <curCd>USD</curCd>
        <valUSD>178638.00000000</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>Alphabet Inc.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>Alphabet, Inc., Class A</title>
        <cusip>02079K305</cusip>
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          <isin value="US02079K3059"/>
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        <balance>1504.00000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Swiss Life Holding AG</name>
        <lei>5493000KUC3Z24U77V93</lei>
        <title>Swiss Life Holding AG</title>
        <cusip>N/A</cusip>
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          <isin value="CH0014852781"/>
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        <balance>1409.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.96250000"/>
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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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fidelity National Financial, Inc.</name>
        <lei>549300CAZYIH39SYQ287</lei>
        <title>Fidelity National Financial, Inc.</title>
        <cusip>31620RAF2</cusip>
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          <isin value="US31620RAF29"/>
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        <balance>57000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>62552.89000000</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>2022-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ramelius Resources Limited</name>
        <lei>254900E44AIGW7KKNR98</lei>
        <title>Ramelius Resources, Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="AU000000RMS4"/>
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        <balance>14563.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.62575000"/>
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        <pctVal>0.002468285392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
        <identifiers>
          <isin value="US38141GXJ83"/>
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        <balance>31000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>31435.29000000</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>0.03500000</annualizedRt>
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        <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>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.40730000"/>
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        <pctVal>0.079328885722</pctVal>
        <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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LINTEC Corporation</name>
        <lei>N/A</lei>
        <title>Lintec Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3977200009"/>
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        <balance>1600.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Air Water Inc.</name>
        <lei>N/A</lei>
        <title>Air Water, Inc.</title>
        <cusip>316067000</cusip>
        <identifiers>
          <isin value="JP3160670000"/>
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        <balance>12200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
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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>Cheniere Energy, Inc.</name>
        <lei>549300I7CIEWU1BBLQ53</lei>
        <title>Cheniere Corpus Christi Holdings, LLC</title>
        <cusip>16412XAD7</cusip>
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          <isin value="US16412XAD75"/>
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        <balance>170000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>149206.85000000</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>2024-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</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>Synchrony Financial</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>Synchrony Financial</title>
        <cusip>87165BAQ6</cusip>
        <identifiers>
          <isin value="US87165BAQ68"/>
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        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32389.31000000</valUSD>
        <pctVal>0.008936095191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02850000</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 Global plc</name>
        <lei>213800X3RLP4NOTPY579</lei>
        <title>Virgin Media Secured Finance plc</title>
        <cusip>92769XAM7</cusip>
        <identifiers>
          <isin value="US92769XAM74"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203000.00000000</valUSD>
        <pctVal>0.056006976496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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        <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>2457.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93587.13000000</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>VIRGIN MEDIA BRISTOL LLC</name>
        <lei>N/A</lei>
        <title>Virgin Media Bristol, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL318308"/>
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        <balance>1170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1076400.00000000</valUSD>
        <pctVal>0.296974923648</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>0.03204600</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>44110.00000000</valUSD>
        <pctVal>0.012169791789</pctVal>
        <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>0.05125000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <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>286143.11000000</balance>
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        <curCd>USD</curCd>
        <valUSD>297024.50000000</valUSD>
        <pctVal>0.081948000937</pctVal>
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        <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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GFL ENVIRONMENTAL INC</name>
        <lei>549300FYK4MBXWIVZU26</lei>
        <title>GFL Environmental, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL269491"/>
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        <balance>908737.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>876931.59000000</valUSD>
        <pctVal>0.241942300246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03991000</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>NiSource Inc.</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NiSource, Inc.</title>
        <cusip>65473PAG0</cusip>
        <identifiers>
          <isin value="US65473PAG00"/>
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        <balance>213000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189570.00000000</valUSD>
        <pctVal>0.052301687361</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>Variable</couponKind>
          <annualizedRt>0.05650000</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>Cheniere Energy Partners, L.P.</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>Sabine Pass Liquefaction, LLC</title>
        <cusip>785592AH9</cusip>
        <identifiers>
          <isin value="US785592AH92"/>
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        <balance>43000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41707.82000000</valUSD>
        <pctVal>0.011507038888</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>0.06250000</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>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>103865.58000000</valUSD>
        <pctVal>0.028656143339</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>Kraton Corporation</name>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</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>The Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc.</title>
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          <isin value="US38145GAF72"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-11-15</maturityDt>
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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>
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          <ticker value="BL275763"/>
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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>
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          <maturityDt>2025-07-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.06113200</annualizedRt>
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      <invstOrSec>
        <name>Trane Technologies plc</name>
        <lei>549300BURLR9SLYY2705</lei>
        <title>Trane Technologies plc</title>
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          <isin value="IE00BK9ZQ967"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Stryker Corporation</name>
        <lei>5493002F0SC4JTBU5137</lei>
        <title>Stryker Corporation</title>
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        <balance>2276.00000000</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>Charter Communications, Inc.</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating, LLC</title>
        <cusip>161175AX2</cusip>
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          <isin value="US161175AX26"/>
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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>2020-07-23</maturityDt>
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      <invstOrSec>
        <name>American Tower Corporation (REIT)</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corporation</title>
        <cusip>03027XAE0</cusip>
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          <isin value="US03027XAE04"/>
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        <balance>30000.00000000</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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          <maturityDt>2021-09-15</maturityDt>
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      <invstOrSec>
        <name>Wolters Kluwer N.V.</name>
        <lei>724500TEM53I0U077B74</lei>
        <title>Wolters Kluwer NV</title>
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          <isin value="NL0000395903"/>
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        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Covanta Holding Corporation</name>
        <lei>40XIFLS8XDQGGHGPGC04</lei>
        <title>Covanta Holding Corporation</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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      <invstOrSec>
        <name>Federation Nationale du Credit Agricole</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>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03375000</annualizedRt>
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      <invstOrSec>
        <name>Kirkland Lake Gold Ltd.</name>
        <lei>N/A</lei>
        <title>Kirkland Lake Gold, Ltd.</title>
        <cusip>49741E951</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>
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        <name>Dialog Semiconductor Plc</name>
        <lei>529900QA2LORU6646N15</lei>
        <title>Dialog Semiconductor plc</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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        <name>WPX Energy, Inc.</name>
        <lei>ZXZE9GCS2BB547GJW219</lei>
        <title>WPX Energy, Inc.</title>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>BP PLC</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BP Capital Markets America, Inc.</title>
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        <name>Gaztransport &amp; Technigaz SA</name>
        <lei>969500BVOHVZUUFWDT54</lei>
        <title>Gaztransport Et Technigaz SA</title>
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        <invCountry>FR</invCountry>
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        <name>Merck &amp; Co., Inc.</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>Merck &amp; Company, Inc.</title>
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        <name>Outfront Media Inc.</name>
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        <title>Outfront Media Cap, LLC</title>
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        <name>UDR, Inc.</name>
        <lei>P3CH2EG5X6Z1XWU1OO74</lei>
        <title>UDR, Inc.</title>
        <cusip>902653104</cusip>
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        <assetCat>EC</assetCat>
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        <name>Delta Air Lines, Inc.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>Delta Air Lines, Inc.</title>
        <cusip>247361702</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>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company</title>
        <cusip>949746SJ1</cusip>
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        <balance>60000.00000000</balance>
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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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co</name>
        <lei>N/A</lei>
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          <ticker value="ECM0"/>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>Morgan Stanley &amp; Company</counterpartyName>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Grifols, S.A.</name>
        <lei>959800HSSNXWRKBK4N60</lei>
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        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Novartis AG</name>
        <lei>5493007HIVTX6SY6XD66</lei>
        <title>Novartis AG</title>
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          <isin value="CH0012005267"/>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Teradyne, Inc.</name>
        <lei>C3X4YJ278QNZHRJULN75</lei>
        <title>Teradyne, Inc.</title>
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          <isin value="US8807701029"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Charter Communications, Inc.</name>
        <lei>N/A</lei>
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          <isin value="US1248EPBR37"/>
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      <invstOrSec>
        <name>The Kraft Heinz Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Foods Group, Inc.</title>
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        <balance>120000.00000000</balance>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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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>064058100</cusip>
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          <isin value="US0640581007"/>
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        <balance>2698.00000000</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>Lennar Corporation</name>
        <lei>529900G61XVRLX5TJX09</lei>
        <title>Lennar Corporation</title>
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          <isin value="US526057CR37"/>
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        <balance>14000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14161.00000000</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>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05875000</annualizedRt>
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      <invstOrSec>
        <name>Huntington Ingalls Industries, Inc.</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
        <title>Huntington Ingalls Industries, Inc.</title>
        <cusip>446413106</cusip>
        <identifiers>
          <isin value="US4464131063"/>
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        <balance>3063.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>558109.23000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>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>800.00000000</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>SHIMAMURA Co., Ltd.</name>
        <lei>N/A</lei>
        <title>SHIMAMURA Company, Ltd.</title>
        <cusip>N/A</cusip>
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        <balance>2000.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <name>Sempra Energy</name>
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        <assetCat>EP</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>Alibaba Group Holding Limited</name>
        <lei>5493001NTNQJDH60PM02</lei>
        <title>Alibaba Group Holding, Ltd. ADR</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Diamondback Energy, Inc.</name>
        <lei>5299009LINL232255G03</lei>
        <title>Viper Energy Partners, LP</title>
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        <name>The Hartford Financial Services Group, Inc.</name>
        <lei>IU7C3FTM7Y3BQM112U94</lei>
        <title>Hartford Financial Services Group, Inc.</title>
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        <name>EMCOR Group, Inc.</name>
        <lei>529900X0SQJB2J7YDU43</lei>
        <title>EMCOR Group, Inc.</title>
        <cusip>29084Q100</cusip>
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        <balance>1838.00000000</balance>
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        <assetCat>EC</assetCat>
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        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>Capital One Financial Corporation</title>
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        <name>Eastman Chemical Company</name>
        <lei>FDPVHDGJ1IQZFK9KH630</lei>
        <title>Eastman Chemical Company</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Siegfried Holding AG</name>
        <lei>506700J9QD6IF3937W06</lei>
        <title>Siegfried Holding AG</title>
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        <balance>59.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Loews Corporation</name>
        <lei>549300YX2GSZD7YG1R84</lei>
        <title>CNA Financial Corporation</title>
        <cusip>126117AS9</cusip>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41553.42000000</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>2024-05-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Chocoladefabriken Lindt &amp; Sprungli AG</name>
        <lei>529900JYJNNOKKAGK736</lei>
        <title>Lindt &amp; Spruengli AG</title>
        <cusip>N/A</cusip>
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          <isin value="CH0010570767"/>
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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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      </invstOrSec>
      <invstOrSec>
        <name>Interactive Brokers Group, Inc.</name>
        <lei>5493004DT6DCDUZNDM53</lei>
        <title>Interactive Brokers Group, Inc.</title>
        <cusip>45841N107</cusip>
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          <isin value="US45841N1072"/>
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        <balance>5331.00000000</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>Toyoda Gosei Co., Ltd.</name>
        <lei>353800ZV4HXVM4DWPO50</lei>
        <title>Toyoda Gosei Company, Ltd.</title>
        <cusip>363420000</cusip>
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          <isin value="JP3634200004"/>
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        <balance>4600.00000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Jazz Pharmaceuticals plc</name>
        <lei>635400GAUMJCLEZRRV50</lei>
        <title>Jazz Pharmaceuticals, Inc.</title>
        <cusip>G50871105</cusip>
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          <isin value="IE00B4Q5ZN47"/>
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        <balance>2324.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>231795.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AvalonBay Communities, Inc.</name>
        <lei>K9G90K85RBWD2LAGQX17</lei>
        <title>AvalonBay Communities, Inc.</title>
        <cusip>053484101</cusip>
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          <isin value="US0534841012"/>
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        <balance>693.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>101988.81000000</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>Crown Castle International Corp. (REIT)</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>Crown Castle International Corporation, Convertible, 6.875%</title>
        <cusip>22822V309</cusip>
        <identifiers>
          <isin value="US22822V3096"/>
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        <balance>415.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>536530.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>10880.00000000</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>2025-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.11500000</annualizedRt>
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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, Convertible, 7.250%</title>
        <cusip>060505682</cusip>
        <identifiers>
          <isin value="US0605056821"/>
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        <balance>120.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>151922.40000000</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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hertz Global Holdings, Inc.</name>
        <lei>549300PD0C69OJ0NLB27</lei>
        <title>Hertz Corporation</title>
        <cusip>428040CS6</cusip>
        <identifiers>
          <isin value="US428040CS68"/>
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        <balance>120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67474.80000000</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>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</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>Onex Corporation</name>
        <lei>894500LB8PNE5C7CEN88</lei>
        <title>Onex Corporation</title>
        <cusip>68272K954</cusip>
        <identifiers>
          <isin value="CA68272K1030"/>
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        <balance>1653.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.40730000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BHP Group</name>
        <lei>5493003NUVITP3TMY274</lei>
        <title>BHP Billiton Finance USA, Ltd.</title>
        <cusip>055451AX6</cusip>
        <identifiers>
          <isin value="US055451AX66"/>
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        <balance>144000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>152677.44000000</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>2075-10-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06750000</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>Bunge Limited</name>
        <lei>549300QHC068L40NNM71</lei>
        <title>Bunge, Ltd. Finance Corporation</title>
        <cusip>120568AW0</cusip>
        <identifiers>
          <isin value="US120568AW02"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65538.71000000</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>2020-11-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Credit Suisse Mortgage Capital Certificates</title>
        <cusip>12597EAA1</cusip>
        <identifiers>
          <isin value="US12597EAA10"/>
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        <balance>146081.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144535.29000000</valUSD>
        <pctVal>0.039876771378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03393000</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>Next Alt S.a.r.l.</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>SFR Group SA</title>
        <cusip>67054KAA7</cusip>
        <identifiers>
          <isin value="US67054KAA79"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151500.00000000</valUSD>
        <pctVal>0.041798310045</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AIA Group Limited</name>
        <lei>ZP5ILWVSYE4LJGMMVD57</lei>
        <title>AIA Group, Ltd.</title>
        <cusip>000006968</cusip>
        <identifiers>
          <isin value="HK0000069689"/>
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        <balance>11400.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.75275000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Deutsche Bank Aktiengesellschaft</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>Deutsche Bank AG</title>
        <cusip>251525AT8</cusip>
        <identifiers>
          <isin value="US251525AT85"/>
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        <balance>43000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42155.89000000</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>2020-07-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27501.80000000</valUSD>
        <pctVal>0.007587648601</pctVal>
        <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>0.04500000</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>BOYD GAMING CORP</name>
        <lei>254900787YGRYS2A1Z35</lei>
        <title>Boyd Gaming Corporation, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL238034"/>
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        <balance>198385.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170673.18000000</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>2023-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02933900</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>Signify N.V.</name>
        <lei>549300072P3J1X8NZO35</lei>
        <title>Signify NV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0011821392"/>
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        <balance>10769.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
        <valUSD>208705.89000000</valUSD>
        <pctVal>0.057581211211</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>Restaurant Brands International Inc.</name>
        <lei>N/A</lei>
        <title>1011778 B.C., ULC</title>
        <cusip>68245XAJ8</cusip>
        <identifiers>
          <isin value="US68245XAJ81"/>
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        <balance>240000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221736.00000000</valUSD>
        <pctVal>0.061176172120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OneMain Holdings, Inc.</name>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07125000</annualizedRt>
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      <invstOrSec>
        <name>The Allstate Corporation</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>Allstate Corporation, 5.100%</title>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SS&amp;C Technologies Holdings, Inc.</name>
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        <title>SS&amp;C Technologies, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-09-30</maturityDt>
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      <invstOrSec>
        <name>Spire Inc.</name>
        <lei>549300NXSY15DRY2R511</lei>
        <title>Spire, Inc.</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Bausch Health Companies Inc.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Companies, Inc.</title>
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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>General Mills, Inc.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>General Mills, Inc.</title>
        <cusip>370334BT0</cusip>
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          <isin value="US370334BT00"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36203.27000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03650000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Entra ASA</name>
        <lei>549300APU14LQKTYCH34</lei>
        <title>Entra ASA</title>
        <cusip>N/A</cusip>
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          <isin value="NO0010716418"/>
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        <balance>1997.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Charter Communications, Inc.</name>
        <lei>N/A</lei>
        <title>CCO Holdings, LLC</title>
        <cusip>1248EPBT9</cusip>
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          <isin value="US1248EPBT92"/>
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        <balance>110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>110711.70000000</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>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05125000</annualizedRt>
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      <invstOrSec>
        <name>HEXPOL AB (publ)</name>
        <lei>549300MN30TBRLYN3465</lei>
        <title>Hexpol AB</title>
        <cusip>N/A</cusip>
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          <isin value="SE0007074281"/>
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        <balance>14275.00000000</balance>
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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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      <invstOrSec>
        <name>The Kraft Heinz Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>Kraft Heinz Foods Company</title>
        <cusip>50077LAU0</cusip>
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        <balance>180000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>171675.42000000</valUSD>
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        <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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      <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"/>
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        <balance>400000.00000000</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>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.04519100</annualizedRt>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>N/A</lei>
        <title>J.P. Morgan Alternative Loan Trust</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</annualizedRt>
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        <name>Terreno Realty Corporation</name>
        <lei>N/A</lei>
        <title>Terreno Realty Corporation</title>
        <cusip>88146M101</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>Pioneer Natural Resources Company</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
        <title>Pioneer Natural Resources Company</title>
        <cusip>723787107</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Conventional 15-Yr. Pass Through</title>
        <cusip>01F022451</cusip>
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          <ticker value="01F02245"/>
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        <balance>1400000.00000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fiserv, Inc.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>Fiserv, Inc.</title>
        <cusip>337738AS7</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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          <annualizedRt>0.02750000</annualizedRt>
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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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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>The PNC Financial Services Group, Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC Financial Services Group, Inc.</title>
        <cusip>693475105</cusip>
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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>Energy Transfer LP</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>Energy Transfer Operating, LP, 7.600%</title>
        <cusip>29278N509</cusip>
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          <isin value="US29278N5095"/>
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        <balance>1600.00000000</balance>
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        <curCd>USD</curCd>
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        <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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        <name>Baloise Holding AG</name>
        <lei>529900G5XKBZN48T6283</lei>
        <title>Baloise Holding AG</title>
        <cusip>001241051</cusip>
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        <balance>3442.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PIXELLE SPECIALTY SOLUTI</name>
        <lei>N/A</lei>
        <title>Pixelle Specialty Solutions, LLC, Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL282453"/>
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        <balance>690214.90000000</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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CoBank, ACB</name>
        <lei>P0J8I7M2E0A77CKF1705</lei>
        <title>Cobank ACB, 6.250%</title>
        <cusip>19075Q805</cusip>
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          <isin value="US19075Q8050"/>
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        <balance>2485.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>243530.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Century Casinos, Inc.</name>
        <lei>549300H2L4Y24HXY7M50</lei>
        <title>Century Casinos, Inc.</title>
        <cusip>156492100</cusip>
        <identifiers>
          <isin value="US1564921005"/>
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        <balance>1186.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2858.26000000</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>Next Alt S.a.r.l.</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC Holdings, LLC</title>
        <cusip>126307AU1</cusip>
        <identifiers>
          <isin value="US126307AU15"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206870.00000000</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>0.05500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Icahn Enterprises L.P.</name>
        <lei>N/A</lei>
        <title>Icahn Enterprises, LP</title>
        <cusip>451102BM8</cusip>
        <identifiers>
          <isin value="US451102BM88"/>
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        <balance>75000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72375.00000000</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>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06750000</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>Deutsche Pfandbriefbank AG</name>
        <lei>DZZ47B9A52ZJ6LT6VV95</lei>
        <title>Deutsche Pfandbriefbank AG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0008019001"/>
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        <balance>12620.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
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        <pctVal>0.026284661729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corporation</title>
        <cusip>20030NCS8</cusip>
        <identifiers>
          <isin value="US20030NCS80"/>
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        <balance>39000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42938.84000000</valUSD>
        <pctVal>0.011846672919</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>0.03950000</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>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>431737.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>280629.38000000</valUSD>
        <pctVal>0.077424645762</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>0.05490000</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>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>39600.00000000</valUSD>
        <pctVal>0.010925498863</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>Variable</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>Post Holdings, Inc.</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
        <title>Post Holdings, Inc.</title>
        <cusip>737446AM6</cusip>
        <identifiers>
          <isin value="US737446AM60"/>
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        <balance>130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>133212.30000000</valUSD>
        <pctVal>0.036752798793</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>
      <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>454396.00000000</valUSD>
        <pctVal>0.125366236906</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>0.03202100</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>KBR, Inc.</name>
        <lei>254900OFQDXZRKRCV808</lei>
        <title>KBR, Inc., Convertible</title>
        <cusip>48242WAB2</cusip>
        <identifiers>
          <isin value="US48242WAB28"/>
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        <balance>214000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221760.35000000</valUSD>
        <pctVal>0.061182890198</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>0.02500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>KBR Inc</name>
              <title>KBR Inc</title>
              <curCd>USD</curCd>
              <identifiers>
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          <currencyInfos>
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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>587925.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>539421.19000000</valUSD>
        <pctVal>0.148824383792</pctVal>
        <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>
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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>Nomura Holdings, Inc.</name>
        <lei>549300B3CEAHYG7K8164</lei>
        <title>Nomura Holdings, Inc.</title>
        <cusip>65535HAP4</cusip>
        <identifiers>
          <isin value="US65535HAP47"/>
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        <balance>39000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38174.55000000</valUSD>
        <pctVal>0.010532222288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02648000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Northrop Grumman Corporation</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>Northrop Grumman Corporation</title>
        <cusip>666807102</cusip>
        <identifiers>
          <isin value="US6668071029"/>
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        <balance>224.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67771.20000000</valUSD>
        <pctVal>0.018697832539</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>2138005GYEXN7XRHFA84</lei>
        <title>BAT Capital Corporation</title>
        <cusip>05526DAZ8</cusip>
        <identifiers>
          <isin value="US05526DAZ87"/>
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        <balance>56000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56246.66000000</valUSD>
        <pctVal>0.015518253027</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>0.03222000</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>Buckeye Partners, L.P.</name>
        <lei>549300C1PQJLVEIUBK50</lei>
        <title>Buckeye Partners, LP</title>
        <cusip>118230AQ4</cusip>
        <identifiers>
          <isin value="US118230AQ44"/>
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        <balance>60000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49182.00000000</valUSD>
        <pctVal>0.013569138512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</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>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"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>277661.70000000</valUSD>
        <pctVal>0.076605873427</pctVal>
        <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>0.03569100</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vertex Pharmaceuticals Incorporated</name>
        <lei>54930015RAQRRZ5ZGJ91</lei>
        <title>Vertex Pharmaceuticals, Inc.</title>
        <cusip>92532F100</cusip>
        <identifiers>
          <isin value="US92532F1003"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Northland Power Inc.</name>
        <lei>549300IT8CIDW8V5KX72</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</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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      <invstOrSec>
        <name>Allianz SE</name>
        <lei>529900K9B0N5BT694847</lei>
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        <cusip>N/A</cusip>
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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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        <name>Takeda Pharmaceutical Company Limited</name>
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        <title>Shire Acquisitions Investments Ireland Designated Activity Company</title>
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        <invCountry>IE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-09-23</maturityDt>
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        <name>TransDigm Group Incorporated</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm, Inc.</title>
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        <balance>180000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>Crestwood Equity Partners LP</name>
        <lei>549300CUY0F1TYDLDL45</lei>
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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="US23331ABL26"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-12-01</maturityDt>
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      <invstOrSec>
        <name>ERAMET S.A.</name>
        <lei>549300LUH78PG2MP6N64</lei>
        <title>Eramet SA</title>
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        <assetCat>EC</assetCat>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TerraForm Power, Inc.</name>
        <lei>5493000S2OLR3UT5BE13</lei>
        <title>TerraForm Power Operating, LLC</title>
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        <balance>190000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-31</maturityDt>
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      <invstOrSec>
        <name>Gray Escrow Inc</name>
        <lei>529900TM5726KDN7UU35</lei>
        <title>Gray Escrow, Inc.</title>
        <cusip>389284AA8</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>The TJX Companies, Inc.</name>
        <lei>V167QI9I69W364E2DY52</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>Ares Management Corporation</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>Ares Capital Corporation, Convertible</title>
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              <title>Ares Capital Corp</title>
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        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company, Convertible, 7.500%</title>
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        <name>Coeur Mining, Inc.</name>
        <lei>5493003AVK173D48DR70</lei>
        <title>Coeur Mining, Inc.</title>
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        <name>Buckeye Partners, L.P.</name>
        <lei>549300C1PQJLVEIUBK50</lei>
        <title>Buckeye Partners, LP</title>
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        <name>The Procter &amp; Gamble Company</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>Procter &amp; Gamble Company</title>
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        <name>Bank of Marin Bancorp</name>
        <lei>N/A</lei>
        <title>Bank of Marin Bancorp</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Amphenol Corporation</name>
        <lei>549300D3L3G0R4U4VT04</lei>
        <title>Amphenol Corporation</title>
        <cusip>032095101</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Endo International plc</name>
        <lei>5493007TBMWZWGZIB256</lei>
        <title>Endo International plc, Term Loan</title>
        <cusip>N/A</cusip>
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        <balance>568022.72000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>LU</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Anglo American plc</name>
        <lei>549300S9XF92D1X8ME43</lei>
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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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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          <isin value="US61747YDU64"/>
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        <balance>66000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>68354.27000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FBL Financial Group, Inc.</name>
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        <title>FBL Financial Group, Inc.</title>
        <cusip>30239F106</cusip>
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          <isin value="US30239F1066"/>
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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>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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        <balance>4182.00000000</balance>
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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>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>Conagra Brands, Inc.</name>
        <lei>54930035UDEIH090K650</lei>
        <title>Conagra Brands, Inc.</title>
        <cusip>205887CA8</cusip>
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          <isin value="US205887CA82"/>
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        <balance>37000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>38416.48000000</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>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04300000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Nitto Kogyo Corporation</name>
        <lei>N/A</lei>
        <title>Nitto Kogyo Corporation</title>
        <cusip>N/A</cusip>
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          <isin value="JP3682400001"/>
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        <balance>9000.00000000</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>Euronet Worldwide, Inc.</name>
        <lei>YG3575C4DSHJPA5KET68</lei>
        <title>Euronet Worldwide, Inc.</title>
        <cusip>298736109</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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          <isCashCollateral>N</isCashCollateral>
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        <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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        <payoffProfile>Long</payoffProfile>
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        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
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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>404280AT6</cusip>
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          <isin value="US404280AT69"/>
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        <balance>136000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>127160.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06375000</annualizedRt>
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      <invstOrSec>
        <name>Burlington Stores, Inc.</name>
        <lei>5299003Z37DVGKKC1W09</lei>
        <title>Burlington Stores, Inc.</title>
        <cusip>122017106</cusip>
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          <isin value="US1220171060"/>
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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>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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        <balance>535303.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>227488.89000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05285000</annualizedRt>
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      <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"/>
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        <balance>1114400.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>936096.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2026-08-21</maturityDt>
          <couponKind>Floating</couponKind>
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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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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Northwest Natural Holding Company</name>
        <lei>N/A</lei>
        <title>Northwest Natural Holding Company</title>
        <cusip>66765N105</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Conventional 15-Yr. Pass Through</title>
        <cusip>01F022444</cusip>
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          <ticker value="01F02244"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
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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>
          <annualizedRt>0.02500000</annualizedRt>
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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>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co</name>
        <lei>N/A</lei>
        <title>CME E-mini S&amp;P Mid-Cap 400 Index</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FAM0"/>
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        <balance>16.00000000</balance>
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        <valUSD>350279.36000000</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
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                <indexName>S&amp;P Midcap 400 Index</indexName>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
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        <title>Wachovia Capital Trust II</title>
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          <isin value="US929768AA75"/>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41000.00000000</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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          <isCashCollateral>N</isCashCollateral>
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          <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>38141G104</cusip>
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          <isin value="US38141G1040"/>
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        <balance>1062.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>164174.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>CenturyLink, Inc.</name>
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      <invstOrSec>
        <name>salesforce.com, inc.</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Alliance Data Systems Corporation</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Rockwell Automation, Inc.</name>
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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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          <isin value="US3136AAQ323"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-25</maturityDt>
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        <name>J.B. Hunt Transport Services, Inc.</name>
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          <isin value="US445658CE53"/>
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          <maturityDt>2022-08-15</maturityDt>
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      <invstOrSec>
        <name>Ascendas Real Estate Investment Trust</name>
        <lei>549300ILIBAEMQZK3L20</lei>
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          <isin value="SG1M77906915"/>
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        <invCountry>SG</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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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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          <maturityDt>2024-12-05</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Sojitz Corporation</name>
        <lei>5493004SE33MRLPB1W98</lei>
        <title>Sojitz Corporation</title>
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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>DISH Network Corporation</name>
        <lei>529900U350CWHH15G169</lei>
        <title>DISH Network Corporation</title>
        <cusip>25470M109</cusip>
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          <isin value="US25470M1099"/>
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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>Wing Tai Holdings Limited</name>
        <lei>N/A</lei>
        <title>Wing Tai Holdings, Ltd.</title>
        <cusip>N/A</cusip>
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        <invCountry>SG</invCountry>
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        <fairValLevel>2</fairValLevel>
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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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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CIT Group Inc.</name>
        <lei>N8O96ZZJQRFYQUJY7K79</lei>
        <title>CIT Group, Inc.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-16</maturityDt>
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      <invstOrSec>
        <name>PRP Depositor 2019-1 LLC</name>
        <lei>N/A</lei>
        <title>Preston Ridge Partners Mortgage Trust, LLC</title>
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          <maturityDt>2024-01-25</maturityDt>
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      <invstOrSec>
        <name>Edison International</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>Edison International</title>
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        <name>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>Lockheed Martin Corporation</title>
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        <name>Lennar Corporation</name>
        <lei>529900G61XVRLX5TJX09</lei>
        <title>Lennar Corporation</title>
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        <name>Community Trust Bancorp, Inc.</name>
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        <title>Community Trust Bancorp, Inc.</title>
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        <name>Lennar Corporation</name>
        <lei>529900G61XVRLX5TJX09</lei>
        <title>Lennar Corporation</title>
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        <fairValLevel>2</fairValLevel>
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        <name>TC Energy Corporation</name>
        <lei>N/A</lei>
        <title>TransCanada Trust</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2076-08-15</maturityDt>
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        <securityLending>
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      </invstOrSec>
      <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>1185.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>137341.50000000</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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Banks Office of Finance</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Bank Discount Notes</title>
        <cusip>313384WT2</cusip>
        <identifiers>
          <isin value="US313384WT20"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>599952.17000000</valUSD>
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        <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>
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      </invstOrSec>
      <invstOrSec>
        <name>ONEOK, Inc.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK, Inc.</title>
        <cusip>682680103</cusip>
        <identifiers>
          <isin value="US6826801036"/>
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        <balance>1625.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35441.25000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Duke Realty Corporation</name>
        <lei>N/A</lei>
        <title>Duke Realty Corporation</title>
        <cusip>264411505</cusip>
        <identifiers>
          <isin value="US2644115055"/>
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        <balance>10755.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>348246.90000000</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>
          <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>38141GWK6</cusip>
        <identifiers>
          <isin value="US38141GWK65"/>
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        <balance>43000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41159.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02364200</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>Motorola Solutions, Inc.</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>Motorola Solutions, Inc.</title>
        <cusip>620076307</cusip>
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          <isin value="US6200763075"/>
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        <balance>2042.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>271422.64000000</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>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>240000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>396171.97000000</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>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Aerojet Rocketdyne Holdings Inc</name>
              <title>Aerojet Rocketdyne Holdings Inc</title>
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                <cusip value="007800105"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="38.46150000" 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>Eagle Re 2019-1 LTD</name>
        <lei>254900L82OLW9QTLJ788</lei>
        <title>Eagle Re, Ltd.</title>
        <cusip>269822AB8</cusip>
        <identifiers>
          <isin value="US269822AB87"/>
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        <balance>480402.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>478237.34000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02746600</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>F.N.B. Corporation</name>
        <lei>PCYSKIGYNYFDTBLVZU83</lei>
        <title>FNB Corporation</title>
        <cusip>30260NAA9</cusip>
        <identifiers>
          <isin value="US30260NAA90"/>
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        <balance>64000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62774.60000000</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>2023-02-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02200000</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>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>
        <identifiers>
          <isin value="US31283GLD78"/>
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        <balance>262.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>292.03000000</valUSD>
        <pctVal>0.000080570036</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.09000000</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>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>
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        <curCd>USD</curCd>
        <valUSD>30497.35000000</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>2022-05-15</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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      <invstOrSec>
        <name>The Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc.</title>
        <cusip>38141GGQ1</cusip>
        <identifiers>
          <isin value="US38141GGQ10"/>
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        <balance>88000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91481.44000000</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>2021-07-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05250000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <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"/>
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        <balance>6385.00000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Telecom Italia S.p.A.</name>
        <lei>549300W384M3RI3VXU42</lei>
        <title>Telecom Italia SPA</title>
        <cusip>N/A</cusip>
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          <isin value="IT0003497168"/>
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        <balance>246193.00000000</balance>
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        <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>American Tower Corporation (REIT)</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corporation</title>
        <cusip>03027XAV2</cusip>
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          <isin value="US03027XAV29"/>
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        <balance>41000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>40951.41000000</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>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02950000</annualizedRt>
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      <invstOrSec>
        <name>State Street Corporation</name>
        <lei>549300IXKU3G7R6DMX93</lei>
        <title>SPDR BBG Barclay's Convertible Securities ETF</title>
        <cusip>78464A359</cusip>
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        <balance>23867.00000000</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>
        <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>
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          <isin value="BMG0772R2087"/>
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        <balance>5962.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>101532.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Synovus Financial Corp.</name>
        <lei>549300EIUS8UN5JTLE54</lei>
        <title>Synovus Financial Corporation, 5.875%</title>
        <cusip>87161C709</cusip>
        <identifiers>
          <isin value="US87161C7092"/>
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        <balance>775.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15926.25000000</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>Cofinimmo SA</name>
        <lei>549300TM914CSF6KI389</lei>
        <title>Cofinimmo SA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BE0003593044"/>
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        <balance>189.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Steel Dynamics, Inc.</name>
        <lei>549300HGGKEL4FYTTQ83</lei>
        <title>Steel Dynamics, Inc.</title>
        <cusip>858119100</cusip>
        <identifiers>
          <isin value="US8581191009"/>
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        <balance>9963.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>224566.02000000</valUSD>
        <pctVal>0.061956964551</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>TE Connectivity Ltd.</name>
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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>Allergan plc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>The PNC Financial Services Group, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Reinsurance Group of America, Incorporated</name>
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        <title>Reinsurance Group of America, Inc.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-15</maturityDt>
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      <invstOrSec>
        <name>Verso Corporation</name>
        <lei>549300FODXCTQ8DGT594</lei>
        <title>Verso 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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie, Inc.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Zoetis Inc.</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>Zoetis, Inc.</title>
        <cusip>98978V103</cusip>
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          <isin value="US98978V1035"/>
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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 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>
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        <curCd>USD</curCd>
        <valUSD>31815.74000000</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>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01950000</annualizedRt>
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      <invstOrSec>
        <name>Hindalco Industries Limited</name>
        <lei>549300G5F3W3B52WYL23</lei>
        <title>Novelis Corporation</title>
        <cusip>670001AE6</cusip>
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          <isin value="US670001AE60"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35600.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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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="UXYM0"/>
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        <balance>-7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-57116.29000000</valUSD>
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        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Mizuho Securities</counterpartyName>
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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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        <name>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>Abbott Laboratories</title>
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        <balance>46000.00000000</balance>
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        <invCountry>US</invCountry>
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        <name>Kellogg Company</name>
        <lei>LONOZNOJYIBXOHXWDB86</lei>
        <title>Kellogg Company</title>
        <cusip>487836BJ6</cusip>
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        <balance>78000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2022-05-17</maturityDt>
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      <invstOrSec>
        <name>Plenus Company Limited</name>
        <lei>N/A</lei>
        <title>PLENUS Company, Ltd.</title>
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        <name>EOG Resources, Inc.</name>
        <lei>XWTZDRYZPBUHIQBKDB46</lei>
        <title>EOG Resources, Inc.</title>
        <cusip>26875P101</cusip>
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      <invstOrSec>
        <name>Assured Guaranty Ltd.</name>
        <lei>549300BBOQUJEPH87M14</lei>
        <title>Assured Guaranty, Ltd.</title>
        <cusip>G0585R106</cusip>
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          <isin value="BMG0585R1060"/>
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        <invCountry>BM</invCountry>
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        <name>Global Payments Inc.</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>Global Payments, Inc.</title>
        <cusip>37940XAA0</cusip>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Anthem, Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>Anthem, Inc.</title>
        <cusip>036752103</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>Cheniere Energy Partners, L.P.</name>
        <lei>5493005UEC8AZ34LDV29</lei>
        <title>Cheniere Energy Partners, LP</title>
        <cusip>16411QAD3</cusip>
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        <balance>235000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>218550.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05625000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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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        <balance>1273.00000000</balance>
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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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cohen &amp; Steers, Inc.</name>
        <lei>549300XXIA338A0X2K65</lei>
        <title>Cohen &amp; Steers, Inc.</title>
        <cusip>19247A100</cusip>
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          <isin value="US19247A1007"/>
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        <balance>1565.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>71129.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Gmacm Home Equity Loan Trust 2005-HE1</name>
        <lei>N/A</lei>
        <title>GMAC Mortgage Corporation Loan Trust</title>
        <cusip>361856EB9</cusip>
        <identifiers>
          <isin value="US361856EB95"/>
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        <balance>46776.22200000</balance>
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        <curCd>USD</curCd>
        <valUSD>44714.67000000</valUSD>
        <pctVal>0.012336618087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.01446600</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>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>534480.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>474351.00000000</valUSD>
        <pctVal>0.130871750285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <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>99246.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>85847.98000000</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>2024-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.05989400</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>First Quantum Minerals Ltd.</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>First Quantum Minerals, Ltd.</title>
        <cusip>335934AL9</cusip>
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          <isin value="US335934AL97"/>
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        <balance>170000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>141472.30000000</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>2025-04-01</maturityDt>
          <couponKind>Fixed</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>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>Altria Group, Inc.</title>
        <cusip>02209SBB8</cusip>
        <identifiers>
          <isin value="US02209SBB88"/>
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        <balance>47000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47645.14000000</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>2024-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03800000</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>Roche Holding AG</name>
        <lei>549300U41AUUVOAAOB37</lei>
        <title>Roche Holding AG</title>
        <cusip>001203204</cusip>
        <identifiers>
          <isin value="CH0012032048"/>
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        <balance>4465.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96250000"/>
        <valUSD>1436578.13000000</valUSD>
        <pctVal>0.396346786019</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>
        <name>Open Text Corporation</name>
        <lei>N/A</lei>
        <title>Open Text Corporation</title>
        <cusip>683720AA4</cusip>
        <identifiers>
          <isin value="US683720AA42"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94025.00000000</valUSD>
        <pctVal>0.025941162389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications, Inc.</title>
        <cusip>92343VEP5</cusip>
        <identifiers>
          <isin value="US92343VEP58"/>
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        <balance>81000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73833.39000000</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>2025-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02791600</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>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>14695.81000000</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>Fixed</couponKind>
          <annualizedRt>0.03250000</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>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Company</title>
        <cusip>097023105</cusip>
        <identifiers>
          <isin value="US0970231058"/>
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        <balance>1843.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>274865.02000000</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>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>867007.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>108261.27000000</valUSD>
        <pctVal>0.029868898543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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>355000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>184600.00000000</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>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sunoco LP</name>
        <lei>N/A</lei>
        <title>Sunoco, LP</title>
        <cusip>86765LAL1</cusip>
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          <isin value="US86765LAL18"/>
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        <balance>110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>95180.80000000</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>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Road King Infrastructure Limited</name>
        <lei>N/A</lei>
        <title>Road King Infrastructure, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BMG760581097"/>
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        <balance>19000.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.75275000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CF Industries Holdings, Inc.</name>
        <lei>529900CG8YAQFZ2JMV97</lei>
        <title>CF Industries Holdings, Inc.</title>
        <cusip>125269100</cusip>
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          <isin value="US1252691001"/>
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        <balance>8682.00000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CGI Inc.</name>
        <lei>549300WSRCZY73ZG3090</lei>
        <title>CGI, Inc.</title>
        <cusip>12532H955</cusip>
        <identifiers>
          <isin value="CA12532H1047"/>
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        <balance>12605.00000000</balance>
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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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Markel Corporation</name>
        <lei>549300SCNO12JLWIK605</lei>
        <title>Markel Corporation</title>
        <cusip>570535104</cusip>
        <identifiers>
          <isin value="US5705351048"/>
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        <balance>456.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>423117.84000000</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>
      </invstOrSec>
      <invstOrSec>
        <name>Sinclair Broadcast Group, Inc.</name>
        <lei>N/A</lei>
        <title>Diamond Sports Group, LLC</title>
        <cusip>25277LAC0</cusip>
        <identifiers>
          <isin value="US25277LAC00"/>
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        <balance>230000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>153812.50000000</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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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Prime Security Services Borrower, LLC</name>
        <lei>N/A</lei>
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          <isin value="US74166MAC01"/>
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        <curCd>USD</curCd>
        <valUSD>230300.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <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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      <invstOrSec>
        <name>Kimberly-Clark Corporation</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
        <title>Kimberly-Clark Corporation</title>
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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>
        <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>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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          <isin value="US61761JB325"/>
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        <balance>64000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>63991.04000000</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>2020-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02800000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ServiceNow, Inc.</name>
        <lei>549300HJTQM36M0E1G39</lei>
        <title>ServiceNow, Inc.</title>
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          <isin value="US81762P1021"/>
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        <balance>1310.00000000</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>SS&amp;C TECHNOLOGIES INC</name>
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        <cusip>N/A</cusip>
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          <ticker value="BL329183"/>
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        <balance>185850.30000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-16</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Financial Institutions, Inc.</name>
        <lei>N/A</lei>
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          <isin value="US3175854047"/>
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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>Golden Nugget Inc New</name>
        <lei>N/A</lei>
        <title>Golden Nugget, LLC, Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL329428"/>
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        <balance>1166735.89000000</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>2023-10-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03580000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Hain Celestial Group, Inc.</name>
        <lei>5493000S8QXWHLIXDP75</lei>
        <title>Hain Celestial Group, Inc.</title>
        <cusip>405217100</cusip>
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          <isin value="US4052171000"/>
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        <balance>21935.00000000</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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      <invstOrSec>
        <name>CIT Group Inc.</name>
        <lei>N/A</lei>
        <title>IndyMac Seconds Asset-Backed Trust</title>
        <cusip>43709KAA7</cusip>
        <identifiers>
          <isin value="US43709KAA79"/>
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        <balance>157774.79500000</balance>
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        <curCd>USD</curCd>
        <valUSD>77146.83000000</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>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.01286600</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>iBio, Inc.</name>
        <lei>N/A</lei>
        <title>iBio, Inc.</title>
        <cusip>451033203</cusip>
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          <isin value="US4510332038"/>
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        <balance>8516.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9026.96000000</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>
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      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>BB&amp;T Corporation</title>
        <cusip>05531FAZ6</cusip>
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          <isin value="US05531FAZ62"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>34958.79000000</valUSD>
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        <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>0.02150000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Mitsubishi Corporation</name>
        <lei>KVIPTY4PULAPGC1VVD26</lei>
        <title>Mitsubishi Corporation</title>
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          <isin value="JP3898400001"/>
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        <balance>29400.00000000</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>
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      <invstOrSec>
        <name>Radian Group Inc.</name>
        <lei>54930005OUP720S5U385</lei>
        <title>Radian Group, Inc.</title>
        <cusip>750236101</cusip>
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          <isin value="US7502361014"/>
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        <balance>14064.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>182128.80000000</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>Rinnai Corporation</name>
        <lei>N/A</lei>
        <title>Rinnai Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3977400005"/>
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        <balance>2500.00000000</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>
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      <invstOrSec>
        <name>Ligand Pharmaceuticals Incorporated</name>
        <lei>5493008K7TB0IKP37H79</lei>
        <title>Ligand Pharmaceuticals, Inc.</title>
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        <balance>244.00000000</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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        <name>AECOM</name>
        <lei>0EEB8GF0W0NPCIHZX097</lei>
        <title>AECOM</title>
        <cusip>00774CAB3</cusip>
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          <isin value="US00774CAB37"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>180000.00000000</valUSD>
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        <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>
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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>35811.58000000</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>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04200000</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>Sumitomo Mitsui Financial Group, Inc.</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>Sumitomo Mitsui Financial Group, Inc.</title>
        <cusip>86562MAU4</cusip>
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          <isin value="US86562MAU45"/>
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        <balance>136000.00000000</balance>
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        <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>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Teva Pharmaceutical Industries Limited</name>
        <lei>5493004T21MOAFINJP35</lei>
        <title>Teva Pharmaceutical Finance Netherlands III BV</title>
        <cusip>88167AAC5</cusip>
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          <isin value="US88167AAC53"/>
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        <balance>17000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16238.06000000</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>2021-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02200000</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>OptiNose, Inc.</name>
        <lei>549300CPBME7Z3CYMN16</lei>
        <title>Optinose, Inc.</title>
        <cusip>68404V100</cusip>
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          <isin value="US68404V1008"/>
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        <balance>9298.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41748.02000000</valUSD>
        <pctVal>0.011518129925</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>
        <name>Charter Communications, Inc.</name>
        <lei>N/A</lei>
        <title>CCOH Safari, LLC</title>
        <cusip>1248EPBM4</cusip>
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          <isin value="US1248EPBM40"/>
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        <balance>235000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>237444.00000000</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>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </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>160180.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>159837.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03300000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>265594.02100000</balance>
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        <curCd>USD</curCd>
        <valUSD>201234.08000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03415700</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Sound Point CLO XXI, Ltd.</name>
        <lei>5493001O6AOY43J70E72</lei>
        <title>Sound Point CLO XXI, Ltd.</title>
        <cusip>83613HAC1</cusip>
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          <isin value="US83613HAC16"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>709313.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-10-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03244100</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hysan Development Company Limited</name>
        <lei>5299007BABFLKIH9HL03</lei>
        <title>Hysan Development Company, Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="HK0014000126"/>
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        <balance>15000.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.75275000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>780099CE5</cusip>
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          <isin value="US780099CE50"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36102.27000000</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>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06125000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NextEra Energy, Inc.</name>
        <lei>N/A</lei>
        <title>NextEra Energy, Inc.</title>
        <cusip>65339F101</cusip>
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          <isin value="US65339F1012"/>
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        <balance>305.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73389.10000000</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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      <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>162637.19000000</balance>
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        <curCd>USD</curCd>
        <valUSD>158862.45000000</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>2024-11-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03475000</annualizedRt>
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        <securityLending>
          <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 Conventional 30-Yr. Pass Through</title>
        <cusip>3132DMES0</cusip>
        <identifiers>
          <isin value="US3132DMES08"/>
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        <balance>643688.70800000</balance>
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        <curCd>USD</curCd>
        <valUSD>678892.38000000</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>2047-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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        <securityLending>
          <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>
        <cusip>46647PAG1</cusip>
        <identifiers>
          <isin value="US46647PAG19"/>
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        <balance>45000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44730.32000000</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>Floating</couponKind>
          <annualizedRt>0.02260400</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>Amazon.com, Inc.</title>
        <cusip>023135106</cusip>
        <identifiers>
          <isin value="US0231351067"/>
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        <balance>1479.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2883635.88000000</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>
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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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          <isin value="US70457LAB09"/>
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        <balance>170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88400.00000000</valUSD>
        <pctVal>0.024389244937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06375000</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>National Bank of Canada</name>
        <lei>BSGEFEIOM18Y80CKCV46</lei>
        <title>National Bank of Canada</title>
        <cusip>63307A2J3</cusip>
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          <isin value="US63307A2J35"/>
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        <balance>48000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47767.01000000</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>0.02100000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Sangetsu Corporation</name>
        <lei>N/A</lei>
        <title>Sangetsu Company, Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="JP3330000005"/>
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        <balance>3900.00000000</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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      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings plc</title>
        <cusip>404280AV1</cusip>
        <identifiers>
          <isin value="US404280AV16"/>
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        <balance>128000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>128704.21000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03400000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HEXION INC</name>
        <lei>54930030FZF8HYAEHM46</lei>
        <title>Hexion, Inc., Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL301261"/>
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        <balance>208950.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>173950.88000000</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>2026-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.05410000</annualizedRt>
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      <invstOrSec>
        <name>Valmont Industries, Inc.</name>
        <lei>5493009ZGZJJ8F77JN08</lei>
        <title>Valmont Industries, Inc.</title>
        <cusip>920253101</cusip>
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          <isin value="US9202531011"/>
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        <balance>1895.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>200832.10000000</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>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings plc</title>
        <cusip>404280AS8</cusip>
        <identifiers>
          <isin value="US404280AS86"/>
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        <balance>179000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>166022.50000000</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>2024-09-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06375000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Marsh &amp; McLennan Companies, Inc.</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>Marsh &amp; McLennan Companies, Inc.</title>
        <cusip>571748102</cusip>
        <identifiers>
          <isin value="US5717481023"/>
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        <balance>945.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>81704.70000000</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>T. Rowe Price Group, Inc.</name>
        <lei>549300SIV6FPS9Y7IH33</lei>
        <title>T. Rowe Price Group, Inc.</title>
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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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        <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>Lehman Brothers Holdings, Inc.</name>
        <lei>N/A</lei>
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        <cusip>863579UU0</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04212400</annualizedRt>
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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="US06051GHR39"/>
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        <balance>35000.00000000</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>2025-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03458000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Digital Realty Trust, Inc.</name>
        <lei>549300HKCZ31D08NEI41</lei>
        <title>Digital Realty Trust, Inc.</title>
        <cusip>253868103</cusip>
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          <isin value="US2538681030"/>
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        <balance>2360.00000000</balance>
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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>Murphy Oil Corporation</name>
        <lei>QBKYQD0ODE7DC7PDIN91</lei>
        <title>Murphy Oil Corporation</title>
        <cusip>626717AM4</cusip>
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          <isin value="US626717AM42"/>
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        <balance>120000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>62736.00000000</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>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05875000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Gartner, Inc.</name>
        <lei>PP55B5R38BFB8O8HH686</lei>
        <title>Gartner, Inc.</title>
        <cusip>366651107</cusip>
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          <isin value="US3666511072"/>
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        <balance>742.00000000</balance>
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        <valUSD>73880.94000000</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>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>28275.00000000</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>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>529900MIMKY9RU60Z323</lei>
        <title>Oracle Corporation Japan</title>
        <cusip>N/A</cusip>
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        <balance>500.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Anglo American plc</name>
        <lei>TINT358G1SSHR3L3PW36</lei>
        <title>Anglo American Capital plc</title>
        <cusip>034863AG5</cusip>
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          <isin value="US034863AG56"/>
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        <balance>86000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>84773.98000000</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>2022-09-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04125000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Netflix, Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>Netflix, Inc.</title>
        <cusip>64110L106</cusip>
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          <isin value="US64110L1061"/>
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        <balance>543.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>203896.50000000</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>Washington Trust Bancorp, Inc.</name>
        <lei>J66MZFCNJPP3PERHZW54</lei>
        <title>Washington Trust Bancorp, Inc.</title>
        <cusip>940610108</cusip>
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        <balance>218.00000000</balance>
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        <valUSD>7970.08000000</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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        <name>Ovintiv Inc.</name>
        <lei>T8W3X1PFLPW2YE0UIP44</lei>
        <title>Newfield Exploration Company</title>
        <cusip>651290AQ1</cusip>
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        <balance>47000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25225.42000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-01</maturityDt>
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          <annualizedRt>0.05625000</annualizedRt>
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        <name>South Jersey Industries, Inc.</name>
        <lei>549300DJYWYT5VXLFA46</lei>
        <title>South Jersey Industries, Inc.</title>
        <cusip>838518108</cusip>
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        <invCountry>US</invCountry>
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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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        <balance>296000.00000000</balance>
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        <invCountry>US</invCountry>
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        <name>Enterprise Products Partners L.P.</name>
        <lei>K4CDIF4M54DJZ6TB4Q48</lei>
        <title>Enterprise Products Partners, LP</title>
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        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>Dominion Energy, Inc.</title>
        <cusip>25746UDB2</cusip>
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        <balance>35000.00000000</balance>
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        <name>Iron Mountain Incorporated</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>Iron Mountain, Inc.</title>
        <cusip>46284VAC5</cusip>
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        <balance>80000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <maturityDt>2027-09-15</maturityDt>
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          <annualizedRt>0.04875000</annualizedRt>
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        <name>Thermo Fisher Scientific Inc.</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>Thermo Fisher Scientific, Inc.</title>
        <cusip>883556102</cusip>
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        <invCountry>US</invCountry>
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        <name>NIKE, Inc.</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NIKE, Inc.</title>
        <cusip>654106103</cusip>
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        <balance>3548.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>293561.52000000</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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      <invstOrSec>
        <name>G Holdings Inc.</name>
        <lei>54930064UHXCIUWVI755</lei>
        <title>Building Materials Corporation of America</title>
        <cusip>120111BN8</cusip>
        <identifiers>
          <isin value="US120111BN87"/>
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        <balance>245000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>240786.00000000</valUSD>
        <pctVal>0.066431999224</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>0.06000000</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>Moody's Corporation</name>
        <lei>549300GCEDD8YCF5WU84</lei>
        <title>Moody's Corporation</title>
        <cusip>615369AG0</cusip>
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          <isin value="US615369AG02"/>
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        <balance>44000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>43670.43000000</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>2021-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</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>Seacoast Banking Corporation of Florida</name>
        <lei>549300V6IC06XYQYPG88</lei>
        <title>Seacoast Banking Corporation of Florida</title>
        <cusip>811707801</cusip>
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          <isin value="US8117078019"/>
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        <balance>9245.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>169275.95000000</valUSD>
        <pctVal>0.046702631295</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>Fimei - Finanziaria Industriale Mobiliare ed Immobiliare S.P.A.</name>
        <lei>815600FBF92FD3531704</lei>
        <title>Recordati SPA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0003828271"/>
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        <balance>6353.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
        <valUSD>267668.88000000</valUSD>
        <pctVal>0.073848890004</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>Cleveland-Cliffs Inc.</name>
        <lei>549300TM2WLI2BJMDD86</lei>
        <title>Cleveland-Cliffs, Inc.</title>
        <cusip>18683KAM3</cusip>
        <identifiers>
          <isin value="US18683KAM36"/>
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        <balance>120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92700.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>Zimmer Biomet Holdings, Inc.</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
        <title>Zimmer Biomet Holdings, Inc.</title>
        <cusip>98956P102</cusip>
        <identifiers>
          <isin value="US98956P1021"/>
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        <balance>1282.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>129584.56000000</valUSD>
        <pctVal>0.035751918257</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>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company</title>
        <cusip>949746101</cusip>
        <identifiers>
          <isin value="US9497461015"/>
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        <balance>2677.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76829.90000000</valUSD>
        <pctVal>0.021197095583</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>Bridgewater Bancshares, Inc.</name>
        <lei>5493001FLSBTVILKXZ71</lei>
        <title>Bridgewater Bancshares, Inc.</title>
        <cusip>108621103</cusip>
        <identifiers>
          <isin value="US1086211034"/>
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        <balance>12550.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>122362.50000000</valUSD>
        <pctVal>0.033759377642</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>
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      <invstOrSec>
        <name>SS&amp;C TECHNOLOGIES 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>260451.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242871.30000000</valUSD>
        <pctVal>0.067007326062</pctVal>
        <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>0.02739400</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>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="1.40730000"/>
        <valUSD>142300.63000000</valUSD>
        <pctVal>0.039260236649</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>GMAC ResCap, Inc., Asset Management Arm</name>
        <lei>N/A</lei>
        <title>Residential Accredit Loans, Inc. Trust</title>
        <cusip>761118CW6</cusip>
        <identifiers>
          <isin value="US761118CW63"/>
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        <balance>177080.83200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161164.90000000</valUSD>
        <pctVal>0.044464821508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Constellation Brands, Inc.</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>Constellation Brands, Inc.</title>
        <cusip>21036PAL2</cusip>
        <identifiers>
          <isin value="US21036PAL22"/>
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        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70633.01000000</valUSD>
        <pctVal>0.019487395718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>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>33239.76000000</valUSD>
        <pctVal>0.009170731315</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Veeva Systems Inc.</name>
        <lei>549300YZEXPDB92M2F02</lei>
        <title>Veeva Systems, Inc.</title>
        <cusip>922475108</cusip>
        <identifiers>
          <isin value="US9224751084"/>
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        <balance>931.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>145580.47000000</valUSD>
        <pctVal>0.040165132815</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>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>91701.97000000</valUSD>
        <pctVal>0.025300246691</pctVal>
        <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>
          <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>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="107.52500000"/>
        <valUSD>10792.22000000</valUSD>
        <pctVal>0.002977535033</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>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"/>
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        <balance>1440000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1341000.00000000</valUSD>
        <pctVal>0.369977120598</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>0.03239400</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>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>21255.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>371749.95000000</valUSD>
        <pctVal>0.102564486266</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>Brookfield Asset Management Inc.</name>
        <lei>N/A</lei>
        <title>Brookfield Property REIT, Inc.</title>
        <cusip>11284DAA3</cusip>
        <identifiers>
          <isin value="US11284DAA37"/>
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        <balance>80000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64910.40000000</valUSD>
        <pctVal>0.017908548015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>Seagate Technology plc</name>
        <lei>529900BD50TRWEG1SF63</lei>
        <title>Seagate HDD Cayman</title>
        <cusip>81180WAV3</cusip>
        <identifiers>
          <isin value="US81180WAV37"/>
        </identifiers>
        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34066.56000000</valUSD>
        <pctVal>0.009398842488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MGIC Investment Corporation</name>
        <lei>254900S8483WM4M98R28</lei>
        <title>MGIC Investment Corporation</title>
        <cusip>552848103</cusip>
        <identifiers>
          <isin value="US5528481030"/>
        </identifiers>
        <balance>10976.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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        <name>Facebook, Inc.</name>
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        <name>Danske Bank A/S</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CVS Health Corporation</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Business Jet Securities LLC Series 2018-2</name>
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        <name>Pinnacle West Capital Corporation</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FLEX ACQUISITION CO INC</name>
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          <ticker value="BL272504"/>
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        <name>Thl Credit Wind River 2016-1 Clo Ltd.</name>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>MCGRAW-HILL GLOBAL ED</name>
        <lei>549300GFUEPUHPGB8P06</lei>
        <title>McGraw-Hill Global Education Holdings, LLC, Term Loan</title>
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          <ticker value="BL199124"/>
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        <balance>505243.75000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>Toronto-Dominion Bank</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Laboratory Corporation of America Holdings</name>
        <lei>OZ7UA8IXAIFILY2VZH07</lei>
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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>Staples, Inc.</name>
        <lei>XQM2JINI1UL7642TU573</lei>
        <title>Staples, Inc., Term Loan</title>
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        <identifiers>
          <ticker value="BL295940"/>
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        <balance>789311.81000000</balance>
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      <invstOrSec>
        <name>Koninklijke DSM N.V.</name>
        <lei>724500SNT1MK246AHP04</lei>
        <title>Koninklijke DSM NV</title>
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        <invCountry>NL</invCountry>
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        <name>Simon Property Group, Inc.</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
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        <name>Standard Chartered PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>Standard Chartered plc</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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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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        <invCountry>US</invCountry>
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        <name>Sugi Holdings Co.,Ltd.</name>
        <lei>529900N86BFWB1FADG87</lei>
        <title>Sugi Holdings Company, Ltd.</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <name>IDEX Corporation</name>
        <lei>549300U5Y5EL6PHYLF13</lei>
        <title>IDEX Corporation</title>
        <cusip>45167R104</cusip>
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        <balance>2362.00000000</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>Danaher Corporation</name>
        <lei>S4BKK9OTCEWQ3YHPFM11</lei>
        <title>Danaher Corporation, Convertible, 4.750%</title>
        <cusip>235851300</cusip>
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        <balance>440.00000000</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>2</fairValLevel>
        <securityLending>
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          <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>99405.00000000</valUSD>
        <pctVal>0.027425485214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Halma plc</name>
        <lei>2138007FRGLUR9KGBT40</lei>
        <title>Halma plc</title>
        <cusip>000405207</cusip>
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          <isin value="GB0004052071"/>
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        <balance>25476.00000000</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>Teladoc Health, Inc.</name>
        <lei>549300I2PVFBC9MFAC61</lei>
        <title>Teladoc Health, Inc.</title>
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          <isin value="US87918A1051"/>
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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>Nabors Industries Ltd.</name>
        <lei>549300VFQWRKICUFNU92</lei>
        <title>Nabors Industries, Inc.</title>
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          <isin value="US62957HAF29"/>
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        <curCd>USD</curCd>
        <valUSD>22000.00000000</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>2025-02-01</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United Rentals, Inc.</name>
        <lei>5323X5O7RN0NKFCDRY08</lei>
        <title>United Rentals, Inc.</title>
        <cusip>911363109</cusip>
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          <isin value="US9113631090"/>
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        <balance>3614.00000000</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>Federal Home Loan Banks Office of Finance</name>
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        <title>Federal Home Loan Bank Discount Notes</title>
        <cusip>313384VH9</cusip>
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          <isin value="US313384VH90"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>299995.92000000</valUSD>
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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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          <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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        <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>ViacomCBS Inc.</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>Viacom, Inc.</title>
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          <isin value="US92553PAT93"/>
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        <balance>65000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>66279.99000000</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>2023-09-01</maturityDt>
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          <annualizedRt>0.04250000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PepsiCo, Inc.</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PepsiCo, Inc.</title>
        <cusip>713448EQ7</cusip>
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          <isin value="US713448EQ79"/>
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        <balance>46000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47752.03000000</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>2025-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02250000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>THERMO FISHER SCIENTIFIC</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>Thermo Fisher Scientific, Inc.</title>
        <cusip>883556CF7</cusip>
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          <isin value="US883556CF73"/>
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        <balance>31000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>33216.72000000</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>2025-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04133000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Caterpillar Inc.</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>Caterpillar Financial Services Corporation</title>
        <cusip>14913Q3C1</cusip>
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          <isin value="US14913Q3C16"/>
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        <balance>48000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47902.09000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01950000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Meredith Corporation</name>
        <lei>549300YC8BC386CCTS24</lei>
        <title>Meredith Corporation</title>
        <cusip>589433101</cusip>
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        <balance>2959.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36158.98000000</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>WINDSTREAM SERVICES LLC</name>
        <lei>549300L3SXBFJVGRCF66</lei>
        <title>Windstream Services, LLC, Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL293593"/>
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        <balance>390000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>378300.00000000</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>2021-02-26</maturityDt>
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      <invstOrSec>
        <name>Costco Wholesale Corporation</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
        <title>Costco Wholesale Corporation</title>
        <cusip>22160K105</cusip>
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        <balance>1001.00000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Conventional 30-Yr. Pass Through</title>
        <cusip>01F022659</cusip>
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          <ticker value="01F02265"/>
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        <balance>2900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3000501.73000000</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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          <maturityDt>2050-05-01</maturityDt>
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          <annualizedRt>0.02500000</annualizedRt>
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      <invstOrSec>
        <name>CVS Health Corporation</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS Health Corporation</title>
        <cusip>126650CW8</cusip>
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          <isin value="US126650CW89"/>
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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>2025-03-25</maturityDt>
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        <name>BIG RIVER STEEL LLC</name>
        <lei>549300FDOTXSG1N4RG27</lei>
        <title>Big River Steel, LLC, Term Loan</title>
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          <ticker value="BL249349"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Brookfield Asset Management Inc.</name>
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        <title>GGP Nimbus, LLC, Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL268721"/>
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        <balance>1039175.00000000</balance>
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        <invCountry>US</invCountry>
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        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>Truist Financial Corporation</title>
        <cusip>89832QAD1</cusip>
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        <balance>112000.00000000</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>2024-09-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04800000</annualizedRt>
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      <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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        <balance>243162.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>165350.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2024-09-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.06015300</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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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>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-01-25</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Anheuser-Busch InBev SA/NV</name>
        <lei>5493008H3828EMEXB082</lei>
        <title>Anheuser-Busch InBev NV</title>
        <cusip>N/A</cusip>
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          <isin value="BE0974293251"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>BE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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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>
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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>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>Sempra Energy</title>
        <cusip>816851AV1</cusip>
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          <isin value="US816851AV10"/>
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        <balance>68000.00000000</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>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03550000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>The Charles Schwab Corporation</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>Charles Schwab Corporation</title>
        <cusip>808513105</cusip>
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          <isin value="US8085131055"/>
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        <balance>6387.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>214730.94000000</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>Live Nation Entertainment, Inc.</name>
        <lei>5493007B9BM9ZXJINO78</lei>
        <title>Live Nation Entertainment, Inc.</title>
        <cusip>538034109</cusip>
        <identifiers>
          <isin value="US5380341090"/>
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        <balance>2460.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>111831.60000000</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>Macquarie Group Limited</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>Macquarie Bank, Ltd.</title>
        <cusip>556079AB7</cusip>
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          <isin value="US556079AB79"/>
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        <balance>178000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>160200.00000000</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>2027-03-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>SunTrust Banks, Inc.</title>
        <cusip>867914BK8</cusip>
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          <isin value="US867914BK85"/>
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        <balance>55000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>55124.60000000</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>2021-03-03</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>Emerald Holding, Inc.</name>
        <lei>N/A</lei>
        <title>Emerald Holding, Inc</title>
        <cusip>29103W104</cusip>
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          <isin value="US29103W1045"/>
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        <balance>1009.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2613.31000000</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>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>66106.93000000</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>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05875000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Duke Energy Corporation</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>Duke Energy Corporation</title>
        <cusip>26441CBG9</cusip>
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          <isin value="US26441CBG96"/>
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        <balance>138000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>115920.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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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>
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          <isin value="US6795801009"/>
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        <balance>2466.00000000</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>Pacific Drilling S.A.</name>
        <lei>549300VEJMMZCY6OBU06</lei>
        <title>Pacific Drilling SA</title>
        <cusip>L7257P205</cusip>
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          <isin value="LU1405802361"/>
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        <balance>19091.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8209.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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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>734586.40000000</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>0.03319130</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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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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          <isin value="AU000000NST8"/>
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        <balance>2647.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Lennar Corporation</name>
        <lei>529900G61XVRLX5TJX09</lei>
        <title>Lennar Corporation</title>
        <cusip>526057CC6</cusip>
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          <isin value="US526057CC67"/>
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        <balance>65000.00000000</balance>
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        <valUSD>63375.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-29</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Caterpillar Inc.</name>
        <lei>WRJR7GS4GTRECRRTVX92</lei>
        <title>Caterpillar, Inc.</title>
        <cusip>149123101</cusip>
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          <isin value="US1491231015"/>
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        <balance>2341.00000000</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>Legg Mason, Inc.</name>
        <lei>549300S7N70O2ERKYG47</lei>
        <title>Western Asset High Income Opportunity Fund, Inc.</title>
        <cusip>95766K109</cusip>
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          <isin value="US95766K1097"/>
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        <balance>56396.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JXTG Holdings, Inc.</name>
        <lei>3538001KQ5SAOZSQTT44</lei>
        <title>JXTG Holdings, Inc.</title>
        <cusip>338645000</cusip>
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        <balance>97200.00000000</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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      <invstOrSec>
        <name>VICI Properties Inc.</name>
        <lei>N/A</lei>
        <title>VICI Properties, LP / VICI Note Company, Inc.</title>
        <cusip>92564RAB1</cusip>
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          <isin value="US92564RAB15"/>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>45500.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Primerica, Inc.</name>
        <lei>254900621R686KJR7022</lei>
        <title>Primerica, Inc.</title>
        <cusip>74164M108</cusip>
        <identifiers>
          <isin value="US74164M1080"/>
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        <balance>2290.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>202619.20000000</valUSD>
        <pctVal>0.055901915133</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>AVOLON TLB BORROWER 1 US</name>
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      <invstOrSec>
        <name>The Walt Disney Company</name>
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      <invstOrSec>
        <name>Verus Securitization Trust 2019-2</name>
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        <name>National Instruments Corporation</name>
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        <name>Monolithic Power Systems, Inc.</name>
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      <invstOrSec>
        <name>Ritchie Bros. Auctioneers Incorporated</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CIT Group Inc.</name>
        <lei>N/A</lei>
        <title>IndyMac INDA Mortgage Loan Trust</title>
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          <isin value="US45662BAA70"/>
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      <invstOrSec>
        <name>The Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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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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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-05-17</maturityDt>
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      <invstOrSec>
        <name>Sunstone Hotel Investors, Inc.</name>
        <lei>529900ZQ2V52V96ATF67</lei>
        <title>Sunstone Hotel Investors, 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>Kewpie Corporation</name>
        <lei>529900LQQ53U4P4VZN24</lei>
        <title>Kewpie Corporation</title>
        <cusip>N/A</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>The Berkeley Group Holdings plc</name>
        <lei>2138009OQSSLVVHQAL78</lei>
        <title>Berkeley Group Holdings plc</title>
        <cusip>00B02L3W3</cusip>
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        <invCountry>GB</invCountry>
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        <name>Spectrum Brands Holdings, Inc.</name>
        <lei>549300VU3EH2E73C1Q04</lei>
        <title>Spectrum Brands, Inc.</title>
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        <name>Westpac Banking Corporation</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>Westpac Banking Corporation</title>
        <cusip>961214EM1</cusip>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Designer Brands Inc.</name>
        <lei>549300X8J6FI8PPRK859</lei>
        <title>Designer Brands, Inc.</title>
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        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>J.P. Morgan Chase &amp; Company, 3.761%</title>
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        <name>The Scotts Miracle-Gro Company</name>
        <lei>2TH9E0JTOUXOEGI2R879</lei>
        <title>Scotts Miracle-Gro Company</title>
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        <name>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>American Express Company</title>
        <cusip>025816109</cusip>
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        <name>Lululemon Athletica Inc.</name>
        <lei>549300D9GZ4BMLDW5T40</lei>
        <title>Lululemon Athletica, Inc.</title>
        <cusip>550021109</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>RCO 2017-INV1 Trust</name>
        <lei>N/A</lei>
        <title>RCO Mortgage, LLC</title>
        <cusip>74937VAA2</cusip>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
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        <name>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corporation</title>
        <cusip>15135BAJ0</cusip>
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        <balance>220000.00000000</balance>
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        <valUSD>222750.00000000</valUSD>
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        <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>0.04750000</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>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING Groep NV</title>
        <cusip>456837AK9</cusip>
        <identifiers>
          <isin value="US456837AK90"/>
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        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71834.69000000</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>
          <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>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>48300.00000000</valUSD>
        <pctVal>0.013325797856</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Bridgestone Corporation</name>
        <lei>549300DHPOF90OYYD780</lei>
        <title>Bridgestone Corporation</title>
        <cusip>383080000</cusip>
        <identifiers>
          <isin value="JP3830800003"/>
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        <balance>1200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
        <valUSD>36732.73000000</valUSD>
        <pctVal>0.010134429289</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>ASM International NV</name>
        <lei>7245001I22ND6ZFHX623</lei>
        <title>ASM International NV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0000334118"/>
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        <balance>235.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
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        <pctVal>0.006596504450</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>
      <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>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80509000"/>
        <valUSD>104603.39000000</valUSD>
        <pctVal>0.028859702488</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>Netflix, Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>Netflix, Inc.</title>
        <cusip>64110LAS5</cusip>
        <identifiers>
          <isin value="US64110LAS51"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204000.00000000</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>2028-04-15</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>Sysco Corporation</name>
        <lei>5RGWIFLMGH3YS7KWI652</lei>
        <title>Sysco Corporation</title>
        <cusip>871829BP1</cusip>
        <identifiers>
          <isin value="US871829BP11"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67680.28000000</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>0.05650000</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>Booking Holdings Inc.</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>Booking Holdings, Inc., Convertible</title>
        <cusip>741503AS5</cusip>
        <identifiers>
          <isin value="US741503AS58"/>
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        <balance>62000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68621.84000000</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>2020-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00350000</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"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.76040000" 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>
      <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>413493.12200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>306340.39000000</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERBUND AG</name>
        <lei>5299006UDSEJCTTEJS30</lei>
        <title>Verbund AG</title>
        <cusip>000074640</cusip>
        <identifiers>
          <isin value="AT0000746409"/>
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        <balance>723.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
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        <pctVal>0.007194250632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>L'Oreal S.A.</name>
        <lei>529900JI1GG6F7RKVI53</lei>
        <title>L'Oreal SA</title>
        <cusip>000012032</cusip>
        <identifiers>
          <isin value="FR0000120321"/>
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        <balance>410.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
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        <pctVal>0.029276071594</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>
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      </invstOrSec>
      <invstOrSec>
        <name>BlackLine, Inc.</name>
        <lei>N/A</lei>
        <title>Blackline, Inc.</title>
        <cusip>09239B109</cusip>
        <identifiers>
          <isin value="US09239B1098"/>
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        <balance>3407.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>179242.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ameren Corporation</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>Ameren Corporation</title>
        <cusip>023608AH5</cusip>
        <identifiers>
          <isin value="US023608AH58"/>
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        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33062.66000000</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>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</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>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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50230.04000000</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>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03375000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Element Solutions Inc</name>
        <lei>549300FLGN6P5CU20J91</lei>
        <title>Element Solutions, Inc.</title>
        <cusip>28618M106</cusip>
        <identifiers>
          <isin value="US28618M1062"/>
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        <balance>19427.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>162409.72000000</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>
      <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>860653.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>801018.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.03072000</annualizedRt>
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        <securityLending>
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          <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>19089.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>510821.64000000</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>
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          <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>234070.68100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>233785.44000000</valUSD>
        <pctVal>0.064500569671</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>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"/>
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        <balance>191000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181226.09000000</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>2022-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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              <name>Hannon Armstrong Sustainable Infrastructure Capital Inc</name>
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      <invstOrSec>
        <name>Arcosa, Inc.</name>
        <lei>549300WFHLTCZV7D6V29</lei>
        <title>Arcosa, Inc.</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Lakeland Bancorp, Inc.</name>
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        <title>Lakeland Bancorp, Inc.</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Essential Properties Realty Trust, Inc.</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Six Flags Entertainment Corporation</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS Group AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BlackRock, Inc.</name>
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        <title>iShares S&amp;P U.S. Preferred Stock Index Fund</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Wittington Investments Limited</name>
        <lei>N/A</lei>
        <title>Choice Properties REIT</title>
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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>Hertz Global Holdings, Inc.</name>
        <lei>549300PD0C69OJ0NLB27</lei>
        <title>Hertz Corporation</title>
        <cusip>428040CZ0</cusip>
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          <isin value="US428040CZ02"/>
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        <balance>90000.00000000</balance>
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        <valUSD>47250.00000000</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>2028-01-15</maturityDt>
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      <invstOrSec>
        <name>DNB ASA</name>
        <lei>5967007LIEEXZX78M803</lei>
        <title>DnB ASA</title>
        <cusip>001003147</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Rock Holdings Inc.</name>
        <lei>549300FGXN1K3HLB1R50</lei>
        <title>Quicken Loans, Inc.</title>
        <cusip>74840LAA0</cusip>
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          <isin value="US74840LAA08"/>
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        <balance>245000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-01</maturityDt>
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      <invstOrSec>
        <name>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>Bank of Montreal</title>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-05</maturityDt>
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      <invstOrSec>
        <name>Baidu, Inc.</name>
        <lei>254900AL64IANZYI1E02</lei>
        <title>Baidu, Inc.</title>
        <cusip>056752AF5</cusip>
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        <assetCat>DBT</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Anheuser-Busch InBev SA/NV</name>
        <lei>N/A</lei>
        <title>Anheuser-Busch Companies, LLC</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association 30-Yr. Pass Through</title>
        <cusip>36225ARW2</cusip>
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        <balance>496.56900000</balance>
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        <valUSD>566.24000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-12-15</maturityDt>
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      <invstOrSec>
        <name>Reckitt Benckiser Group plc</name>
        <lei>E4BJRFT3MF4GJDY1SC50</lei>
        <title>Mead Johnson Nutrition Company</title>
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        <balance>65000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Honeywell International Inc.</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>Honeywell International, Inc.</title>
        <cusip>438516106</cusip>
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      <invstOrSec>
        <name>Penn National Gaming, Inc.</name>
        <lei>N/A</lei>
        <title>Penn National Gaming, Inc.</title>
        <cusip>707569109</cusip>
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        <invCountry>US</invCountry>
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        <name>Heartland Financial USA, Inc.</name>
        <lei>549300QF7B0DFZT32C73</lei>
        <title>Heartland Financial USA, Inc.</title>
        <cusip>42234Q102</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>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Company</title>
        <cusip>233331107</cusip>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HCA Healthcare, Inc.</name>
        <lei>529900PH4ZGUH2MNEU89</lei>
        <title>HCA Healthcare, Inc.</title>
        <cusip>40412C101</cusip>
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        <balance>3064.00000000</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>Morgan Stanley &amp; Co</name>
        <lei>N/A</lei>
        <title>CBOT 10-Yr. U.S. Treasury Note</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TYM0"/>
        </identifiers>
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        <curCd>USD</curCd>
        <valUSD>-119505.12000000</valUSD>
        <pctVal>-0.03297103668</pctVal>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CCM Futures, LLC</counterpartyName>
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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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            </descRefInstrmnt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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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        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
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        <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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
        <cusip>172967KV2</cusip>
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          <isin value="US172967KV25"/>
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        <curCd>USD</curCd>
        <valUSD>57943.55000000</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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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02350000</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>Israel Discount Bank Limited</name>
        <lei>549300XWZ7BG5G23OF51</lei>
        <title>Israel Discount Bank, Ltd.</title>
        <cusip>000691212</cusip>
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          <isin value="IL0006912120"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Groupe BPCE</name>
        <lei>KX1WK48MPD4Y2NCUIZ63</lei>
        <title>Natixis</title>
        <cusip>N/A</cusip>
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          <isin value="FR0000120685"/>
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        <balance>15779.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
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        <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>
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      <invstOrSec>
        <name>PerkinElmer, Inc.</name>
        <lei>549300IKL1SDPFI7N655</lei>
        <title>PerkinElmer, Inc.</title>
        <cusip>714046109</cusip>
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          <isin value="US7140461093"/>
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        <balance>1174.00000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dell Technologies Inc.</name>
        <lei>549300BUDHS3LRWBE814</lei>
        <title>VMware, Inc.</title>
        <cusip>928563402</cusip>
        <identifiers>
          <isin value="US9285634021"/>
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        <balance>1470.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>178017.00000000</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>
        <name>Akamai Technologies, Inc.</name>
        <lei>OC1LZNN2LF5WTJ5RIL89</lei>
        <title>Akamai Technologies, Inc., Convertible</title>
        <cusip>00971TAK7</cusip>
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          <isin value="US00971TAK79"/>
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        <balance>432000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>430251.60000000</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>2027-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00375000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Akamai Technologies Inc</name>
              <title>Akamai Technologies Inc</title>
              <curCd>USD</curCd>
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          <currencyInfos>
            <currencyInfo convRatio="8.60730000" curCd="USD"/>
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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>06051GFH7</cusip>
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          <isin value="US06051GFH74"/>
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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>2024-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04200000</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>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS Group Funding Jersey, Ltd.</title>
        <cusip>90351DAD9</cusip>
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          <isin value="US90351DAD93"/>
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        <balance>86000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86165.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-15</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>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications, Inc.</title>
        <cusip>92343V104</cusip>
        <identifiers>
          <isin value="US92343V1044"/>
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        <balance>25292.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1358939.16000000</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>Sandfire Resources Limited</name>
        <lei>213800ZW52P23FVH1V47</lei>
        <title>Sandfire Resources, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000SFR8"/>
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        <balance>22087.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.62575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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, 5.000%</title>
        <cusip>06055H202</cusip>
        <identifiers>
          <isin value="US06055H2022"/>
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        <balance>5000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>117400.00000000</valUSD>
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        <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>First Republic Bank</name>
        <lei>YWC0TIKBQM2JV8L4IV08</lei>
        <title>First Republic Bank</title>
        <cusip>33616C100</cusip>
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          <isin value="US33616C1009"/>
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        <balance>1329.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>109350.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Allergan plc</name>
        <lei>6T6CAG8O6TSUTMO6BA21</lei>
        <title>Allergan, Inc.</title>
        <cusip>018490AQ5</cusip>
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          <isin value="US018490AQ58"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>34795.04000000</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>
          <annualizedRt>0.02800000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>Oracle Corporation</title>
        <cusip>68389X105</cusip>
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        <balance>4642.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>224347.86000000</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>Nexstar Media Group, Inc.</name>
        <lei>5493006PK6I4I2OOT688</lei>
        <title>Nexstar Escrow Corporation</title>
        <cusip>65341XAA6</cusip>
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        <balance>74000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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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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        <balance>7817.00000000</balance>
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        <valUSD>87706.74000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Public Service Enterprise Group Incorporated</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>Public Service Enterprise Group, Inc.</title>
        <cusip>744573AN6</cusip>
        <identifiers>
          <isin value="US744573AN60"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34888.83000000</valUSD>
        <pctVal>0.009625703851</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>0.02875000</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>CSW Industrials, Inc.</name>
        <lei>549300SYOEO3RVQ7FB83</lei>
        <title>CSW Industrials, Inc.</title>
        <cusip>126402106</cusip>
        <identifiers>
          <isin value="US1264021064"/>
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        <balance>566.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36705.10000000</valUSD>
        <pctVal>0.010126806270</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>Berkshire Hathaway Inc.</name>
        <lei>549300JD0S5IZJE9LY15</lei>
        <title>Berkshire Hathaway Energy Company</title>
        <cusip>084659AS0</cusip>
        <identifiers>
          <isin value="US084659AS06"/>
        </identifiers>
        <balance>31000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33435.08000000</valUSD>
        <pctVal>0.009224619407</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>0.04050000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kansas City Southern</name>
        <lei>5493008C12PZMWP3WY03</lei>
        <title>Kansas City Southern</title>
        <cusip>485170302</cusip>
        <identifiers>
          <isin value="US4851703029"/>
        </identifiers>
        <balance>1581.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>201071.58000000</valUSD>
        <pctVal>0.055474932291</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>Meritor, Inc.</name>
        <lei>5LTG829X630QFHTFBO82</lei>
        <title>Meritor, Inc., Convertible</title>
        <cusip>59001KAF7</cusip>
        <identifiers>
          <isin value="US59001KAF75"/>
        </identifiers>
        <balance>191000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162111.25000000</valUSD>
        <pctVal>0.044725916101</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"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="25.04740000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>4200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
        <valUSD>390026.64000000</valUSD>
        <pctVal>0.107606959898</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>Camden Property Trust</name>
        <lei>5493002MYX22OHYJBD89</lei>
        <title>Camden Property Trust</title>
        <cusip>133131102</cusip>
        <identifiers>
          <isin value="US1331311027"/>
        </identifiers>
        <balance>4632.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>367039.68000000</valUSD>
        <pctVal>0.101264939561</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>MoneyGram International, Inc.</name>
        <lei>5299002DLX0Q04KC4156</lei>
        <title>MoneyGram International, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL299119"/>
        </identifiers>
        <balance>402260.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287616.08000000</valUSD>
        <pctVal>0.079352251391</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>Floating</couponKind>
          <annualizedRt>0.06989400</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>National Express Group PLC</name>
        <lei>213800A8IQEMY8PA5X34</lei>
        <title>National Express Group plc</title>
        <cusip>000621520</cusip>
        <identifiers>
          <isin value="GB0006215205"/>
        </identifiers>
        <balance>12813.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80509000"/>
        <valUSD>32442.86000000</valUSD>
        <pctVal>0.008950869445</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>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>36642.00000000</valUSD>
        <pctVal>0.010109397205</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>Canadian Imperial Bank of Commerce</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>13607GLZ5</cusip>
        <identifiers>
          <isin value="US13607GLZ53"/>
        </identifiers>
        <balance>32000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31626.58000000</valUSD>
        <pctVal>0.008725660703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RioCan Real Estate Investment Trust</name>
        <lei>549300S8HVUSEU3JBY60</lei>
        <title>RioCan REIT</title>
        <cusip>766910954</cusip>
        <identifiers>
          <isin value="CA7669101031"/>
        </identifiers>
        <balance>2619.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.40730000"/>
        <valUSD>30018.10000000</valUSD>
        <pctVal>0.008281886803</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>Societe Generale Societe anonyme</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale SA</title>
        <cusip>83368RAU6</cusip>
        <identifiers>
          <isin value="US83368RAU68"/>
        </identifiers>
        <balance>39000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36909.21000000</valUSD>
        <pctVal>0.010183119492</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AerCap Holdings N.V.</name>
        <lei>N/A</lei>
        <title>ILFC E-Capital Trust II</title>
        <cusip>44965UAA2</cusip>
        <identifiers>
          <isin value="US44965UAA25"/>
        </identifiers>
        <balance>138000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55200.00000000</valUSD>
        <pctVal>0.015229483264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-12-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03570000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AGL Energy Limited</name>
        <lei>549300QAZ8A74DEDXO80</lei>
        <title>AGL Energy, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000AGL7"/>
        </identifiers>
        <balance>3830.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.62575000"/>
        <valUSD>40082.30000000</valUSD>
        <pctVal>0.011058563714</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corporation</title>
        <cusip>20030N101</cusip>
        <identifiers>
          <isin value="US20030N1019"/>
        </identifiers>
        <balance>24393.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>838631.34000000</valUSD>
        <pctVal>0.231375397775</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>MOMENTIVE PERFORMANCE</name>
        <lei>54930021ZH8MCUXACZ50</lei>
        <title>Momentive Performance Materials USA, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL296954"/>
        </identifiers>
        <balance>334472.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268798.82000000</valUSD>
        <pctVal>0.074160636423</pctVal>
        <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>0.04240000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ON Semiconductor Corporation</name>
        <lei>ZV20P4CNJVT8V1ZGJ064</lei>
        <title>ON Semiconductor Corporation, Convertible</title>
        <cusip>682189AP0</cusip>
        <identifiers>
          <isin value="US682189AP09"/>
        </identifiers>
        <balance>212000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210563.48000000</valUSD>
        <pctVal>0.058093713671</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>
                <cusip value="682189105"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="48.25670000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Waste Management, Inc.</name>
        <lei>549300YX8JIID70NFS41</lei>
        <title>Waste Management, Inc.</title>
        <cusip>94106LBF5</cusip>
        <identifiers>
          <isin value="US94106LBF58"/>
        </identifiers>
        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35588.12000000</valUSD>
        <pctVal>0.009818635469</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>0.02950000</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>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>45547.98000000</valUSD>
        <pctVal>0.012566525346</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>Transocean Ltd.</name>
        <lei>N/A</lei>
        <title>Transocean Guardian, Ltd.</title>
        <cusip>893800AA0</cusip>
        <identifiers>
          <isin value="US893800AA08"/>
        </identifiers>
        <balance>91851.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73480.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>JBS S.A.</name>
        <lei>N/A</lei>
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          <isin value="US466112AR07"/>
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        <balance>120000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>121200.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Republic Services, Inc.</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>Republic Services, Inc.</title>
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        <identifiers>
          <isin value="US760759AU48"/>
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        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34231.73000000</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>0.02500000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>The Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc.</title>
        <cusip>38144GAB7</cusip>
        <identifiers>
          <isin value="US38144GAB77"/>
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        <balance>67000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59630.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04950000</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>PPL Corporation</name>
        <lei>9N3UAJSNOUXFKQLF3V18</lei>
        <title>PPL Corporation</title>
        <cusip>69351T106</cusip>
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          <isin value="US69351T1060"/>
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        <balance>2082.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51383.76000000</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>Synopsys, Inc.</name>
        <lei>QG7T915N9S0NY5UKNE63</lei>
        <title>Synopsys, Inc.</title>
        <cusip>871607107</cusip>
        <identifiers>
          <isin value="US8716071076"/>
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        <balance>1893.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>243799.47000000</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>Verisk Analytics, Inc.</name>
        <lei>549300I1YSWNIRKBWP67</lei>
        <title>Verisk Analytics, Inc.</title>
        <cusip>92345Y106</cusip>
        <identifiers>
          <isin value="US92345Y1064"/>
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        <balance>4600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>641148.00000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NORTHRIVER MIDSTREAM FIN</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>588510.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>448862.54000000</valUSD>
        <pctVal>0.123839575013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.05159400</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>695000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>662425.35000000</valUSD>
        <pctVal>0.182760793142</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>0.03450100</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>ASGN Incorporated</name>
        <lei>LZBNYYCBUKY537072438</lei>
        <title>ASGN, Inc.</title>
        <cusip>00191U102</cusip>
        <identifiers>
          <isin value="US00191U1025"/>
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        <balance>5328.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>188184.96000000</valUSD>
        <pctVal>0.051919559761</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>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="0.80509000"/>
        <valUSD>9182.27000000</valUSD>
        <pctVal>0.002533355566</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>
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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>44507.91000000</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>2022-11-06</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125300.00000000</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>0.01250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Teradyne Inc</name>
              <title>Teradyne Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="880770102"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Microchip Technology Incorporated</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>Microchip Technology, Inc.</title>
        <cusip>595017104</cusip>
        <identifiers>
          <isin value="US5950171042"/>
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        <balance>2573.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>174449.40000000</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>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>2800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
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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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Eni S.p.A.</name>
        <lei>BUCRF72VH5RBN7X3VL35</lei>
        <title>Eni SPA</title>
        <cusip>000313247</cusip>
        <identifiers>
          <isin value="IT0003132476"/>
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        <balance>10315.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
        <valUSD>102505.11000000</valUSD>
        <pctVal>0.028280794514</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHS Inc.</name>
        <lei>XEIEFTLYDQ1MZ6TZV015</lei>
        <title>CHS, Inc., 7.100%</title>
        <cusip>12542R506</cusip>
        <identifiers>
          <isin value="US12542R5063"/>
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        <balance>12800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>295424.00000000</valUSD>
        <pctVal>0.081506428691</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>
      <invstOrSec>
        <name>Wynn Resorts, Limited</name>
        <lei>254900CEKKWIHTEAB172</lei>
        <title>Wynn Resorts, Ltd.</title>
        <cusip>983134107</cusip>
        <identifiers>
          <isin value="US9831341071"/>
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        <balance>1067.00000000</balance>
        <units>NS</units>
        <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>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Plains All American Pipeline, L.P.</name>
        <lei>N/A</lei>
        <title>Plains All American Pipeline, LP</title>
        <cusip>72650RBB7</cusip>
        <identifiers>
          <isin value="US72650RBB78"/>
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        <balance>13000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11317.00000000</valUSD>
        <pctVal>0.003122319965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02850000</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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136A9XR4</cusip>
        <identifiers>
          <isin value="US3136A9XR49"/>
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        <balance>2002263.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127900.36000000</valUSD>
        <pctVal>0.035287253479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <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>Crown Holdings, Inc.</name>
        <lei>7HLDMDH0ZXNUH6PT7Z42</lei>
        <title>Crown Cork &amp; Seal Company, Inc.</title>
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      <invstOrSec>
        <name>QuinStreet, Inc.</name>
        <lei>549300TP8MFBFPOS4Y78</lei>
        <title>QuinStreet, Inc.</title>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
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      <invstOrSec>
        <name>Deutsche Bank Aktiengesellschaft</name>
        <lei>N/A</lei>
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        <name>Capital One Financial Corporation</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
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      <invstOrSec>
        <name>ForFarmers N.V.</name>
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        <assetCat>EC</assetCat>
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        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>NCR Corporation</name>
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        <title>NCR Corporation</title>
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        <invCountry>US</invCountry>
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        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING Groep NV</title>
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          <isin value="US456837AE31"/>
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        <balance>150000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>N/A</lei>
        <title>Structured Asset Mortgage Investments, Inc.</title>
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        <invCountry>US</invCountry>
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          <couponKind>Floating</couponKind>
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        <name>Teleflex Incorporated</name>
        <lei>UUL85LWXB4NGSWWXIQ25</lei>
        <title>Teleflex, Inc.</title>
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          <annualizedRt>0.04625000</annualizedRt>
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        <name>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX Corporation</title>
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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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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>EOG Resources, Inc.</name>
        <lei>XWTZDRYZPBUHIQBKDB46</lei>
        <title>EOG Resources, Inc.</title>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>Visa Inc.</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>Visa, Inc.</title>
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        <name>Digicel Group Limited</name>
        <lei>N/A</lei>
        <title>Digicel International Finance, Ltd., Term Loan</title>
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        <name>Camden Property Trust</name>
        <lei>5493002MYX22OHYJBD89</lei>
        <title>Camden Property Trust</title>
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        <balance>35000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>Patrick Industries, Inc.</name>
        <lei>549300FZ5ZTCCJ3Z5W14</lei>
        <title>Patrick Industries, Inc., Convertible</title>
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              <title>Patrick Industries Inc</title>
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      <invstOrSec>
        <name>Geberit AG</name>
        <lei>52990093Z5OHD6T7BS47</lei>
        <title>Geberit AG</title>
        <cusip>003017040</cusip>
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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>Harley-Davidson, Inc.</name>
        <lei>RLUFFFFW4GRYU77BTS24</lei>
        <title>Harley-Davidson Financial Services, Inc.</title>
        <cusip>41283LAU9</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04050000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Contura Energy, Inc.</name>
        <lei>N/A</lei>
        <title>Contura Energy, Inc.</title>
        <cusip>21241B100</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>Roper Technologies, Inc.</name>
        <lei>54930003T4SXCIWVXY35</lei>
        <title>Roper Technologies, Inc.</title>
        <cusip>776743AH9</cusip>
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        <balance>33000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02350000</annualizedRt>
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      <invstOrSec>
        <name>LNA Sante SA</name>
        <lei>969500FULTKJYIRIAT87</lei>
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        <balance>381.00000000</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>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group plc</title>
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        <balance>51000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>50278.24000000</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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      <invstOrSec>
        <name>National Australia Bank Limited</name>
        <lei>F8SB4JFBSYQFRQEH3Z21</lei>
        <title>National Australia Bank, Ltd.</title>
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        <balance>48000.00000000</balance>
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        <curCd>USD</curCd>
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        <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>
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          <isLoanByFund>N</isLoanByFund>
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        <name>NRG Energy, Inc.</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG Energy, Inc., Convertible</title>
        <cusip>629377CG5</cusip>
        <identifiers>
          <isin value="US629377CG50"/>
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        <balance>125000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>119062.50000000</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>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>NRG Energy Inc</name>
              <title>NRG Energy Inc</title>
              <curCd>USD</curCd>
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                <cusip value="629377508"/>
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      <invstOrSec>
        <name>Digital Realty Trust, Inc.</name>
        <lei>CD4SPTZ3YBTHY0C1AH38</lei>
        <title>Digital Realty Trust, LP</title>
        <cusip>25389JAS5</cusip>
        <identifiers>
          <isin value="US25389JAS50"/>
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        <balance>65000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>64626.40000000</valUSD>
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        <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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GlaxoSmithKline plc</name>
        <lei>5493000HZTVUYLO1D793</lei>
        <title>GlaxoSmithKline plc</title>
        <cusip>000925288</cusip>
        <identifiers>
          <isin value="GB0009252882"/>
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        <balance>47821.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.80509000"/>
        <valUSD>897319.14000000</valUSD>
        <pctVal>0.247567152628</pctVal>
        <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>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>
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        <curCd>USD</curCd>
        <valUSD>107750.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10875000</annualizedRt>
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      <invstOrSec>
        <name>Simmons Foods, Inc.</name>
        <lei>5493002Z1TVWRIL6NM97</lei>
        <title>Simmons Foods, Inc.</title>
        <cusip>82873LAA3</cusip>
        <identifiers>
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        <balance>90000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>81702.00000000</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>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
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        <name>Evergy, Inc.</name>
        <lei>549300PGTHDQY6PSUI61</lei>
        <title>Evergy, Inc.</title>
        <cusip>30034WAA4</cusip>
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        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33358.00000000</valUSD>
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        <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>
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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>
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        <balance>140.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>91000.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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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>84500.00000000</valUSD>
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        <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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      <invstOrSec>
        <name>Accenture plc</name>
        <lei>N/A</lei>
        <title>Accenture plc</title>
        <cusip>G1151C101</cusip>
        <identifiers>
          <isin value="IE00B4BNMY34"/>
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        <balance>3289.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>536962.14000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <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"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36302.03000000</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>2024-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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        <name>ANSYS, Inc.</name>
        <lei>549300VJV8H15Z5FJ571</lei>
        <title>ANSYS, Inc.</title>
        <cusip>03662Q105</cusip>
        <identifiers>
          <isin value="US03662Q1058"/>
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        <balance>2227.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>517710.69000000</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>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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223170.00000000</valUSD>
        <pctVal>0.061571807609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <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>Mizuho Financial Group, Inc.</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>Mizuho Financial Group, Inc.</title>
        <cusip>60687YAV1</cusip>
        <identifiers>
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        <balance>53000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53302.24000000</valUSD>
        <pctVal>0.014705898043</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>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>Credit Suisse Group AG</title>
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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>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02593000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Wright Medical Group N.V.</name>
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        <title>Wright Medical Group NV</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VERTIV GROUP CORP</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>1170000.00000000</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>3</fairValLevel>
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          <maturityDt>2027-03-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04581100</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays plc</title>
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          <isin value="US06738EBE41"/>
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        <balance>65000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>66133.42000000</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>2023-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04610000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AB SKF (publ)</name>
        <lei>549300B6HWYEE57O8J84</lei>
        <title>SKF AB</title>
        <cusip>N/A</cusip>
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          <isin value="SE0000108227"/>
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        <balance>13265.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <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>Catalent, Inc.</name>
        <lei>N/A</lei>
        <title>Catalent, Inc.</title>
        <cusip>148806102</cusip>
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          <isin value="US1488061029"/>
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        <balance>5815.00000000</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>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>Royal Bank of Canada</title>
        <cusip>780087953</cusip>
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          <isin value="CA7800871021"/>
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        <balance>3660.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</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>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
        <cusip>172967LV1</cusip>
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          <isin value="US172967LV16"/>
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        <balance>83000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>84035.59000000</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>2023-01-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03142000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Power Corporation of Canada</name>
        <lei>549300BE2CB8T87IJV50</lei>
        <title>Power Corporation of Canada</title>
        <cusip>739239952</cusip>
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          <isin value="CA7392391016"/>
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        <balance>6833.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.40730000"/>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Norfolk Southern Corporation</name>
        <lei>54930036C8MWP850MI84</lei>
        <title>Norfolk Southern Corporation</title>
        <cusip>655844108</cusip>
        <identifiers>
          <isin value="US6558441084"/>
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        <balance>1095.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>159870.00000000</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>Hanesbrands Inc.</name>
        <lei>GX5LWVWZLL5S4W1L2F20</lei>
        <title>Hanesbrands, Inc.</title>
        <cusip>410345AL6</cusip>
        <identifiers>
          <isin value="US410345AL67"/>
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        <balance>170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167025.00000000</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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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Scientific Games Corporation</name>
        <lei>RLTHESQ0RNFQJWPBJN60</lei>
        <title>Scientific Games International, Inc.</title>
        <cusip>80874YBC3</cusip>
        <identifiers>
          <isin value="US80874YBC30"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24600.00000000</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>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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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>2772.00000000</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>Plexus Corp.</name>
        <lei>549300W7HCBI5YT25I79</lei>
        <title>Plexus Corporation</title>
        <cusip>729132100</cusip>
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          <isin value="US7291321005"/>
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        <balance>2730.00000000</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>Packaging Holdings Limited</name>
        <lei>N/A</lei>
        <title>Reynolds Group Issuer, Inc.</title>
        <cusip>761735AT6</cusip>
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          <isin value="US761735AT63"/>
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        <balance>240000.00000000</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>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NICE Ltd.</name>
        <lei>254900YTY4EF5Z4W0A51</lei>
        <title>Nice, Ltd. ADR</title>
        <cusip>653656108</cusip>
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          <isin value="US6536561086"/>
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        <balance>1537.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>220651.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <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>Legacy Mortgage Asset Trust 2019-GS7</name>
        <lei>N/A</lei>
        <title>Legacy Mortgage Asset Trust</title>
        <cusip>52474MAA7</cusip>
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          <isin value="US52474MAA71"/>
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        <balance>464722.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>469004.78000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>0.03250000</annualizedRt>
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      <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="WNM0"/>
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        <balance>10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>236451.20000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CCM Futures, LLC</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>United States Department of The Treasury</issuerName>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corporation</title>
        <cusip>20030NBV2</cusip>
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          <isin value="US20030NBV29"/>
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        <balance>58000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58136.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01625000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sanwa Holdings Corporation</name>
        <lei>5299003X6BCA4ROO5A70</lei>
        <title>Sanwa Holdings Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3344400001"/>
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        <balance>4000.00000000</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>
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          <isLoanByFund>N</isLoanByFund>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
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        <name>Becton, Dickinson and Company</name>
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        <name>Dominion Energy, Inc.</name>
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      <invstOrSec>
        <name>Square, Inc.</name>
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        <name>Southwest Airlines Co.</name>
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        <name>Sumitomo Corporation</name>
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        <title>Sumitomo Corporation</title>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Intelsat S.A.</name>
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        <title>Intelsat Jackson Holdings SA, Term Loan</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Bank of America Corporation</name>
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        <fairValLevel>2</fairValLevel>
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        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>Bank of New York Mellon Corporation</title>
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      <invstOrSec>
        <name>CIT Group Inc.</name>
        <lei>N/A</lei>
        <title>Residential Asset Securitization Trust</title>
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        <name>MidWestOne Financial Group, Inc.</name>
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        <name>Avantor, Inc.</name>
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        <name>Verint Systems Inc.</name>
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        <title>Verint Systems, Inc., Convertible</title>
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        <name>AerCap Holdings N.V.</name>
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        <title>AerCap Holdings NV</title>
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        <name>Zayo Group Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>Front Range BidCo, Inc.</title>
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        <name>Humana Inc.</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>Humana, Inc.</title>
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      <invstOrSec>
        <name>Credit Mortgage Pretium LLC, Series 2019-Cfl1</name>
        <lei>N/A</lei>
        <title>Pretium Mortgage Credit Partners, LLC</title>
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        <invCountry>US</invCountry>
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        <debtSec>
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      <invstOrSec>
        <name>Nexstar Media Group, Inc.</name>
        <lei>5493006PK6I4I2OOT688</lei>
        <title>Nexstar Escrow Corporation</title>
        <cusip>65343HAA9</cusip>
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        <balance>100000.00000000</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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          <isCashCollateral>N</isCashCollateral>
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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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        <assetCat>EC</assetCat>
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        <invCountry>AU</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>
        <cusip>N/A</cusip>
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          <isin value="JP3404200002"/>
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        <balance>24500.00000000</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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Curtiss-Wright Corporation</name>
        <lei>TEL51ETZWP7D0ZM4X325</lei>
        <title>Curtiss-Wright Corporation</title>
        <cusip>231561101</cusip>
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          <isin value="US2315611010"/>
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        <balance>4464.00000000</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>Marubeni Corporation</name>
        <lei>4P4N3ORD02UGQT1T1W12</lei>
        <title>Marubeni Corporation</title>
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          <isin value="JP3877600001"/>
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        <balance>57600.00000000</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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OZLM Funding II Ltd</name>
        <lei>N/A</lei>
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          <isin value="US67108BAY11"/>
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        <balance>785000.00000000</balance>
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        <curCd>USD</curCd>
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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>2031-07-30</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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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>2581710.68500000</balance>
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        <curCd>USD</curCd>
        <valUSD>153818.84000000</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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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>Oracle Corporation</title>
        <cusip>68389XBT1</cusip>
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          <isin value="US68389XBT19"/>
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        <balance>47000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47980.93000000</valUSD>
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        <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>0.02500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation</title>
        <cusip>06051GHL6</cusip>
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          <isin value="US06051GHL68"/>
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        <balance>143000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>150027.61000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03864000</annualizedRt>
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        <securityLending>
          <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>
        <cusip>46647PAE6</cusip>
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          <isin value="US46647PAE60"/>
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        <balance>99000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>100252.73000000</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>2023-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02776000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Redde Northgate plc</name>
        <lei>213800B3ZUTDOZYVJB41</lei>
        <title>Redde Northgate plc</title>
        <cusip>N/A</cusip>
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          <isin value="GB00B41H7391"/>
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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>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group plc</title>
        <cusip>539439AF6</cusip>
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          <isin value="US539439AF68"/>
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        <balance>156000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>168090.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06657000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Teledyne Technologies Incorporated</name>
        <lei>549300VSMO9KYQWDND94</lei>
        <title>Teledyne Technologies, Inc.</title>
        <cusip>879360105</cusip>
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        <balance>463.00000000</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>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>Fifth Third Bancorp</title>
        <cusip>316773CX6</cusip>
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          <isin value="US316773CX61"/>
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        <balance>35000.00000000</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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      <invstOrSec>
        <name>Chipotle Mexican Grill, Inc.</name>
        <lei>N/A</lei>
        <title>Chipotle Mexican Grill, Inc.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>VICI Properties Inc.</name>
        <lei>N/A</lei>
        <title>VICI Properties, LP / VICI Note Company, Inc.</title>
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      <invstOrSec>
        <name>Glanbia plc</name>
        <lei>635400SRMCBHVMSKJS84</lei>
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        <invCountry>IE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Saia, Inc.</name>
        <lei>549300WNPG4N9GBOYB29</lei>
        <title>Saia, Inc.</title>
        <cusip>78709Y105</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>Bank of America Corporation</name>
        <lei>N/A</lei>
        <title>Countrywide Home Loan Mortgage Pass Through Trust</title>
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        <balance>149281.87100000</balance>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>AMC Networks Inc.</name>
        <lei>549300VGG9K75226LR46</lei>
        <title>AMC Networks, Inc.</title>
        <cusip>00164VAD5</cusip>
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          <isin value="US00164VAD55"/>
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        <balance>140000.00000000</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>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BE Semiconductor Industries N.V.</name>
        <lei>7245007A1YFLI2GNYX06</lei>
        <title>BE Semiconductor Industries NV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0012866412"/>
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        <balance>6387.00000000</balance>
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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>
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      <invstOrSec>
        <name>Mastercard Incorporated</name>
        <lei>AR5L2ODV9HN37376R084</lei>
        <title>MasterCard, Inc.</title>
        <cusip>57636Q104</cusip>
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          <isin value="US57636Q1040"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Sun Life Financial Inc.</name>
        <lei>549300V040JZX5S66Z78</lei>
        <title>Sun Life Financial, Inc.</title>
        <cusip>866796956</cusip>
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          <isin value="CA8667961053"/>
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        <balance>13218.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <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>
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        <curCd>USD</curCd>
        <valUSD>64359.80000000</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>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02850000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Novartis AG</name>
        <lei>5493002KF87V5RSRQS84</lei>
        <title>Novartis Capital Corporation</title>
        <cusip>66989HAP3</cusip>
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          <isin value="US66989HAP38"/>
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        <balance>30000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30300.81000000</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>2025-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</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>Ryoyo Electro Corporation</name>
        <lei>N/A</lei>
        <title>Ryoyo Electro Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3976600001"/>
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        <balance>2100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
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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>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
        <cusip>17308CC46</cusip>
        <identifiers>
          <isin value="US17308CC463"/>
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        <balance>136000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135197.24000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02312000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group, Inc.</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>Sumitomo Mitsui Financial Group, Inc.</title>
        <cusip>86562MAQ3</cusip>
        <identifiers>
          <isin value="US86562MAQ33"/>
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        <balance>43000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43196.13000000</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>2022-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02784000</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>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>McDonald's Corporation</title>
        <cusip>580135101</cusip>
        <identifiers>
          <isin value="US5801351017"/>
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        <balance>2094.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>346242.90000000</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>ASML Holding N.V.</name>
        <lei>724500Y6DUVHQD6OXN27</lei>
        <title>ASML Holding NV</title>
        <cusip>001027321</cusip>
        <identifiers>
          <isin value="NL0010273215"/>
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        <balance>1973.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
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        <pctVal>0.143497171244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>JPMorgan Chase &amp; Co.</name>
        <lei>N/A</lei>
        <title>WaMu Mortgage Pass Through Certificates</title>
        <cusip>93363RAA4</cusip>
        <identifiers>
          <isin value="US93363RAA41"/>
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        <balance>286122.87500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226609.00000000</valUSD>
        <pctVal>0.062520615452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02845850</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>Computer Services, Inc.</name>
        <lei>N/A</lei>
        <title>Computer Services, Inc.</title>
        <cusip>20539A105</cusip>
        <identifiers>
          <isin value="US20539A1051"/>
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        <balance>4575.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>184052.25000000</valUSD>
        <pctVal>0.050779359802</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>Tsumura &amp; Co.</name>
        <lei>N/A</lei>
        <title>Tsumura &amp; Company</title>
        <cusip>353580000</cusip>
        <identifiers>
          <isin value="JP3535800001"/>
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        <balance>500.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
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        <pctVal>0.003517707147</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>
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      <invstOrSec>
        <name>S&amp;P Global Inc.</name>
        <lei>Y6X4K52KMJMZE7I7MY94</lei>
        <title>S&amp;P Global, Inc.</title>
        <cusip>78409V104</cusip>
        <identifiers>
          <isin value="US78409V1044"/>
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        <balance>1217.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>298225.85000000</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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          <isLoanByFund>N</isLoanByFund>
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      <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>57610.40000000</valUSD>
        <pctVal>0.015894504033</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>TRIANGLE RE 2019-1 Limited</name>
        <lei>N/A</lei>
        <title>Genworth Mortgage Insurance Corporation</title>
        <cusip>89600TAA1</cusip>
        <identifiers>
          <isin value="US89600TAA16"/>
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        <balance>175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166167.56000000</valUSD>
        <pctVal>0.045845037573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.02846600</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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>
        <identifiers>
          <isin value="US92206C4096"/>
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        <balance>11375.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>899762.50000000</valUSD>
        <pctVal>0.248241266944</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>
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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>95000U2H5</cusip>
        <identifiers>
          <isin value="US95000U2H53"/>
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        <balance>68000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67005.59000000</valUSD>
        <pctVal>0.018486603469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02406000</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>General Motors Company</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Company, Inc.</title>
        <cusip>37045XBW5</cusip>
        <identifiers>
          <isin value="US37045XBW56"/>
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        <balance>68000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61630.09000000</valUSD>
        <pctVal>0.017003522177</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>5792.98000000</valUSD>
        <pctVal>0.001598262535</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>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>2760.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
        <valUSD>71521.71000000</valUSD>
        <pctVal>0.019732584881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Southern Company</name>
        <lei>0RL818ELFOHP5JHOFU19</lei>
        <title>Alabama Power Company</title>
        <cusip>010392FQ6</cusip>
        <identifiers>
          <isin value="US010392FQ67"/>
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        <balance>44000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44535.01000000</valUSD>
        <pctVal>0.012287050533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-30</maturityDt>
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          <annualizedRt>0.02450000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BlackRock, Inc.</name>
        <lei>8DZAUY8151XS5PISSX42</lei>
        <title>BlackRock Resources &amp; Commodities Strategy Trust</title>
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          <isin value="US09257A1088"/>
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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>Super Retail Group Limited</name>
        <lei>N/A</lei>
        <title>Super Retail Group, Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="AU000000SUL0"/>
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        <balance>2069.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.62575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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>108888.05300000</balance>
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        <curCd>USD</curCd>
        <valUSD>90287.94000000</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>2035-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03927400</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>United Technologies Corporation</title>
        <cusip>913017109</cusip>
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          <isin value="US9130171096"/>
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        <balance>7899.00000000</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>Royal Dutch Shell plc</name>
        <lei>21380068P1DRHMJ8KU70</lei>
        <title>Royal Dutch Shell plc, Class B</title>
        <cusip>00B03MM40</cusip>
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          <isin value="GB00B03MM408"/>
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        <balance>29400.00000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Targa Resources Corp.</name>
        <lei>N/A</lei>
        <title>Targa Resources Partners, LP</title>
        <cusip>87612BBE1</cusip>
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          <isin value="US87612BBE11"/>
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        <balance>140000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>115220.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05375000</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>W&amp;T Offshore, Inc.</name>
        <lei>549300Q7EOY2YIO3YK85</lei>
        <title>W&amp;T Offshore, Inc.</title>
        <cusip>92922PAL0</cusip>
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          <isin value="US92922PAL04"/>
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        <balance>190000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44661.40000000</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>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.09750000</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>Schlumberger Limited</name>
        <lei>213800ZUA17OK3QLGM62</lei>
        <title>Schlumberger, Ltd.</title>
        <cusip>806857108</cusip>
        <identifiers>
          <isin value="AN8068571086"/>
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        <balance>3595.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>48496.55000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Black Hills Corporation</name>
        <lei>3MGELCRSTNSAMJ962671</lei>
        <title>Black Hills Corporation</title>
        <cusip>092113109</cusip>
        <identifiers>
          <isin value="US0921131092"/>
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        <balance>774.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49559.22000000</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>Discovery, Inc.</name>
        <lei>5493006ZCRFWKF6B1K26</lei>
        <title>Discovery, Inc., Class A</title>
        <cusip>25470F104</cusip>
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          <isin value="US25470F1049"/>
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        <balance>1349.00000000</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>Hainan Traffic Administration Holding Co., Ltd.</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>Avolon Holdings Funding, Ltd.</title>
        <cusip>05401AAD3</cusip>
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          <isin value="US05401AAD37"/>
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        <balance>18000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15329.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05250000</annualizedRt>
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      <invstOrSec>
        <name>Dolby Laboratories, Inc.</name>
        <lei>549300X04FB2QPCJ5J24</lei>
        <title>Dolby Laboratories, Inc.</title>
        <cusip>25659T107</cusip>
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          <isin value="US25659T1079"/>
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        <balance>7362.00000000</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>Seven West Media Limited</name>
        <lei>5299000SUVHQV28IMC77</lei>
        <title>Seven West Media, Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="AU000000SWM4"/>
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        <balance>19505.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Deere &amp; Company</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>John Deere Capital Corporation</title>
        <cusip>24422EVC0</cusip>
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          <isin value="US24422EVC01"/>
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        <balance>48000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47927.80000000</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>2025-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02050000</annualizedRt>
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      <invstOrSec>
        <name>Albertsons Investor Holdings LLC</name>
        <lei>N/A</lei>
        <title>Albertson's Companies, Inc.</title>
        <cusip>013092AE1</cusip>
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          <isin value="US013092AE14"/>
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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>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>General Dynamics Corporation</name>
        <lei>9C1X8XOOTYY2FNYTVH06</lei>
        <title>General Dynamics Corporation</title>
        <cusip>369550108</cusip>
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          <isin value="US3695501086"/>
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        <balance>5303.00000000</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>Lehman Brothers Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>Wells Fargo Home Equity Trust</title>
        <cusip>86359BND9</cusip>
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        <balance>208993.38500000</balance>
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        <curCd>USD</curCd>
        <valUSD>192408.21000000</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>2034-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.01446630</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>Union Pacific Corporation</title>
        <cusip>907818108</cusip>
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          <isin value="US9078181081"/>
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        <balance>736.00000000</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>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings plc</title>
        <cusip>404280BC2</cusip>
        <identifiers>
          <isin value="US404280BC26"/>
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        <balance>88000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>86460.00000000</valUSD>
        <pctVal>0.023854005851</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PRPM Trust 2019-GS1</name>
        <lei>N/A</lei>
        <title>Preston Ridge Partners Mortgage Trust, LLC</title>
        <cusip>69359CAA3</cusip>
        <identifiers>
          <isin value="US69359CAA36"/>
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        <balance>397920.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>395646.72000000</valUSD>
        <pctVal>0.109157519940</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>0.03500000</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>
        <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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        <balance>294.00000000</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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          <isLoanByFund>N</isLoanByFund>
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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>89125.00000000</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>Variable</couponKind>
          <annualizedRt>0.05950000</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 Disposal Services, Inc.</name>
        <lei>549300ML1GEF4BKIM713</lei>
        <title>Advanced Disposal Services, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL256250"/>
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        <balance>362788.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>357647.73000000</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>0.02893800</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>General Motors Company</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Company, Inc.</title>
        <cusip>37045XCV6</cusip>
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          <isin value="US37045XCV64"/>
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        <balance>48000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41486.92000000</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>2025-02-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02900000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sandvik AB</name>
        <lei>5299008ZUAXN43LVZF54</lei>
        <title>Sandvik AB</title>
        <cusip>000066789</cusip>
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          <isin value="SE0000667891"/>
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        <balance>6959.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.89255000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113750.78000000</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>
          <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>Marathon Petroleum Corporation</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
        <title>Marathon Petroleum Corporation</title>
        <cusip>56585ABA9</cusip>
        <identifiers>
          <isin value="US56585ABA97"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33139.26000000</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>0.04750000</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>
        <name>Deutsche Telekom AG</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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>345950.00000000</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>2026-02-01</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>
          <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>205887BZ4</cusip>
        <identifiers>
          <isin value="US205887BZ43"/>
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        <balance>37000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37288.30000000</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>2021-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03800000</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>Energizer Holdings, Inc.</name>
        <lei>5493000D6NN0V57UME20</lei>
        <title>Energizer Holdings, Inc.</title>
        <cusip>29272WAA7</cusip>
        <identifiers>
          <isin value="US29272WAA71"/>
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        <balance>160000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161600.00000000</valUSD>
        <pctVal>0.044584864048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06375000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Intel Corporation</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>Intel Corporation</title>
        <cusip>458140AR1</cusip>
        <identifiers>
          <isin value="US458140AR18"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67456.81000000</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>2022-07-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03100000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Eldorado Resorts, Inc.</name>
        <lei>5299000BKFWWVND5L441</lei>
        <title>Eldorado Resorts, Inc.</title>
        <cusip>28470R102</cusip>
        <identifiers>
          <isin value="US28470R1023"/>
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        <balance>2555.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36792.00000000</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>HARLAND CLARKE HOLDINGS</name>
        <lei>549300J73P7FL8TVF308</lei>
        <title>Harland Clarke Holdings Corporation, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL255285"/>
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        <balance>791098.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>476391.57000000</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>2023-11-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.06463100</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>Capital One Financial Corporation, 5.000%</title>
        <cusip>14040H824</cusip>
        <identifiers>
          <isin value="US14040H8245"/>
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        <balance>5525.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110776.25000000</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>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>Union Pacific Corporation</title>
        <cusip>907818ES3</cusip>
        <identifiers>
          <isin value="US907818ES36"/>
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        <balance>62000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66635.28000000</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>0.03750000</annualizedRt>
          <isDefault>N</isDefault>
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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>iHeartMedia, Inc.</name>
        <lei>54930076J6KDZL504O62</lei>
        <title>iHeartCommunications, Inc.</title>
        <cusip>45174HBG1</cusip>
        <identifiers>
          <isin value="US45174HBG11"/>
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        <balance>170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153000.00000000</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>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CNP Assurances SA</name>
        <lei>969500QKVPV2H8UXM738</lei>
        <title>CNP Assurances</title>
        <cusip>000012022</cusip>
        <identifiers>
          <isin value="FR0000120222"/>
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        <balance>1988.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
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        <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>Suncor Energy Inc.</name>
        <lei>N/A</lei>
        <title>Canadian Oil Sands, Ltd.</title>
        <cusip>13643EAA3</cusip>
        <identifiers>
          <isin value="US13643EAA38"/>
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        <balance>43000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46317.30000000</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>
          <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>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>Apple, Inc.</title>
        <cusip>037833100</cusip>
        <identifiers>
          <isin value="US0378331005"/>
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        <balance>13054.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3319501.66000000</valUSD>
        <pctVal>0.915838677098</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>Edison International</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>Edison International</title>
        <cusip>281020AR8</cusip>
        <identifiers>
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      <invstOrSec>
        <name>Windstream Holdings, Inc.</name>
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      <invstOrSec>
        <name>NorthWestern Corporation</name>
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      <invstOrSec>
        <name>China National Chemical Corporation Limited</name>
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        <title>Syngenta Finance NV</title>
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        <name>Bayer Aktiengesellschaft</name>
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        <title>Bayer U.S. Finance II, LLC</title>
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        <name>CD&amp;R WATERWORKS MERGER</name>
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      <invstOrSec>
        <name>Penske Truck Leasing Co., L.P.</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-02-01</maturityDt>
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        <name>U.S. Bancorp</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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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie, Inc.</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Taikisha Ltd.</name>
        <lei>3538005OOQOUE7DBWV52</lei>
        <title>Taikisha, Ltd.</title>
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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>HCA Healthcare, Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA, Inc.</title>
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        <name>AerCap Holdings N.V.</name>
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        <title>AerCap Ireland Capital, Ltd.</title>
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        <invCountry>IE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Conventional 30-Yr. Pass Through</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Takeda Pharmaceutical Company Limited</name>
        <lei>549300ZLMVP4X0OGR454</lei>
        <title>Takeda Pharmaceutical Company, Ltd.</title>
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        <invCountry>JP</invCountry>
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        <name>Allied Properties Real Estate Investment Trust</name>
        <lei>549300AMZMPKVHA0MY77</lei>
        <title>Allied Properties REIT</title>
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        <name>Allianz SE</name>
        <lei>549300535GECAFITZP67</lei>
        <title>AllianzGI NFJ Dividend Interest &amp; Premium Strategy Fund</title>
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      <invstOrSec>
        <name>IndyMac Bank MBS, Inc.</name>
        <lei>N/A</lei>
        <title>IndyMac INDX Mortgage Loan Trust</title>
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        <name>Orange</name>
        <lei>969500MCOONR8990S771</lei>
        <title>Orange SA</title>
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        <invCountry>FR</invCountry>
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        <name>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>Lockheed Martin Corporation</title>
        <cusip>539830BF5</cusip>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-11-23</maturityDt>
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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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        <balance>690.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>196508.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171528.03000000</valUSD>
        <pctVal>0.047323972141</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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>38148BAE8</cusip>
        <identifiers>
          <isin value="US38148BAE83"/>
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        <balance>206000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197988.66000000</valUSD>
        <pctVal>0.054624365650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-10</maturityDt>
          <couponKind>Variable</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="154055.42000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>j2 Global, Inc.</name>
        <lei>5493008OJYGLHD7MXA18</lei>
        <title>j2 Global, Inc., Convertible</title>
        <cusip>48123VAC6</cusip>
        <identifiers>
          <isin value="US48123VAC63"/>
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        <balance>104000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126808.15000000</valUSD>
        <pctVal>0.034985916633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>J2 Global Inc</name>
              <title>J2 Global Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="48123V102"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="14.76320000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JBS S.A.</name>
        <lei>N/A</lei>
        <title>JBS USA, LLC</title>
        <cusip>46590XAB2</cusip>
        <identifiers>
          <isin value="US46590XAB29"/>
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        <balance>240000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>247800.00000000</valUSD>
        <pctVal>0.068367136826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>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>30679.98000000</valUSD>
        <pctVal>0.008464497136</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>0.02550000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>36414.39000000</valUSD>
        <pctVal>0.010046600418</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Frontier Communications Corporation</name>
        <lei>549300ZCZ76HYCS0H445</lei>
        <title>Frontier Communications Corporation, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL243518"/>
        </identifiers>
        <balance>886513.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>838721.78000000</valUSD>
        <pctVal>0.231400349849</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>Floating</couponKind>
          <annualizedRt>0.05349500</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IAMGOLD Corporation</name>
        <lei>254900E7II30XAB9LA72</lei>
        <title>IAMGOLD Corporation</title>
        <cusip>450913108</cusip>
        <identifiers>
          <isin value="CA4509131088"/>
        </identifiers>
        <balance>16640.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37939.20000000</valUSD>
        <pctVal>0.010467290062</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>
        </securityLending>
      </invstOrSec>
      <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>10499.00000000</valUSD>
        <pctVal>0.002896636680</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>1493178.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1291599.54000000</valUSD>
        <pctVal>0.356347709750</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>0.04763300</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>Mylan N.V.</name>
        <lei>549300A0CD4KNFGIIS89</lei>
        <title>Mylan NV</title>
        <cusip>62854AAM6</cusip>
        <identifiers>
          <isin value="US62854AAM62"/>
        </identifiers>
        <balance>41000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40622.26000000</valUSD>
        <pctVal>0.011207536753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>International Business Machines Corporation</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>International Business Machines Corporation</title>
        <cusip>459200101</cusip>
        <identifiers>
          <isin value="US4592001014"/>
        </identifiers>
        <balance>1188.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131784.84000000</valUSD>
        <pctVal>0.036358967667</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>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>37839.97000000</valUSD>
        <pctVal>0.010439912859</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>Tenet Healthcare Corporation</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>Tenet Healthcare Corporation</title>
        <cusip>88033GDA5</cusip>
        <identifiers>
          <isin value="US88033GDA58"/>
        </identifiers>
        <balance>170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162350.00000000</valUSD>
        <pctVal>0.044791786375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Twitter, Inc.</name>
        <lei>549300I8RX485XMK6836</lei>
        <title>Twitter, Inc., Convertible</title>
        <cusip>90184LAF9</cusip>
        <identifiers>
          <isin value="US90184LAF94"/>
        </identifiers>
        <balance>309000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>277095.44000000</valUSD>
        <pctVal>0.076449644311</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>0.00250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Twitter Inc</name>
              <title>Twitter Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="90184L102"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="17.50010000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Buckeye Partners, L.P.</name>
        <lei>549300C1PQJLVEIUBK50</lei>
        <title>Buckeye Partners, LP</title>
        <cusip>118230AT8</cusip>
        <identifiers>
          <isin value="US118230AT82"/>
        </identifiers>
        <balance>80000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67440.00000000</valUSD>
        <pctVal>0.018606455639</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>0.04125000</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>Chevron Corporation</name>
        <lei>N/A</lei>
        <title>Chevron Corporation</title>
        <cusip>166764100</cusip>
        <identifiers>
          <isin value="US1667641005"/>
        </identifiers>
        <balance>5864.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>424905.44000000</valUSD>
        <pctVal>0.117229896508</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>BP PLC</name>
        <lei>213800LH1BZH3DI6G760</lei>
        <title>BP plc ADR</title>
        <cusip>055622104</cusip>
        <identifiers>
          <isin value="US0556221044"/>
        </identifiers>
        <balance>15265.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>372313.35000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Bellemeade Re 2018-1 Ltd</name>
        <lei>549300O2GEH6GH9NO762</lei>
        <title>Bellemeade Re, Ltd.</title>
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          <isin value="US078768AD03"/>
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        <balance>499489.11000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-25</maturityDt>
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      <invstOrSec>
        <name>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>Eversource Energy</title>
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          <isin value="US30040WAA62"/>
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        <balance>43000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>43156.93000000</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>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GLOBAL MEDICAL RESPONSE</name>
        <lei>549300ZFWD4ZFCEJCQ87</lei>
        <title>Air Medical Group Holdings, Inc., Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL264572"/>
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        <balance>1764387.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1627647.47000000</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>2022-04-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04931600</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>00912X302</cusip>
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          <isin value="US00912X3026"/>
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        <balance>5775.00000000</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>Pernod Ricard SA</name>
        <lei>52990097YFPX9J0H5D87</lei>
        <title>Pernod Ricard SA</title>
        <cusip>714264AA6</cusip>
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          <isin value="US714264AA62"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <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>
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        <curCd>USD</curCd>
        <valUSD>323663.55000000</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>2028-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03519100</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <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>
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        <curCd>USD</curCd>
        <valUSD>149024.00000000</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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AGCO Corporation</name>
        <lei>LYOM0B2GCF1JWXK5ZG04</lei>
        <title>AGCO Corporation</title>
        <cusip>001084102</cusip>
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          <isin value="US0010841023"/>
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        <balance>9856.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>465696.00000000</valUSD>
        <pctVal>0.128483866632</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>Bank of America Corporation</name>
        <lei>N/A</lei>
        <title>Banc of America Mortgage Securities Trust</title>
        <cusip>05949CGB6</cusip>
        <identifiers>
          <isin value="US05949CGB63"/>
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        <balance>282216.62900000</balance>
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        <curCd>USD</curCd>
        <valUSD>231102.74000000</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>2035-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03985200</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>AT&amp;T Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T, Inc.</title>
        <cusip>00206RDC3</cusip>
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          <isin value="US00206RDC34"/>
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        <balance>140000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>148295.54000000</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>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04450000</annualizedRt>
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      <invstOrSec>
        <name>TELESAT CANADA/TELESAT L</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>162316.00000000</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>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
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      <invstOrSec>
        <name>CEL-SCI Corporation</name>
        <lei>549300FIWOFSETIVMI17</lei>
        <title>CEL-SCI Corporation</title>
        <cusip>150837607</cusip>
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          <isin value="US1508376076"/>
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        <balance>1062.00000000</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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        <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>
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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>2024-04-17</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>549300PXR5FKNXF0OH19</lei>
        <title>Credit Suisse Group Funding (Guernsey), Ltd.</title>
        <cusip>225433AH4</cusip>
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          <isin value="US225433AH43"/>
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        <balance>132000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Hyundai Motor Company</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>Hyundai Capital America</title>
        <cusip>44891ABA4</cusip>
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          <isin value="US44891ABA43"/>
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        <balance>52000.00000000</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>2022-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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        <name>Alexion Pharmaceuticals, Inc.</name>
        <lei>M1YXUUZR0EIMU8T0EM75</lei>
        <title>Alexion Pharmaceuticals, Inc.</title>
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          <isin value="US0153511094"/>
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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>ConocoPhillips</name>
        <lei>WPTL2Z3FIYTHSP5V2253</lei>
        <title>ConocoPhillips</title>
        <cusip>20825C104</cusip>
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          <isin value="US20825C1045"/>
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        <balance>4139.00000000</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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        <name>Patrick Industries, Inc.</name>
        <lei>549300FZ5ZTCCJ3Z5W14</lei>
        <title>Patrick Industries, Inc.</title>
        <cusip>703343103</cusip>
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          <isin value="US7033431039"/>
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        <balance>795.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22387.20000000</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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          <isCashCollateral>N</isCashCollateral>
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        <name>Vodafone Group Plc</name>
        <lei>213800TQASLF9JXH5J59</lei>
        <title>Ziggo BV</title>
        <cusip>98954NAA7</cusip>
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          <isin value="US98954NAA72"/>
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        <balance>110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>110000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
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      <invstOrSec>
        <name>United Technologies Corporation</name>
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        <title>Rockwell Collins, Inc.</title>
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      <invstOrSec>
        <name>Ube Industries, Ltd.</name>
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        <title>Ube Industries, Ltd.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BlackRock, Inc.</name>
        <lei>N/A</lei>
        <title>iShares iBoxx $ High Yield Corporate Bond ETF</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Mapletree Commercial Trust</name>
        <lei>549300BF18K4IC5LZ208</lei>
        <title>Mapletree Commercial Trust</title>
        <cusip>N/A</cusip>
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          <isin value="SG2D18969584"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Boston Scientific Corporation</name>
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        <title>Boston Scientific Corporation</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>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings plc</title>
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          <isin value="US404280BP39"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-23</maturityDt>
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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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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03474800</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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        <name>California Water Service Group</name>
        <lei>529900QABDOBU6UVRQ36</lei>
        <title>California Water Service Group</title>
        <cusip>130788102</cusip>
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          <isin value="US1307881029"/>
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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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        <name>Lennar Corporation</name>
        <lei>529900G61XVRLX5TJX09</lei>
        <title>Lennar Corporation</title>
        <cusip>526057BZ6</cusip>
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          <isin value="US526057BZ61"/>
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        <balance>265000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>259180.60000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-30</maturityDt>
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          <annualizedRt>0.04500000</annualizedRt>
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      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NiSource, Inc.</title>
        <cusip>65473PAF2</cusip>
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          <isin value="US65473PAF27"/>
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        <balance>56000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>57343.20000000</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>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Mitsuboshi Belting Ltd.</name>
        <lei>N/A</lei>
        <title>Mitsuboshi Belting, Ltd.</title>
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        <invCountry>JP</invCountry>
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        <name>Zumiez Inc.</name>
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        <title>Zumiez, Inc.</title>
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        <name>Mondelez International, Inc.</name>
        <lei>549300CW356R8I7N8D33</lei>
        <title>Mondelez International Holdings Netherlands BV</title>
        <cusip>60920LAC8</cusip>
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        <balance>65000.00000000</balance>
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        <invCountry>NL</invCountry>
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        <name>CYXTERA DC HOLDINGS INC</name>
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        <title>Cyxtera DC Holdings, Inc., Term Loan</title>
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          <ticker value="BL237929"/>
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        <invCountry>US</invCountry>
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        <name>Essex Property Trust, Inc.</name>
        <lei>549300TR2H2VEFX0NC60</lei>
        <title>Essex Property Trust, Inc.</title>
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        <invCountry>US</invCountry>
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        <name>Transocean Ltd.</name>
        <lei>DOL4HJ22ADYSIWES4H94</lei>
        <title>Transocean, Ltd.</title>
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        <invCountry>CH</invCountry>
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        <name>Heritage Commerce Corp</name>
        <lei>549300CLIS851ELSR406</lei>
        <title>Heritage Commerce Corporation</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company</title>
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        <invCountry>US</invCountry>
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        <name>Aircastle Limited</name>
        <lei>549300PNK8AKY3OIKP58</lei>
        <title>Aircastle, Ltd.</title>
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        <valUSD>49787.81000000</valUSD>
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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>
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      <invstOrSec>
        <name>MetLife, Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MetLife, Inc.</title>
        <cusip>59156R108</cusip>
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        <balance>7330.00000000</balance>
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        <valUSD>224078.10000000</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>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>
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        <curCd>USD</curCd>
        <valUSD>47302.04000000</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>2025-02-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01900000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Windstream Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>Windstream Services, LLC</title>
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          <isin value="US97381LAB45"/>
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        <balance>130000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>78000.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08625000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Broadcom Inc.</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>Broadcom, Ltd.</title>
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          <isin value="US11135F1012"/>
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        <balance>1611.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <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="1.42135000"/>
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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>Universal Health Services, Inc.</name>
        <lei>549300YGMGQDO0NMJD09</lei>
        <title>Universal Health Services, Inc.</title>
        <cusip>913903100</cusip>
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          <isin value="US9139031002"/>
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        <balance>2634.00000000</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>NVIDIA Corporation</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVIDIA Corporation</title>
        <cusip>67066G104</cusip>
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          <isin value="US67066G1040"/>
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        <balance>1952.00000000</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>Akamai Technologies, Inc.</name>
        <lei>OC1LZNN2LF5WTJ5RIL89</lei>
        <title>Akamai Technologies, Inc.</title>
        <cusip>00971T101</cusip>
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          <isin value="US00971T1016"/>
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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>Icahn Enterprises L.P.</name>
        <lei>N/A</lei>
        <title>Icahn Enterprises, LP</title>
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          <isin value="US451102BQ92"/>
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        <balance>90000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>85050.00000000</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>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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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          <isin value="IE00BY7QL619"/>
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        <balance>8102.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>Abbott Laboratories</title>
        <cusip>002824100</cusip>
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          <isin value="US0028241000"/>
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        <balance>5278.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>416486.98000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>State Street Corporation</name>
        <lei>549300EJNY3KKJHPOY44</lei>
        <title>Health Care Select Sector SPDR Fund</title>
        <cusip>81369Y209</cusip>
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          <isin value="US81369Y2090"/>
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        <balance>2235.00000000</balance>
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        <curCd>USD</curCd>
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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>AB Industrivarden (publ)</name>
        <lei>549300TM1DLIQI3B3T37</lei>
        <title>AB Industrivarden</title>
        <cusip>N/A</cusip>
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          <isin value="SE0000107203"/>
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        <balance>16555.00000000</balance>
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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>GWA Group Limited</name>
        <lei>N/A</lei>
        <title>GWA Group, Ltd.</title>
        <cusip>N/A</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie, Inc.</title>
        <cusip>00287Y109</cusip>
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          <isin value="US00287Y1091"/>
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        <balance>1056.00000000</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>Federal Home Loan Banks Office of Finance</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Bank Discount Notes</title>
        <cusip>313384YM5</cusip>
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          <isin value="US313384YM58"/>
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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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        <name>Syneos Health, Inc.</name>
        <lei>549300F1ZGKDS8P6GU13</lei>
        <title>Syneos Health, Inc.</title>
        <cusip>87166B102</cusip>
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          <isin value="US87166B1026"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>Playa Hotels &amp; Resorts N.V.</name>
        <lei>529900BUP3KWPCJNLS49</lei>
        <title>Playa Hotels and Resorts NV</title>
        <cusip>N70544106</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>NL</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Discover Financial Services</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
        <title>Discover Bank</title>
        <cusip>25466AAD3</cusip>
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          <isin value="US25466AAD37"/>
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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>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Hainan Traffic Administration Holding Co., Ltd.</name>
        <lei>635400CPI3EOIFF6OC33</lei>
        <title>Park Aerospace Holdings, Ltd.</title>
        <cusip>70014LAC4</cusip>
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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>
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      <invstOrSec>
        <name>College Avenue Student Loans 2017-A Llc</name>
        <lei>N/A</lei>
        <title>College Ave Student Loans, LLC</title>
        <cusip>194204AA1</cusip>
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          <isin value="US194204AA11"/>
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        <balance>216327.79000000</balance>
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        <curCd>USD</curCd>
        <valUSD>210468.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02596600</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Citizen Watch Co., Ltd.</name>
        <lei>529900DUZBKERKGQ2628</lei>
        <title>Citizen Watch Company, Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="JP3352400000"/>
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        <balance>30200.00000000</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>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>Fifth Third Bancorp</title>
        <cusip>316773CU2</cusip>
        <identifiers>
          <isin value="US316773CU23"/>
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        <balance>65000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>64228.64000000</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>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02600000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Sunoco LP</name>
        <lei>N/A</lei>
        <title>Sunoco, LP</title>
        <cusip>86765LAN7</cusip>
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          <isin value="US86765LAN73"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>83000.00000000</valUSD>
        <pctVal>0.022899404183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <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>NATGASOLINE</name>
        <lei>549300OHXDYMQYZOWC24</lei>
        <title>Natgasoline, LLC, Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL283320"/>
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        <balance>430650.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>370359.00000000</valUSD>
        <pctVal>0.102180728119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.05437500</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>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="6.76910000"/>
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        <pctVal>0.009963710092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bombardier Inc.</name>
        <lei>W7L3VLU8EHQY34Z36697</lei>
        <title>Bombardier, Inc.</title>
        <cusip>097751BM2</cusip>
        <identifiers>
          <isin value="US097751BM26"/>
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        <balance>215000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148887.50000000</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>2025-03-15</maturityDt>
          <couponKind>Fixed</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>MAG Silver Corp.</name>
        <lei>254900LGL904N7F3EL14</lei>
        <title>MAG Silver Corporation</title>
        <cusip>55903Q955</cusip>
        <identifiers>
          <isin value="CA55903Q1046"/>
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        <balance>975.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.40730000"/>
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        <pctVal>0.002075839266</pctVal>
        <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>Endo International plc</name>
        <lei>549300KK5WR4MGN4YT97</lei>
        <title>Par Pharmaceutical, Inc.</title>
        <cusip>69888XAA7</cusip>
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          <isin value="US69888XAA72"/>
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        <balance>110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>109450.00000000</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>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</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>Walmart Inc.</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>Wal-Mart Stores, Inc.</title>
        <cusip>931142103</cusip>
        <identifiers>
          <isin value="US9311421039"/>
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        <balance>10146.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1152788.52000000</valUSD>
        <pctVal>0.318050244063</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>Palmer Square Loan Funding 2019-1 Ltd</name>
        <lei>N/A</lei>
        <title>Palmer Square Loan Funding, Ltd.</title>
        <cusip>69700VAE9</cusip>
        <identifiers>
          <isin value="US69700VAE92"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275075.70000000</valUSD>
        <pctVal>0.075892405244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04069100</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>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>1268395.20000000</valUSD>
        <pctVal>0.349945715046</pctVal>
        <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>0.04200100</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>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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175400.00000000</valUSD>
        <pctVal>0.048392234864</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>
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          <isLoanByFund>N</isLoanByFund>
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      <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>746515.90000000</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>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04094100</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>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>15251.36000000</valUSD>
        <pctVal>0.004207795867</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>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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73046.86000000</valUSD>
        <pctVal>0.020153368330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>General Motors Company</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Company, Inc.</title>
        <cusip>37045XCP9</cusip>
        <identifiers>
          <isin value="US37045XCP96"/>
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        <balance>36000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34227.37000000</valUSD>
        <pctVal>0.009443209394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04200000</annualizedRt>
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        <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>451102BT3</cusip>
        <identifiers>
          <isin value="US451102BT32"/>
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        <balance>60000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56700.00000000</valUSD>
        <pctVal>0.015643327917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>UnitedHealth Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UnitedHealth Group, Inc.</title>
        <cusip>91324PCN0</cusip>
        <identifiers>
          <isin value="US91324PCN06"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67266.48000000</valUSD>
        <pctVal>0.018558582090</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>0.03350000</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>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>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80509000"/>
        <valUSD>78634.61000000</valUSD>
        <pctVal>0.021695008640</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>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings plc</title>
        <cusip>404280BZ1</cusip>
        <identifiers>
          <isin value="US404280BZ11"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67670.91000000</valUSD>
        <pctVal>0.018670162885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03803000</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>Intuit Inc.</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>Intuit, Inc.</title>
        <cusip>461202103</cusip>
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        <curCd>USD</curCd>
        <valUSD>546020.00000000</valUSD>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United Technologies Corporation</name>
        <lei>549300ZLBKR8VSU25153</lei>
        <title>Otis Worldwide 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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      <invstOrSec>
        <name>TAG Immobilien AG</name>
        <lei>529900TAE68USJNXLR59</lei>
        <title>TAG Immobilien AG</title>
        <cusip>N/A</cusip>
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          <isin value="DE0008303504"/>
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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>Rio Tinto Group</name>
        <lei>529900X2VMAQT2PE0V24</lei>
        <title>Rio Tinto, Ltd.</title>
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          <isin value="AU000000RIO1"/>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Uber Technologies, Inc.</name>
        <lei>549300B2FTG34FILDR98</lei>
        <title>Uber Technologies, Inc.</title>
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          <isin value="US90353T1007"/>
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        <balance>5001.00000000</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>Scientific Games Corporation</name>
        <lei>RLTHESQ0RNFQJWPBJN60</lei>
        <title>Scientific Games International, Inc.</title>
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          <isin value="US80874YAW03"/>
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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>2025-10-15</maturityDt>
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      <invstOrSec>
        <name>Ameren Corporation</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>Ameren Corporation</title>
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          <isin value="US023608AF92"/>
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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>2020-11-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NCR Corporation</name>
        <lei>549300YKTY8JX1DV2R67</lei>
        <title>NCR Corporation, Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL311147"/>
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        <balance>613462.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>552116.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-28</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Caterpillar Inc.</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>Caterpillar Financial Services Corporation</title>
        <cusip>14913Q3A5</cusip>
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        <balance>53000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>52780.34000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01900000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Rightmove plc</name>
        <lei>2138001JXGCFKBXYB828</lei>
        <title>Rightmove plc</title>
        <cusip>N/A</cusip>
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          <isin value="GB00BGDT3G23"/>
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        <balance>3458.00000000</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>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>
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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>2026-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04400000</annualizedRt>
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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>
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        <balance>57000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Marathon Petroleum Corporation</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX, LP</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-07-15</maturityDt>
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      <invstOrSec>
        <name>Western Alliance Bancorporation</name>
        <lei>5493003VJXZ5JXT9S762</lei>
        <title>Western Alliance Bancorp</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <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>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>CBS RADIO INC</name>
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        <title>Entercom Media Corporation, Term Loan</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>RALI Series 2007-QS1 Trust</name>
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        <title>Residential Accredit Loans, Inc. Trust</title>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>Bank Leumi le- Israel B.M.</name>
        <lei>7JDSZWRGUQY2DSTWCR57</lei>
        <title>Bank Leumi Le-Israel BM</title>
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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>Public Service Enterprise Group Incorporated</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>Public Service Enterprise Group, Inc.</title>
        <cusip>744573106</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>State Street Corporation</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>State Street Corporation</title>
        <cusip>857477BE2</cusip>
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        <balance>31000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <annualizedRt>0.02354000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Ball Corporation</name>
        <lei>N/A</lei>
        <title>Ball Corporation</title>
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          <isin value="US0584981064"/>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>The Home Depot, Inc.</name>
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        <title>Home Depot, 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>Koninklijke Philips N.V.</name>
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        <title>Koninklijke Philips NV</title>
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          <isin value="NL0000009538"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Thrivent Mutual Funds</name>
        <lei>N/A</lei>
        <title>Thrivent Core Short-Term Reserve Fund</title>
        <cusip>N/A</cusip>
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          <ticker value=".TFLSTR"/>
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        <curCd>USD</curCd>
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        <assetCat>STIV</assetCat>
        <issuerCat>PF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>3M Company</name>
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        <title>3M Company</title>
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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>Olin Corporation</name>
        <lei>549300GKK294V7W57P06</lei>
        <title>Olin Corporation</title>
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          <isin value="US680665AJ53"/>
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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>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05125000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ryder System, Inc.</name>
        <lei>ZXJ6Y2OSPZXIVGRILD15</lei>
        <title>Ryder System, Inc.</title>
        <cusip>78355HKJ7</cusip>
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          <isin value="US78355HKJ76"/>
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        <balance>75000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>74978.94000000</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>2021-06-01</maturityDt>
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          <annualizedRt>0.03500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fertitta Entertainment, Inc.</name>
        <lei>N/A</lei>
        <title>Landry's, Inc.</title>
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          <isin value="US38113YAE95"/>
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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>2024-10-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Banks Office of Finance</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Bank Discount Notes</title>
        <cusip>313384XX2</cusip>
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          <isin value="US313384XX23"/>
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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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136A65L4</cusip>
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          <isin value="US3136A65L40"/>
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        <curCd>USD</curCd>
        <valUSD>66011.34000000</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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Edwards Lifesciences Corporation</name>
        <lei>YA13X31F3V31L8TMPR58</lei>
        <title>Edwards Lifesciences Corporation</title>
        <cusip>28176E108</cusip>
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          <isin value="US28176E1082"/>
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        <balance>2733.00000000</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>AerCap Holdings N.V.</name>
        <lei>N/A</lei>
        <title>International Lease Finance Corporation</title>
        <cusip>459745GN9</cusip>
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        <balance>88000.00000000</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>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>General Electric Company</title>
        <cusip>369604BQ5</cusip>
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        <balance>260000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>214500.00000000</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>2021-01-21</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Freeport-McMoRan Inc.</name>
        <lei>549300IRDTHJQ1PVET45</lei>
        <title>Freeport-McMoRan, Inc.</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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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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        <assetCat>DBT</assetCat>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-12-23</maturityDt>
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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>31384VVZ2</cusip>
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        <balance>2742.26800000</balance>
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        <assetCat>ABS-MBS</assetCat>
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      <invstOrSec>
        <name>L Brands, Inc.</name>
        <lei>GR3KVMWVCR54YWQNXU90</lei>
        <title>L Brands, Inc.</title>
        <cusip>501797AQ7</cusip>
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          <isin value="US501797AQ79"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>CenturyLink, Inc.</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
        <title>CenturyLink, Inc.</title>
        <cusip>156700106</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>Bayerische Motoren Werke Aktiengesellschaft</name>
        <lei>5299006ZHG3IXU0PNJ56</lei>
        <title>BMW Finance NV</title>
        <cusip>05600LAA4</cusip>
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        <balance>34000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>32531.30000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group plc</title>
        <cusip>53944YAH6</cusip>
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          <isin value="US53944YAH62"/>
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        <balance>65000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>65787.57000000</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>2024-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03900000</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>
      <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>422928.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378296.77000000</valUSD>
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        <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>
      <invstOrSec>
        <name>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>American Express Company</title>
        <cusip>025816BW8</cusip>
        <identifiers>
          <isin value="US025816BW85"/>
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        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35720.63000000</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>2023-08-03</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>
      <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>27962.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>469202.36000000</valUSD>
        <pctVal>0.129451258859</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>Energy Transfer LP</name>
        <lei>5493006LL0CKP8WQW329</lei>
        <title>Sunoco Logistics Partners Operations, LP</title>
        <cusip>86765BAR0</cusip>
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          <isin value="US86765BAR06"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64792.97000000</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>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>VICI Properties Inc.</name>
        <lei>N/A</lei>
        <title>VICI Properties, LP / VICI Note Company, Inc.</title>
        <cusip>92564RAA3</cusip>
        <identifiers>
          <isin value="US92564RAA32"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45875.00000000</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>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</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>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>4795.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96250000"/>
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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>
        <name>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>Credit Suisse Group AG</title>
        <cusip>22546DAB2</cusip>
        <identifiers>
          <isin value="US22546DAB29"/>
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        <balance>138000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132825.00000000</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>
          <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>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>6300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
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        <pctVal>0.015047201247</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>46284PAQ7</cusip>
        <identifiers>
          <isin value="US46284PAQ72"/>
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        <balance>122936.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123550.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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>187000.00000000</valUSD>
        <pctVal>0.051592633521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>N/A</lei>
        <title>Banc of America Mortgage Securities Trust</title>
        <cusip>05949CFW1</cusip>
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          <isin value="US05949CFW10"/>
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        <balance>57541.28400000</balance>
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        <curCd>USD</curCd>
        <valUSD>46688.58000000</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>2035-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04030500</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GMACM Mortgage Loan Trust 2005-AR6</name>
        <lei>N/A</lei>
        <title>GMACM Mortgage Loan Trust</title>
        <cusip>36185MBG6</cusip>
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          <isin value="US36185MBG69"/>
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        <balance>70970.18200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59275.57000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04281100</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lumentum Holdings Inc.</name>
        <lei>549300JLWRRC38DWEF52</lei>
        <title>Lumentum Holdings, Inc., Convertible</title>
        <cusip>55024UAB5</cusip>
        <identifiers>
          <isin value="US55024UAB52"/>
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        <balance>44000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59423.80000000</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>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00250000</annualizedRt>
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          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Lumentum Holdings Inc</name>
              <title>Lumentum Holdings Inc</title>
              <curCd>USD</curCd>
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      <invstOrSec>
        <name>Oxford Industries, Inc.</name>
        <lei>IDZ20O0XD3GS4UOI2L88</lei>
        <title>Oxford Industries, Inc.</title>
        <cusip>691497309</cusip>
        <identifiers>
          <isin value="US6914973093"/>
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        <balance>2586.00000000</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>ZIGGO FINANCING PARTNERS</name>
        <lei>N/A</lei>
        <title>Ziggo Financing Partnership, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL328490"/>
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        <balance>760000.00000000</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>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03204600</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>STARS GROUP HOLDINGS BV</name>
        <lei>549300RNFXC8F8RT6R13</lei>
        <title>Stars Group Holdings BV, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL269019"/>
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        <balance>849370.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>807606.66000000</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>2025-07-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04950100</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Preferred Term Securities Xxiii Ltd</name>
        <lei>N/A</lei>
        <title>Preferred Term Securities XXIII, Ltd.</title>
        <cusip>74043AAC5</cusip>
        <identifiers>
          <isin value="US74043AAC53"/>
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        <balance>112823.29700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92827.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00940500</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 Mills, Inc.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>General Mills, Inc.</title>
        <cusip>370334CE2</cusip>
        <identifiers>
          <isin value="US370334CE22"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35623.73000000</valUSD>
        <pctVal>0.009828460141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03700000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Loews Corporation</name>
        <lei>549300YX2GSZD7YG1R84</lei>
        <title>CNA Financial Corporation</title>
        <cusip>126117AR1</cusip>
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          <isin value="US126117AR10"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35863.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
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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>060505104</cusip>
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          <isin value="US0605051046"/>
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        <balance>61545.00000000</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>
      <invstOrSec>
        <name>SoftBank Group Corp.</name>
        <lei>353800M1YCTS9JRBJ535</lei>
        <title>SoftBank Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3732000009"/>
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        <balance>13100.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
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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>Mohegan Tribe of Indians of Connecticut LLC</name>
        <lei>549300UB083Z2NRDHC48</lei>
        <title>Mohegan Gaming and Entertainment, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL241459"/>
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        <balance>895520.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>631342.19000000</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>2023-10-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.05375000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Groupe BPCE</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA</title>
        <cusip>05583JAG7</cusip>
        <identifiers>
          <isin value="US05583JAG76"/>
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        <balance>32000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29716.05000000</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>2025-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02375000</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>Primoris Services Corporation</name>
        <lei>549300UF3OLBJ8D5K349</lei>
        <title>Primoris Services Corporation</title>
        <cusip>74164F103</cusip>
        <identifiers>
          <isin value="US74164F1030"/>
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        <balance>17789.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>282845.10000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Northern Trust Corporation</name>
        <lei>549300GLF98S992BC502</lei>
        <title>Northern Trust Corporation</title>
        <cusip>665859104</cusip>
        <identifiers>
          <isin value="US6658591044"/>
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        <balance>2081.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>157032.26000000</valUSD>
        <pctVal>0.043324640861</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>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>520000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>468000.00000000</valUSD>
        <pctVal>0.129119532020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02739380</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 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>35986.71000000</valUSD>
        <pctVal>0.009928605030</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>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PTC Inc.</name>
        <lei>54930050SSMU8SKDJ030</lei>
        <title>PTC, Inc.</title>
        <cusip>69370CAB6</cusip>
        <identifiers>
          <isin value="US69370CAB63"/>
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        <balance>40000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37400.00000000</valUSD>
        <pctVal>0.010318526704</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>0.03625000</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>
        <name>Fortive Corporation</name>
        <lei>549300MU9YQJYHDQEF63</lei>
        <title>Fortive Corporation, Convertible, 5.000%</title>
        <cusip>34959J207</cusip>
        <identifiers>
          <isin value="US34959J2078"/>
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        <balance>111.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>79890.03000000</valUSD>
        <pctVal>0.022041374544</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>Lam Research Corporation</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>Lam Research Corporation</title>
        <cusip>512807108</cusip>
        <identifiers>
          <isin value="US5128071082"/>
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        <balance>513.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123120.00000000</valUSD>
        <pctVal>0.033968369193</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>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>131720.90000000</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>2024-05-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03450000</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>Cigna Corporation</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Corporation</title>
        <cusip>125523AG5</cusip>
        <identifiers>
          <isin value="US125523AG54"/>
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        <balance>75000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80307.37000000</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>2025-11-15</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>
        <name>Golden Entertainment, Inc.</name>
        <lei>549300P8YYCKQVJ0Y638</lei>
        <title>Golden Entertainment, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL245034"/>
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        <balance>1032550.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>774412.50000000</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>2024-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03960000</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>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>584649.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>452226.39000000</valUSD>
        <pctVal>0.124767649240</pctVal>
        <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>0.03470000</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>Nobina AB (publ)</name>
        <lei>549300MBXCR8ZQJIFP95</lei>
        <title>Nobina AB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0007185418"/>
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        <balance>5470.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.89255000"/>
        <valUSD>29557.96000000</valUSD>
        <pctVal>0.008154935817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <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>2063.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>296535.62000000</valUSD>
        <pctVal>0.081813120687</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>
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      <invstOrSec>
        <name>Swiss Prime Site AG</name>
        <lei>506700XI9H64OPR34158</lei>
        <title>Swiss Prime Site AG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0008038389"/>
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        <balance>1902.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96250000"/>
        <valUSD>185122.59000000</valUSD>
        <pctVal>0.051074662793</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>SAP SE</name>
        <lei>529900D6BF99LW9R2E68</lei>
        <title>SAP SE</title>
        <cusip>000716460</cusip>
        <identifiers>
          <isin value="DE0007164600"/>
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        <balance>341.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
        <valUSD>38071.98000000</valUSD>
        <pctVal>0.010503923591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BlackRock, Inc.</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Portland General Electric Company</name>
        <lei>GJOUP9M7C39GLSK9R870</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co</name>
        <lei>N/A</lei>
        <title>Eurex Euro STOXX 50 Index</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>JPMorgan Chase &amp; Co.</name>
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        <name>EXXON MOBIL CORPORATION</name>
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          <isin value="US30231GBH48"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Triumph Bancorp, Inc.</name>
        <lei>5493003RNRMEVYDZ1Q52</lei>
        <title>Triumph Bancorp, Inc.</title>
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          <isin value="US89679E3009"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Antler Mortgage Trust 2018 - RTL 1</name>
        <lei>N/A</lei>
        <title>Antler Mortgage Trust</title>
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          <isin value="US03719KAA97"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-07-25</maturityDt>
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      <invstOrSec>
        <name>Mohawk Industries, Inc.</name>
        <lei>549300JI1115MG3Q6322</lei>
        <title>Mohawk Industries, Inc.</title>
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          <isin value="US6081901042"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>Becton, Dickinson and Company</name>
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        <name>The TJX Companies, Inc.</name>
        <lei>V167QI9I69W364E2DY52</lei>
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        <name>Broadcom Inc.</name>
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        <name>The Kroger Co.</name>
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        <title>Kroger Company</title>
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        <name>Textron Inc.</name>
        <lei>4E8B2CNXPE5P5AY03O18</lei>
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        <name>Ortho-Clinical Diagnostics, Inc.</name>
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        <name>Vistra Energy Corp.</name>
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        <title>Vistra Operations Company, LLC</title>
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        <name>VINCI SA</name>
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        <title>Vinci SA</title>
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        <name>CI Financial Corp</name>
        <lei>549300M9W7JJQSVCEM78</lei>
        <title>CI Financial Corporation</title>
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        <name>NAVISTAR INC</name>
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        <title>Navistar, Inc., Term Loan</title>
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        <name>Panasonic Corporation</name>
        <lei>254900GE1G59KGWPHX32</lei>
        <title>Panasonic Corporation</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BCP RAPTOR II LLC</name>
        <lei>254900ZZQV4TQNP45753</lei>
        <title>BCP Raptor II, LLC, Term Loan</title>
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          <ticker value="BL279476"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Company</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PPG Industries, Inc.</name>
        <lei>549300BKPEP01R3V6C59</lei>
        <title>PPG Industries, Inc.</title>
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          <isin value="US6935061076"/>
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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>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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        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>The Hartford Financial Services Group, Inc.</name>
        <lei>IU7C3FTM7Y3BQM112U94</lei>
        <title>Hartford Financial Services Group, Inc.</title>
        <cusip>416515BC7</cusip>
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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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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-02-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03816750</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>IQVIA Holdings Inc.</name>
        <lei>549300W3R20NM4KQPH86</lei>
        <title>IQVIA Holding, Inc.</title>
        <cusip>46266C105</cusip>
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          <isin value="US46266C1053"/>
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        <balance>2317.00000000</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>Yuasa Trading Co., Ltd.</name>
        <lei>N/A</lei>
        <title>Yuasa Trading Company, Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="JP3945200008"/>
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        <balance>1700.00000000</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>Toyota Motor Corporation</name>
        <lei>3538009ZU0PHKNHJM202</lei>
        <title>Hino Motors, Ltd.</title>
        <cusip>379260000</cusip>
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          <isin value="JP3792600003"/>
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        <balance>10800.00000000</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>Federal Home Loan Banks Office of Finance</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Bank Discount Notes</title>
        <cusip>313384XB0</cusip>
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          <isin value="US313384XB03"/>
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        <balance>700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>699933.30000000</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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      <invstOrSec>
        <name>Lincoln National Corporation</name>
        <lei>EFQMQROEDSNBRIP7LE47</lei>
        <title>Lincoln National Corporation</title>
        <cusip>534187AS8</cusip>
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          <isin value="US534187AS84"/>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>31000.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2066-05-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04049300</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <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>7411.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>357877.19000000</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>Paychex, Inc.</name>
        <lei>529900K900DW6SUBM174</lei>
        <title>Paychex, Inc.</title>
        <cusip>704326107</cusip>
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          <isin value="US7043261079"/>
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        <balance>1353.00000000</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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Nippon Life Insurance Company</name>
        <lei>549300Y0HHMFW3EVWY08</lei>
        <title>Nippon Life Insurance Company</title>
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          <isin value="US654579AG64"/>
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        <balance>129000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>123840.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-01-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03400000</annualizedRt>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley, 7.125%</title>
        <cusip>61762V200</cusip>
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          <isin value="US61762V2007"/>
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        <balance>6200.00000000</balance>
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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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      <invstOrSec>
        <name>Invesco Ltd.</name>
        <lei>549300SIHU6DQELRNG59</lei>
        <title>Invesco Senior Loan ETF</title>
        <cusip>46138G508</cusip>
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          <isin value="US46138G5080"/>
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        <balance>26350.00000000</balance>
        <units>NS</units>
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        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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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>20583.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>iStar Inc.</name>
        <lei>QFFLKWYYS3UPWD86E794</lei>
        <title>iSTAR Financial, Inc.</title>
        <cusip>45031U101</cusip>
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          <isin value="US45031U1016"/>
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        <balance>4136.00000000</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>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>2100.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>43335.04000000</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>2022-08-15</maturityDt>
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      <invstOrSec>
        <name>QUALCOMM Incorporated</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QUALCOMM, Inc.</title>
        <cusip>747525103</cusip>
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        <balance>3749.00000000</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>NextEra Energy, Inc.</name>
        <lei>549300KJEC5IUVJWR786</lei>
        <title>NextEra Energy Operating Partners, LP</title>
        <cusip>65342QAL6</cusip>
        <identifiers>
          <isin value="US65342QAL68"/>
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        <balance>220000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>209000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cullen/Frost Bankers, Inc.</name>
        <lei>529900V2E9G9AY665O34</lei>
        <title>Cullen/Frost Bankers, Inc.</title>
        <cusip>229899109</cusip>
        <identifiers>
          <isin value="US2298991090"/>
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        <balance>1223.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>68231.17000000</valUSD>
        <pctVal>0.018824736623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co</name>
        <lei>N/A</lei>
        <title>CBOT U.S. Long Bond</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USM0"/>
        </identifiers>
        <balance>-11.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-143121.88000000</valUSD>
        <pctVal>-0.03948681659</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>
            </counterparties>
            <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>2020-06-22</expDate>
            <notionalAmt>-1826565.62000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-143121.88000000</unrealizedAppr>
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        </derivativeInfo>
        <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>53944YAC7</cusip>
        <identifiers>
          <isin value="US53944YAC75"/>
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        <balance>67000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66809.89000000</valUSD>
        <pctVal>0.018432610536</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>
          <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;G Foods, Inc.</name>
        <lei>549300TRW1LZMDJZAQ78</lei>
        <title>B&amp;G Foods, Inc.</title>
        <cusip>05508WAB1</cusip>
        <identifiers>
          <isin value="US05508WAB19"/>
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        <balance>105000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102375.00000000</valUSD>
        <pctVal>0.028244897629</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>0.05250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>617446448</cusip>
        <identifiers>
          <isin value="US6174464486"/>
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        <balance>10891.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>370294.00000000</valUSD>
        <pctVal>0.102162794850</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>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>116100.00000000</valUSD>
        <pctVal>0.032031576212</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>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>61747WAL3</cusip>
        <identifiers>
          <isin value="US61747WAL37"/>
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        <balance>86000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89280.04000000</valUSD>
        <pctVal>0.024632044836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-28</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>Morgan Stanley &amp; Co</name>
        <lei>N/A</lei>
        <title>CME E-mini S&amp;P 500 Index</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ESM0"/>
        </identifiers>
        <balance>54.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>387783.71000000</valUSD>
        <pctVal>0.106988143505</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>Morgan Stanley &amp; Company</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P 500 Index</indexName>
                <indexIdentifier>SPX</indexIdentifier>
              </indexBasketInfo>
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            <expDate>2020-06-22</expDate>
            <notionalAmt>6550406.29000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>387783.71000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>6174468J1</cusip>
        <identifiers>
          <isin value="US6174468J17"/>
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        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34420.89000000</valUSD>
        <pctVal>0.009496600872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <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>Ecolab Inc.</name>
        <lei>82DYEISM090VG8LTLS26</lei>
        <title>Ecolab, Inc.</title>
        <cusip>278865100</cusip>
        <identifiers>
          <isin value="US2788651006"/>
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        <balance>3215.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>500993.45000000</valUSD>
        <pctVal>0.138222307285</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>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>78144.02000000</valUSD>
        <pctVal>0.021559656608</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Texas Roadhouse, Inc.</name>
        <lei>5299002Y1CNRPDGXTQ75</lei>
        <title>Texas Roadhouse, Inc.</title>
        <cusip>882681109</cusip>
        <identifiers>
          <isin value="US8826811098"/>
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        <balance>4278.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>176681.40000000</valUSD>
        <pctVal>0.048745768557</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>1589.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>111166.44000000</valUSD>
        <pctVal>0.030670424592</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>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>28200.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>605172.00000000</valUSD>
        <pctVal>0.166964797932</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="572982.00000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>CYXTERA DC HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>Cyxtera DC Holdings, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL237941"/>
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        <balance>105000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37216.20000000</valUSD>
        <pctVal>0.010267816939</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>Floating</couponKind>
          <annualizedRt>0.08050000</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>MGM Resorts International</name>
        <lei>54930066VBP7DZEGGJ87</lei>
        <title>MGM Resorts International</title>
        <cusip>552953CC3</cusip>
        <identifiers>
          <isin value="US552953CC35"/>
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        <balance>110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106150.00000000</valUSD>
        <pctVal>0.029286406675</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>
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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>49929.95000000</valUSD>
        <pctVal>0.013775495251</pctVal>
        <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>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>196430.56000000</valUSD>
        <pctVal>0.054194491414</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>Legrand SA</name>
        <lei>969500XXRPGD7HCAFA90</lei>
        <title>Legrand SA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0010307819"/>
        </identifiers>
        <balance>9483.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
        <valUSD>611631.01000000</valUSD>
        <pctVal>0.168746815770</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>Blackstone Mortgage Trust, Inc.</name>
        <lei>549300OLDJ20R2Y2UW20</lei>
        <title>Blackstone Mortgage Trust, Inc., Convertible</title>
        <cusip>09257WAB6</cusip>
        <identifiers>
          <isin value="US09257WAB63"/>
        </identifiers>
        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51350.00000000</valUSD>
        <pctVal>0.014167281985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-05</maturityDt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Blackstone Mortgage Trust Inc</name>
              <title>Blackstone Mortgage Trust Inc</title>
              <curCd>USD</curCd>
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                <cusip value="09257W100"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="28.03240000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HERCULES MERGER SUB LLC</name>
        <lei>549300C1PQJLVEIUBK50</lei>
        <title>Buckeye Partners, LP, Term Loan</title>
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        <identifiers>
          <ticker value="BL301560"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136800.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Telefonica, S.A.</name>
        <lei>549300EEJH4FEPDBBR25</lei>
        <title>Telefonica SA</title>
        <cusip>879382109</cusip>
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          <isin value="ES0178430E18"/>
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        <balance>23638.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
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        <pctVal>0.029680596467</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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PCSB Financial Corporation</name>
        <lei>N/A</lei>
        <title>PCSB Financial Corporation</title>
        <cusip>69324R104</cusip>
        <identifiers>
          <isin value="US69324R1041"/>
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        <balance>1414.00000000</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>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EastGroup Properties, Inc.</name>
        <lei>31TIGQQZC4P6JMHKSW85</lei>
        <title>EastGroup Properties, Inc.</title>
        <cusip>277276101</cusip>
        <identifiers>
          <isin value="US2772761019"/>
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        <balance>692.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72300.16000000</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>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>94575.00000000</valUSD>
        <pctVal>0.026092905429</pctVal>
        <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>
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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>M&amp;T Bank Corporation</name>
        <lei>549300WYXDDBYRASEG81</lei>
        <title>M&amp;T Bank Corporation</title>
        <cusip>55261F104</cusip>
        <identifiers>
          <isin value="US55261F1049"/>
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        <balance>1155.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119461.65000000</valUSD>
        <pctVal>0.032959043466</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>Nordea Bank Abp</name>
        <lei>529900ODI3047E2LIV03</lei>
        <title>Nordea Bank Abp</title>
        <cusip>65559CAA9</cusip>
        <identifiers>
          <isin value="US65559CAA99"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181000.00000000</valUSD>
        <pctVal>0.049937254905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-26</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications, Inc.</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating, LLC</title>
        <cusip>161175BQ6</cusip>
        <identifiers>
          <isin value="US161175BQ65"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51525.25000000</valUSD>
        <pctVal>0.014215632836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>
        </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"/>
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        <balance>282626.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>233638.52000000</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>2022-08-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.05780000</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>NHK Spring Co., Ltd.</name>
        <lei>35380033IJ3XRDV8VH57</lei>
        <title>NHK Spring Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3742600004"/>
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        <balance>10300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
        <valUSD>67186.25000000</valUSD>
        <pctVal>0.018536446919</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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136ABCF8</cusip>
        <identifiers>
          <isin value="US3136ABCF80"/>
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        <balance>1644532.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97213.07000000</valUSD>
        <pctVal>0.026820739540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Inberdon Enterprises Ltd.</name>
        <lei>549300VGDEEG8RT7VC89</lei>
        <title>United States Lime &amp; Minerals, Inc.</title>
        <cusip>911922102</cusip>
        <identifiers>
          <isin value="US9119221029"/>
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        <balance>2558.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>188908.30000000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Volt LXXXII LLC</name>
        <lei>N/A</lei>
        <title>Vericrest Opportunity Loan Transferee</title>
        <cusip>91833HAB0</cusip>
        <identifiers>
          <isin value="US91833HAB06"/>
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        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>670427.91000000</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>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>
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      </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>6544.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
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        <pctVal>0.152603370383</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>
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      </invstOrSec>
      <invstOrSec>
        <name>NuStar Energy L.P.</name>
        <lei>N62BF2PKP51FIIOIUN20</lei>
        <title>Nustar Logistics, LP, 8.565%</title>
        <cusip>67059T204</cusip>
        <identifiers>
          <isin value="US67059T2042"/>
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        <balance>3136.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41520.64000000</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>GCI Liberty, Inc.</name>
        <lei>N/A</lei>
        <title>GCI Liberty, Inc., Convertible</title>
        <cusip>36164VAA5</cusip>
        <identifiers>
          <isin value="US36164VAA52"/>
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        <balance>679000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>854703.47000000</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>2046-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <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>CVS Health Corporation</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS Health Corporation</title>
        <cusip>126650100</cusip>
        <identifiers>
          <isin value="US1266501006"/>
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        <balance>11420.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>677548.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National Bank of Canada</name>
        <lei>BSGEFEIOM18Y80CKCV46</lei>
        <title>National Bank of Canada</title>
        <cusip>633067954</cusip>
        <identifiers>
          <isin value="CA6330671034"/>
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        <balance>2154.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.40730000"/>
        <valUSD>83248.82000000</valUSD>
        <pctVal>0.022968052734</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>Samsung Electronics Co., Ltd.</name>
        <lei>9884007ER46L6N7EI764</lei>
        <title>Samsung Electronics Company, Ltd. GDR</title>
        <cusip>796050888</cusip>
        <identifiers>
          <isin value="US7960508882"/>
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        <balance>336.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>332350.24000000</valUSD>
        <pctVal>0.091694246700</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>Bank of America Corporation</name>
        <lei>549300QO5OB3VGJT6S64</lei>
        <title>BAC Capital Trust XIV</title>
        <cusip>05518VAA3</cusip>
        <identifiers>
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        <name>EnLink Midstream, LLC</name>
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        <name>Churchill Downs Incorporated</name>
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        <name>PCCW Limited</name>
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        <name>Senshu Ikeda Holdings, Inc.</name>
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        <name>Continental Resources, Inc.</name>
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        <name>Bunge Limited</name>
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        <name>Marvell Technology Group Ltd.</name>
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        <name>Dell Technologies Inc.</name>
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        <name>SoftBank Group Corp.</name>
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        <name>CIM Trust 2018 - R3</name>
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        <name>Ford Motor Company</name>
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        <name>Bausch Health Companies Inc.</name>
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        <name>Citigroup Inc.</name>
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        <name>Automatic Data Processing, Inc.</name>
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        <name>AutoZone, Inc.</name>
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        <name>Radnor Re 2018-1 Limited</name>
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        <name>Galaxy Entertainment Group Limited</name>
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        <title>Galaxy Entertainment Group, Ltd.</title>
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        <name>Unitil Corporation</name>
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        <title>Unitil Corporation</title>
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        <name>Cooperatieve Rabobank U.A.</name>
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        <title>Cooperatieve Centrale Raiffeisen-Boerenleenbank BA</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Enbridge Inc.</name>
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        <name>Prime Security Services Borrower, LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Change Healthcare Inc.</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>American States Water Company</name>
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          <isin value="US0298991011"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>B&amp;G Foods, Inc.</name>
        <lei>549300TRW1LZMDJZAQ78</lei>
        <title>B&amp;G Foods, Inc.</title>
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          <isin value="US05508R1068"/>
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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>Marathon Oil Corporation</name>
        <lei>1FRVQX2CRLGC1XLP5727</lei>
        <title>Marathon Oil Corporation</title>
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          <isin value="US5658491064"/>
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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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        <name>Nine Energy Service, Inc.</name>
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        <title>Nine Energy Service, 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>Delta Air Lines, Inc.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>Delta Air Lines, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Diamondback Energy, Inc.</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>Diamondback Energy, Inc.</title>
        <cusip>25278XAL3</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-12-01</maturityDt>
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        <name>LHC Group, Inc.</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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        <balance>43000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>Verizon Communications Inc.</name>
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        <title>Verizon Communications, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co</name>
        <lei>N/A</lei>
        <title>CBOT 2-Yr. U.S. Treasury Note</title>
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        <name>PayPal Holdings, Inc.</name>
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        <name>Crown Castle International Corp. (REIT)</name>
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        <title>Crown Castle International Corporation</title>
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      <invstOrSec>
        <name>TERRIER MEDIA BUYER INC</name>
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        <invCountry>US</invCountry>
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        <name>JPMorgan Chase &amp; Co.</name>
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        <title>Bear Stearns Adjustable Rate Mortgage Trust</title>
        <cusip>07384MZX3</cusip>
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        <name>Avista Corporation</name>
        <lei>Q0IK63NITJD6RJ47SW96</lei>
        <title>Avista 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>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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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03150000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>LKE37K2B8CFZUR7F9816</lei>
        <title>Capital One Bank USA NA</title>
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          <isin value="US14042TCT25"/>
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        <balance>48000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>43467.82000000</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>Variable</couponKind>
          <annualizedRt>0.02280000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Adobe Inc.</name>
        <lei>FU4LY2G4933NH2E1CP29</lei>
        <title>Adobe, Inc.</title>
        <cusip>00724F101</cusip>
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          <isin value="US00724F1012"/>
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        <balance>1844.00000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Broadridge Financial Solutions, Inc.</name>
        <lei>N/A</lei>
        <title>Broadridge Financial Solutions, Inc.</title>
        <cusip>11133T103</cusip>
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          <isin value="US11133T1034"/>
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        <balance>1158.00000000</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>Roku, Inc.</name>
        <lei>549300KR6ITU0YIR1T71</lei>
        <title>Roku, Inc.</title>
        <cusip>77543R102</cusip>
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          <isin value="US77543R1023"/>
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        <balance>211.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18458.28000000</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>CenterPoint Energy, Inc.</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CenterPoint Energy, Inc.</title>
        <cusip>15189TAR8</cusip>
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          <isin value="US15189TAR86"/>
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        <balance>43000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>42205.67000000</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>2022-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Taiyo Holdings Co., Ltd.</name>
        <lei>N/A</lei>
        <title>Taiyo Holdings Company, Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="JP3449100001"/>
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        <balance>1400.00000000</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 Coca-Cola Company</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>Coca-Cola Company</title>
        <cusip>191216100</cusip>
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          <isin value="US1912161007"/>
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        <balance>13605.00000000</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>54930057MDZ7KOVOTV71</lei>
        <title>AIG Global Funding</title>
        <cusip>00138CAD0</cusip>
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          <isin value="US00138CAD02"/>
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        <balance>56000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>55756.30000000</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>2020-07-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02150000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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>
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        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Castellum AB (publ)</name>
        <lei>549300GU5OHTR1T5IY68</lei>
        <title>Castellum AB</title>
        <cusip>N/A</cusip>
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          <isin value="SE0000379190"/>
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        <balance>7425.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>The Goldman Sachs Group, Inc.</name>
        <lei>N/A</lei>
        <title>GSAA Home Equity Trust</title>
        <cusip>36242DNF6</cusip>
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          <isin value="US36242DNF68"/>
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        <balance>76740.05000000</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>2034-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04523700</annualizedRt>
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      <invstOrSec>
        <name>Lamar Advertising Company (REIT)</name>
        <lei>N/A</lei>
        <title>Lamar Media Corporation</title>
        <cusip>513075BQ3</cusip>
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        <balance>80000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-02-15</maturityDt>
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      <invstOrSec>
        <name>American Tower Corporation (REIT)</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corporation</title>
        <cusip>03027XAF7</cusip>
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          <isin value="US03027XAF78"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-06-01</maturityDt>
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          <annualizedRt>0.02800000</annualizedRt>
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      <invstOrSec>
        <name>KeyCorp</name>
        <lei>RKPI3RZGV1V1FJTH5T61</lei>
        <title>KeyCorp</title>
        <cusip>493267108</cusip>
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        <balance>41263.00000000</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>Parsley Energy, Inc.</name>
        <lei>N/A</lei>
        <title>Parsley Energy, LLC</title>
        <cusip>701885AH8</cusip>
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          <isin value="US701885AH87"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>First Busey Corporation</name>
        <lei>549300X4ZNLYSX7GUY60</lei>
        <title>First Busey 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>Deutsche Bank Aktiengesellschaft</name>
        <lei>N/A</lei>
        <title>Deutsche Alt-A Securities, Inc., Mortgage Loan Trust</title>
        <cusip>251510FG3</cusip>
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          <isin value="US251510FG33"/>
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        <balance>157891.88300000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Hindalco Industries Limited</name>
        <lei>549300G5F3W3B52WYL23</lei>
        <title>Novelis Corporation</title>
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          <isin value="US670001AC05"/>
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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>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>61744YAN8</cusip>
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        <balance>84000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</annualizedRt>
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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>350403.89700000</balance>
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        <curCd>USD</curCd>
        <valUSD>293451.77000000</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>2037-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04082000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <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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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Medtronic plc</name>
        <lei>D56MRZY2INAN94ZONZ37</lei>
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          <isin value="US585055BS43"/>
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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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          <annualizedRt>0.03500000</annualizedRt>
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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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        <payoffProfile>Long</payoffProfile>
        <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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      <invstOrSec>
        <name>New York Community Bancorp, Inc.</name>
        <lei>529900HVXOTLY61GL030</lei>
        <title>New York Community Bancorp, Inc.</title>
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          <isin value="US6494451031"/>
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        <balance>1360.00000000</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>Volt LXXXIII LLC</name>
        <lei>N/A</lei>
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          <isin value="US92870FAA84"/>
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        <balance>107207.81000000</balance>
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        <curCd>USD</curCd>
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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>2049-12-27</maturityDt>
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          <annualizedRt>0.03425500</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge, Inc.</title>
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          <isin value="US29250NAW56"/>
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        <balance>267000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>200250.00000000</valUSD>
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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>2078-03-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06250000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CME Group Inc.</name>
        <lei>LCZ7XYGSLJUHFXXNXD88</lei>
        <title>CME Group, Inc.</title>
        <cusip>12572Q105</cusip>
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          <isin value="US12572Q1058"/>
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        <balance>658.00000000</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>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>J.P. Morgan Chase &amp; Company</title>
        <cusip>46625HRW2</cusip>
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          <isin value="US46625HRW24"/>
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        <balance>89000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>86143.99000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03030900</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ryman Hospitality Properties, Inc.</name>
        <lei>529900GCCWW9SRMPJR11</lei>
        <title>Ryman Hospitality Properties, Inc.</title>
        <cusip>749571AE5</cusip>
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          <isin value="US749571AE54"/>
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        <balance>80000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>60000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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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>110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>103675.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>Hess Corporation</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>Hess Corporation</title>
        <cusip>42809HAF4</cusip>
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        <balance>41000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>32558.88000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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      <invstOrSec>
        <name>Raymond James Financial, Inc.</name>
        <lei>RGUZHJ05YTITL6D76949</lei>
        <title>Raymond James Financial, Inc.</title>
        <cusip>754730109</cusip>
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          <isin value="US7547301090"/>
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        <balance>4744.00000000</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>ViacomCBS Inc.</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>Viacom, Inc.</title>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>85125.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-02-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05875000</annualizedRt>
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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>561931.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>505738.64000000</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>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Everi Holdings Inc.</name>
        <lei>5299006DK5S7BG10K532</lei>
        <title>Everi Holdings, Inc.</title>
        <cusip>30034T103</cusip>
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        <balance>20870.00000000</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>The Sherwin-Williams Company</name>
        <lei>Z15BMIOX8DDH0X2OBP21</lei>
        <title>Sherwin-Williams Company</title>
        <cusip>824348106</cusip>
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        <balance>507.00000000</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>Amadeus IT Group, S.A.</name>
        <lei>9598004A3FTY3TEHHN09</lei>
        <title>Amadeus IT Holding SA</title>
        <cusip>N/A</cusip>
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          <isin value="ES0109067019"/>
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        <balance>9563.00000000</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>Power Financial Corporation</name>
        <lei>50670041A514US1R5558</lei>
        <title>Pargesa Holding SA</title>
        <cusip>002178339</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hochschild Mining plc</name>
        <lei>549300JK10TVQ3CCJQ89</lei>
        <title>Hochschild Mining plc</title>
        <cusip>N/A</cusip>
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        <balance>5983.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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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>9700.00000000</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>
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          <isLoanByFund>N</isLoanByFund>
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      <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>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
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          <annualizedRt>0.04650000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>31205.56000000</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>2023-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02100000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cigna Corporation</name>
        <lei>5493003UA6VMND084504</lei>
        <title>Express Scripts Holding Company</title>
        <cusip>30219GAE8</cusip>
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          <isin value="US30219GAE89"/>
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        <balance>44000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>46225.91000000</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>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Aegon N.V.</name>
        <lei>KEIOKM01PSK5VZ5CCI74</lei>
        <title>Aegon Funding Corporation II, 5.100%</title>
        <cusip>00775V104</cusip>
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          <isin value="US00775V1044"/>
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        <balance>2750.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>57255.00000000</valUSD>
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        <assetCat>EP</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>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corporation</title>
        <cusip>15135B101</cusip>
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          <isin value="US15135B1017"/>
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        <balance>9321.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>553760.61000000</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>Vodafone Group Plc</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>Vodafone Group plc</title>
        <cusip>92857WBH2</cusip>
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          <isin value="US92857WBH25"/>
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        <balance>52000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>54142.59000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
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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>309658.94500000</balance>
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        <curCd>USD</curCd>
        <valUSD>317519.42000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <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>
        <identifiers>
          <isin value="US90932LAB36"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63152.43000000</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>2022-12-01</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>Ally Financial Inc.</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>Ally Financial, Inc.</title>
        <cusip>02005NBF6</cusip>
        <identifiers>
          <isin value="US02005NBF69"/>
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        <balance>105000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102711.00000000</valUSD>
        <pctVal>0.028337598832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>United Airlines Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>United Airlines Holdings, Inc.</title>
        <cusip>910047109</cusip>
        <identifiers>
          <isin value="US9100471096"/>
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        <balance>6013.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>189710.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Conventional 30-Yr. Pass Through</title>
        <cusip>01F030652</cusip>
        <identifiers>
          <ticker value="01F03065"/>
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        <balance>768000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>804207.96000000</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>2049-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hewlett Packard Enterprise Company</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>Hewlett Packard Enterprise Company</title>
        <cusip>42824CBE8</cusip>
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          <isin value="US42824CBE84"/>
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        <balance>33000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32245.04000000</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>2023-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02250000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FirstEnergy Corporation</title>
        <cusip>337932107</cusip>
        <identifiers>
          <isin value="US3379321074"/>
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        <balance>4230.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>169496.10000000</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>Ally Financial Inc.</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>Ally Financial, Inc.</title>
        <cusip>02005N100</cusip>
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          <isin value="US02005N1000"/>
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        <balance>17832.00000000</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>Deere &amp; Company</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>John Deere Capital Corporation</title>
        <cusip>24422EVE6</cusip>
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          <isin value="US24422EVE66"/>
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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>2023-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01200000</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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        <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>Cisco Systems, Inc.</name>
        <lei>8E6NF1YAL0WT6CWXXV93</lei>
        <title>Cisco Systems, Inc.</title>
        <cusip>17275R102</cusip>
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          <isin value="US17275R1023"/>
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        <balance>48383.00000000</balance>
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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>Continental Resources, Inc.</name>
        <lei>XXRTID9RYWOZ0UPIVR53</lei>
        <title>Continental Resources, Inc.</title>
        <cusip>212015101</cusip>
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          <isin value="US2120151012"/>
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        <balance>2051.00000000</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>Nippon Steel Corporation</name>
        <lei>N/A</lei>
        <title>Sanyo Special Steel Company, Ltd.</title>
        <cusip>334200000</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Ivanhoe Mines Ltd.</name>
        <lei>5299006XZISURYIA4G32</lei>
        <title>Ivanhoe Mines, Ltd.</title>
        <cusip>46579R955</cusip>
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          <isin value="CA46579R1047"/>
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        <balance>44621.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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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        <valUSD>195299.44000000</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>Chubb Limited</name>
        <lei>CZCBJZWDMLTHWJDXU843</lei>
        <title>ACE INA Holdings, Inc.</title>
        <cusip>00440EAU1</cusip>
        <identifiers>
          <isin value="US00440EAU10"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65962.80000000</valUSD>
        <pctVal>0.018198901424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02875000</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>95704.87300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101164.68000000</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>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>Aon PLC</name>
        <lei>VVT2B79I2Z4U3R6BY589</lei>
        <title>Aon plc</title>
        <cusip>G0408V102</cusip>
        <identifiers>
          <isin value="US0373891037"/>
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        <balance>908.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149856.32000000</valUSD>
        <pctVal>0.041344824591</pctVal>
        <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>
      <invstOrSec>
        <name>Liberty Mutual Holding Company Inc.</name>
        <lei>QUR0DG15Z6FFGYCHH861</lei>
        <title>Liberty Mutual Group, Inc.</title>
        <cusip>53079EAV6</cusip>
        <identifiers>
          <isin value="US53079EAV65"/>
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        <balance>35000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35899.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Norwegian Cruise Line Holdings Ltd.</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
        <title>NCL Corporation, Ltd.</title>
        <cusip>62886HAP6</cusip>
        <identifiers>
          <isin value="US62886HAP64"/>
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        <balance>120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76536.00000000</valUSD>
        <pctVal>0.021116009621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</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>
        <name>Exxon Mobil Corporation</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>Exxon Mobil Corporation</title>
        <cusip>30231G102</cusip>
        <identifiers>
          <isin value="US30231G1022"/>
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        <balance>6125.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>232566.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FirstEnergy Corporation</title>
        <cusip>337932AK3</cusip>
        <identifiers>
          <isin value="US337932AK39"/>
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        <balance>30000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29002.65000000</valUSD>
        <pctVal>0.008001727767</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>0.02050000</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 Home Depot, Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>Home Depot, Inc.</title>
        <cusip>437076BG6</cusip>
        <identifiers>
          <isin value="US437076BG61"/>
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        <balance>65000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66115.49000000</valUSD>
        <pctVal>0.018241028051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02625000</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>ViacomCBS Inc.</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>ViacomCBS, Inc.</title>
        <cusip>92556H206</cusip>
        <identifiers>
          <isin value="US92556H2067"/>
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        <balance>4623.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64768.23000000</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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136AE4H7</cusip>
        <identifiers>
          <isin value="US3136AE4H79"/>
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        <balance>979901.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50627.89000000</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>2031-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</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>
      <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>4200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
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        <pctVal>0.010326580121</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>Thrivent Mutual Funds</name>
        <lei>N/A</lei>
        <title>Thrivent Core Emerging Markets Debt Fund</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value=".TCFEMD"/>
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        <balance>3023627.94230000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26728871.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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>170500.52000000</balance>
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        <curCd>USD</curCd>
        <valUSD>154635.62000000</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>2049-08-25</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Aptiv PLC</name>
        <lei>N/A</lei>
        <title>Aptiv plc</title>
        <cusip>G6095L109</cusip>
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          <isin value="JE00B783TY65"/>
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        <balance>4088.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Kemper Corporation</name>
        <lei>549300FNI1JKTRY2PV09</lei>
        <title>Kemper Corporation</title>
        <cusip>488401100</cusip>
        <identifiers>
          <isin value="US4884011002"/>
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        <balance>4954.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>368428.98000000</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>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>627262.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>596946.90000000</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>2025-07-17</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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>122710.95000000</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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>
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        <curCd>USD</curCd>
        <valUSD>51026.74000000</valUSD>
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        <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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Public Service Enterprise Group Incorporated</name>
        <lei>N/A</lei>
        <title>PSEG Power, LLC</title>
        <cusip>69362BBB7</cusip>
        <identifiers>
          <isin value="US69362BBB71"/>
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        <balance>55000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>55157.17000000</valUSD>
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        <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>0.03000000</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>AMETEK, Inc.</name>
        <lei>549300WZDEF9KKE40E98</lei>
        <title>AMETEK, Inc.</title>
        <cusip>031100100</cusip>
        <identifiers>
          <isin value="US0311001004"/>
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        <balance>6353.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>457543.06000000</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>MGE Energy, Inc.</name>
        <lei>N/A</lei>
        <title>MGE Energy, Inc.</title>
        <cusip>55277P104</cusip>
        <identifiers>
          <isin value="US55277P1049"/>
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        <balance>545.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35681.15000000</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>Ipsos SA</name>
        <lei>9695002OY2X35E9X8W87</lei>
        <title>Ipsos SA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0000073298"/>
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        <balance>1462.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
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        <pctVal>0.008369497716</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Virtusa Corporation</name>
        <lei>C77OMXDER63WLJCSKT03</lei>
        <title>Virtusa Corporation</title>
        <cusip>92827P102</cusip>
        <identifiers>
          <isin value="US92827P1021"/>
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        <balance>6109.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>173495.60000000</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>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge, Inc.</title>
        <cusip>29250NAQ8</cusip>
        <identifiers>
          <isin value="US29250NAQ88"/>
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        <balance>42000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38568.98000000</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>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Biogen Inc.</name>
        <lei>W8J5WZB5IY3K0NDQT671</lei>
        <title>Biogen, Inc.</title>
        <cusip>09062X103</cusip>
        <identifiers>
          <isin value="US09062X1037"/>
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        <balance>1440.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>455587.20000000</valUSD>
        <pctVal>0.125694884740</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>Sonova Holding AG</name>
        <lei>5299004A0QNX7FBNHS61</lei>
        <title>Sonova Holding AG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH0012549785"/>
        </identifiers>
        <balance>1308.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96250000"/>
        <valUSD>233235.26000000</valUSD>
        <pctVal>0.064348776970</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>Antler Mortgage Trust 2019-RTL 1</name>
        <lei>N/A</lei>
        <title>Antler Mortgage Trust</title>
        <cusip>03720BAA6</cusip>
        <identifiers>
          <isin value="US03720BAA61"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>348740.88000000</valUSD>
        <pctVal>0.096216365859</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hokuetsu Corporation</name>
        <lei>549300CBTMD053ZJ7C79</lei>
        <title>Hokuetsu Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3841800000"/>
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        <balance>2700.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
        <valUSD>10081.21000000</valUSD>
        <pctVal>0.002781369908</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>Equity Residential</name>
        <lei>5493008RACSH5EP3PI59</lei>
        <title>Equity Residential</title>
        <cusip>29476L107</cusip>
        <identifiers>
          <isin value="US29476L1070"/>
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        <balance>10078.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>621913.38000000</valUSD>
        <pctVal>0.171583685006</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>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>63998.50000000</valUSD>
        <pctVal>0.017656958055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>
      <invstOrSec>
        <name>Mitsui &amp; Co., Ltd.</name>
        <lei>2NRSB4GOU9DD6CNW5R48</lei>
        <title>Mitsui &amp; Company, Ltd.</title>
        <cusip>389360000</cusip>
        <identifiers>
          <isin value="JP3893600001"/>
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        <balance>43900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
        <valUSD>609494.74000000</valUSD>
        <pctVal>0.168157426491</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>Chiyoda Co., Ltd.</name>
        <lei>N/A</lei>
        <title>Chiyoda Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3528400009"/>
        </identifiers>
        <balance>2400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
        <valUSD>25823.97000000</valUSD>
        <pctVal>0.007124741284</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>
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      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>BB&amp;T Corporation</title>
        <cusip>05531FBH5</cusip>
        <identifiers>
          <isin value="US05531FBH55"/>
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        <balance>34000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33622.20000000</valUSD>
        <pctVal>0.009276245148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</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>
        <name>Transcontinental Inc.</name>
        <lei>549300C86G4JLR01YF53</lei>
        <title>Transcontinental, Inc.</title>
        <cusip>893578955</cusip>
        <identifiers>
          <isin value="CA8935781044"/>
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        <balance>2814.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.40730000"/>
        <valUSD>24974.67000000</valUSD>
        <pctVal>0.006890422441</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>iStar Inc.</name>
        <lei>QFFLKWYYS3UPWD86E794</lei>
        <title>iStar, Inc., Convertible</title>
        <cusip>45031UCB5</cusip>
        <identifiers>
          <isin value="US45031UCB52"/>
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        <balance>81000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79287.63000000</valUSD>
        <pctVal>0.021875174531</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>0.03125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>iStar Inc</name>
              <title>iStar Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="45031U101"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="68.34200000" 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>
        <name>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>Credit Suisse Group AG</title>
        <cusip>225401AL2</cusip>
        <identifiers>
          <isin value="US225401AL29"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175540.00000000</valUSD>
        <pctVal>0.048430860365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-21</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Valeant Pharmaceuticals International, Inc.</name>
        <lei>KOO0397YRO83WY5MGD97</lei>
        <title>Bausch Health Companies, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL270111"/>
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        <balance>1182374.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1118822.33000000</valUSD>
        <pctVal>0.308679093299</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>Floating</couponKind>
          <annualizedRt>0.03611600</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>Sumitomo Electric Industries, Ltd.</name>
        <lei>5493005SP87FL5TOS202</lei>
        <title>Sumitomo Electric Industries, Ltd.</title>
        <cusip>340740000</cusip>
        <identifiers>
          <isin value="JP3407400005"/>
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        <balance>45700.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
        <valUSD>477472.82000000</valUSD>
        <pctVal>0.131733049297</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>Louisiana-Pacific Corporation</name>
        <lei>549300C7E2UAO5BVRR75</lei>
        <title>Louisiana-Pacific Corporation</title>
        <cusip>546347105</cusip>
        <identifiers>
          <isin value="US5463471053"/>
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        <balance>16079.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>276237.22000000</valUSD>
        <pctVal>0.076212864472</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>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="1.40730000"/>
        <valUSD>210163.27000000</valUSD>
        <pctVal>0.057983297158</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>Aoyama Trading Co., Ltd.</name>
        <lei>549300FYZLM486BSOQ14</lei>
        <title>Aoyama Trading Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3106200003"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sumitomo Chemical Company, Limited</name>
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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>Deutsche Bank Aktiengesellschaft</name>
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        <title>Deutsche Bank AG of New York</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-02-27</maturityDt>
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      <invstOrSec>
        <name>CSL Limited</name>
        <lei>529900ECSECK5ZDQTE14</lei>
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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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Euronext N.V.</name>
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        <title>Euronext NV</title>
        <cusip>N/A</cusip>
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          <isin value="NL0006294274"/>
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        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CenterPoint Energy, Inc.</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CenterPoint Energy, Inc.</title>
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          <isin value="US15189TAW71"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>The Bank of Nova Scotia</name>
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        <curCd>USD</curCd>
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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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136ABC35</cusip>
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          <isin value="US3136ABC354"/>
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        <curCd>USD</curCd>
        <valUSD>66874.62000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>Microsoft Corporation</title>
        <cusip>594918104</cusip>
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        <curCd>USD</curCd>
        <valUSD>4496785.23000000</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>BlackRock, Inc.</name>
        <lei>N/A</lei>
        <title>BlackRock, Inc.</title>
        <cusip>09247X101</cusip>
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          <isin value="US09247X1019"/>
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        <balance>960.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>422371.20000000</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>Regions Financial Corporation</name>
        <lei>CW05CS5KW59QTC0DG824</lei>
        <title>Regions Financial Corporation, 5.700%</title>
        <cusip>7591EP704</cusip>
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        <balance>4000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>94000.00000000</valUSD>
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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>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>J.P. Morgan Chase &amp; Company</title>
        <cusip>46625HJY7</cusip>
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        <balance>70000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</annualizedRt>
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        <name>Zoetis Inc.</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>Zoetis, Inc.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-02-01</maturityDt>
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          <annualizedRt>0.03250000</annualizedRt>
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        <name>VeriSign, Inc.</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
        <title>VeriSign, Inc.</title>
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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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      <invstOrSec>
        <name>Comerica Incorporated</name>
        <lei>I9Q57JVPWHHZ3ZGBW498</lei>
        <title>Comerica, Inc.</title>
        <cusip>200340107</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>Morgan Stanley &amp; Co</name>
        <lei>N/A</lei>
        <title>CBOT 5-Yr. U.S. Treasury Note</title>
        <cusip>N/A</cusip>
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          <ticker value="FVM0"/>
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        <balance>-1.00000000</balance>
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        <valUSD>-4609.91000000</valUSD>
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        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>Oha Credit Funding 1, Ltd.</name>
        <lei>N/A</lei>
        <title>OHA Credit Funding 1, Ltd.</title>
        <cusip>67115WAE0</cusip>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>Wirecard AG</name>
        <lei>529900A8LX4KL0YUTH71</lei>
        <title>Wirecard AG</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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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        <balance>43000.00000000</balance>
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        <valUSD>38817.28000000</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Pfizer Inc.</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>Pfizer, Inc.</title>
        <cusip>717081103</cusip>
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        <curCd>USD</curCd>
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        <pctVal>0.150838099458</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>Vishay Intertechnology, Inc.</name>
        <lei>5493009O8F3QQJTCQR75</lei>
        <title>Vishay Intertechnology, Inc., Convertible</title>
        <cusip>928298AP3</cusip>
        <identifiers>
          <isin value="US928298AP38"/>
        </identifiers>
        <balance>110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97693.75000000</valUSD>
        <pctVal>0.026953357438</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>
                <cusip value="928298108"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="31.82780000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cigna Corporation</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Holding Company</title>
        <cusip>125523100</cusip>
        <identifiers>
          <isin value="US1255231003"/>
        </identifiers>
        <balance>2363.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>418676.34000000</valUSD>
        <pctVal>0.115511310019</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>Fuji Soft Incorporated</name>
        <lei>N/A</lei>
        <title>Fuji Soft, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3816600005"/>
        </identifiers>
        <balance>3400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
        <valUSD>109153.24000000</valUSD>
        <pctVal>0.030114989887</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>Danaher Corporation</name>
        <lei>S4BKK9OTCEWQ3YHPFM11</lei>
        <title>Danaher Corporation</title>
        <cusip>235851102</cusip>
        <identifiers>
          <isin value="US2358511028"/>
        </identifiers>
        <balance>4743.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>656478.63000000</valUSD>
        <pctVal>0.181120114289</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>Liberty Media Corporation</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio, Inc.</title>
        <cusip>82967NBA5</cusip>
        <identifiers>
          <isin value="US82967NBA54"/>
        </identifiers>
        <balance>220000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223278.00000000</valUSD>
        <pctVal>0.061601604424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Clear Channel Outdoor Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>Clear Channel Worldwide Holdings, Inc.</title>
        <cusip>18453HAA4</cusip>
        <identifiers>
          <isin value="US18453HAA41"/>
        </identifiers>
        <balance>110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103004.00000000</valUSD>
        <pctVal>0.028418436487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136A66D1</cusip>
        <identifiers>
          <isin value="US3136A66D15"/>
        </identifiers>
        <balance>867344.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46884.47000000</valUSD>
        <pctVal>0.012935258174</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Meritor, Inc.</name>
        <lei>5LTG829X630QFHTFBO82</lei>
        <title>Meritor, Inc.</title>
        <cusip>59001K100</cusip>
        <identifiers>
          <isin value="US59001K1007"/>
        </identifiers>
        <balance>11503.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>152414.75000000</valUSD>
        <pctVal>0.042050686310</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>RELX PLC</name>
        <lei>549300WSX3VBUFFJOO66</lei>
        <title>RELX plc</title>
        <cusip>00B2B0DG9</cusip>
        <identifiers>
          <isin value="GB00B2B0DG97"/>
        </identifiers>
        <balance>30827.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80509000"/>
        <valUSD>657921.79000000</valUSD>
        <pctVal>0.181518276989</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>Japan Hotel REIT Investment Corporation</name>
        <lei>353800L8KG849FP1JI68</lei>
        <title>Japan Hotel REIT Investment Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3046400002"/>
        </identifiers>
        <balance>367.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
        <valUSD>107134.13000000</valUSD>
        <pctVal>0.029557924634</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>Cardtronics plc</name>
        <lei>YMFI60WPVOWROKG67Y03</lei>
        <title>Cardtronics, Inc., Convertible</title>
        <cusip>14161HAG3</cusip>
        <identifiers>
          <isin value="US14161HAG39"/>
        </identifiers>
        <balance>207000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197002.64000000</valUSD>
        <pctVal>0.054352326247</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"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Air Lease Corporation</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>Air Lease Corporation</title>
        <cusip>00914AAF9</cusip>
        <identifiers>
          <isin value="US00914AAF93"/>
        </identifiers>
        <balance>32000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24405.40000000</valUSD>
        <pctVal>0.006733362877</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>0.02300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Parker-Hannifin Corporation</name>
        <lei>5493002CONDB4N2HKI23</lei>
        <title>Parker-Hannifin Corporation</title>
        <cusip>701094104</cusip>
        <identifiers>
          <isin value="US7010941042"/>
        </identifiers>
        <balance>3257.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>422530.61000000</valUSD>
        <pctVal>0.116574689375</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>Sundrug Co.,Ltd.</name>
        <lei>N/A</lei>
        <title>Sundrug Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3336600006"/>
        </identifiers>
        <balance>11200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
        <valUSD>358895.31000000</valUSD>
        <pctVal>0.099017936905</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>Banco Santander, S.A.</name>
        <lei>549300F5XIFGNNW4CF72</lei>
        <title>Santander UK Group Holdings plc</title>
        <cusip>80281LAE5</cusip>
        <identifiers>
          <isin value="US80281LAE56"/>
        </identifiers>
        <balance>86000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84639.04000000</valUSD>
        <pctVal>0.023351609477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02875000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bright Horizons Family Solutions Inc.</name>
        <lei>N/A</lei>
        <title>Bright Horizons Family Solutions, Inc.</title>
        <cusip>109194100</cusip>
        <identifiers>
          <isin value="US1091941005"/>
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        <balance>1027.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104754.00000000</valUSD>
        <pctVal>0.028901255250</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>Hanwa Co., Ltd.</name>
        <lei>8EUP1TJYZFX3T1E5AJ33</lei>
        <title>Hanwa Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3777800008"/>
        </identifiers>
        <balance>3200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
        <valUSD>49548.27000000</valUSD>
        <pctVal>0.013670191100</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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136AFXT6</cusip>
        <identifiers>
          <isin value="US3136AFXT69"/>
        </identifiers>
        <balance>635131.80200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38482.57000000</valUSD>
        <pctVal>0.010617203908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-25</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>St Barbara Limited</name>
        <lei>2549001WR6XSXNOD1F93</lei>
        <title>St Barbara, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000SBM8"/>
        </identifiers>
        <balance>7424.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.62575000"/>
        <valUSD>9802.37000000</valUSD>
        <pctVal>0.002704438946</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>Residential Funding Mortgage Securities I Inc.</name>
        <lei>N/A</lei>
        <title>Residential Funding Mortgage Security I Trust</title>
        <cusip>76200RAV0</cusip>
        <identifiers>
          <isin value="US76200RAV06"/>
        </identifiers>
        <balance>285905.84800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254046.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-07-25</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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>
        <valUSD>30033.41000000</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>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01850000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Herc Holdings Inc.</name>
        <lei>549300TP80QLITMSBP82</lei>
        <title>Herc Holdings, Inc.</title>
        <cusip>42704LAA2</cusip>
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          <isin value="US42704LAA26"/>
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        <balance>60000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>55800.00000000</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>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>U.S. Bancorp</name>
        <lei>N/A</lei>
        <title>USB Realty Corporation</title>
        <cusip>903312AA4</cusip>
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          <isin value="US903312AA48"/>
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        <balance>184000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138000.00000000</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>2022-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02978300</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>Gold Road Resources Limited</name>
        <lei>213800HJWH96TDEMNY83</lei>
        <title>Gold Road Resources, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU000000GOR5"/>
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        <balance>18865.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.62575000"/>
        <valUSD>16037.07000000</valUSD>
        <pctVal>0.004424570455</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>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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59172.23000000</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>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03625000</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>The Southern Company</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>Southern Company</title>
        <cusip>842587CS4</cusip>
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          <isin value="US842587CS44"/>
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        <balance>43000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43109.21000000</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>2021-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02350000</annualizedRt>
          <isDefault>N</isDefault>
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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>Federal Home Loan Banks Office of Finance</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Bank Discount Notes</title>
        <cusip>313384YA1</cusip>
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          <isin value="US313384YA11"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>199972.00000000</valUSD>
        <pctVal>0.055171562088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <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>
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        <curCd>USD</curCd>
        <valUSD>61257.86000000</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>2023-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>N/A</lei>
        <title>Banc of America Alternative Loan Trust</title>
        <cusip>05948KR92</cusip>
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          <isin value="US05948KR925"/>
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        <balance>241977.79600000</balance>
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        <curCd>USD</curCd>
        <valUSD>208760.92000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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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          <isin value="US89051QAA13"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>436284.00000000</valUSD>
        <pctVal>0.120369200658</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04375000</annualizedRt>
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      <invstOrSec>
        <name>Resolute Mining Limited</name>
        <lei>254900MP8JONT590XY28</lei>
        <title>Resolute Mining, Ltd.</title>
        <cusip>N/A</cusip>
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          <isin value="AU000000RSG6"/>
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        <balance>30128.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Nissan Motor Co., Ltd.</name>
        <lei>353800DRBDH1LUTNAY26</lei>
        <title>Nissan Motor Company, Ltd.</title>
        <cusip>367240000</cusip>
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          <isin value="JP3672400003"/>
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        <balance>4600.00000000</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>Glencore plc</name>
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        <title>Xstrata Finance Canada, Ltd.</title>
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        <balance>66000.00000000</balance>
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        <valUSD>65363.10000000</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>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04950000</annualizedRt>
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      <invstOrSec>
        <name>CenturyLink, Inc.</name>
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        <title>Level 3 Financing, Inc., Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL322278"/>
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        <balance>725000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Crocs, Inc.</name>
        <lei>549300B0J6YCXD63OG72</lei>
        <title>Crocs, Inc.</title>
        <cusip>227046109</cusip>
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        <balance>10280.00000000</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>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>5343.00000000</balance>
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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>Casey's General Stores, Inc.</name>
        <lei>549300CAFWSI86V66Q65</lei>
        <title>Casey's General Stores, Inc.</title>
        <cusip>147528103</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>Encompass Health Corporation</name>
        <lei>549300FVRPM9DRQZRG64</lei>
        <title>Encompass Health Corporation</title>
        <cusip>29261AAA8</cusip>
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        <balance>110000.00000000</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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          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Westpac Banking Corporation</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>Westpac Banking Corporation</title>
        <cusip>961214EJ8</cusip>
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        <balance>32000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>31632.78000000</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>2023-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nabors Industries Ltd.</name>
        <lei>N/A</lei>
        <title>Nabors Industries, Ltd.</title>
        <cusip>629571AA8</cusip>
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          <isin value="US629571AA86"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13600.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07250000</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>Simon Property Group, Inc.</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>Simon Property Group, LP</title>
        <cusip>828807CX3</cusip>
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          <isin value="US828807CX32"/>
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        <balance>40000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39451.01000000</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>2021-07-15</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>
      <invstOrSec>
        <name>MAUSER PACKAGING SOLUT</name>
        <lei>549300DNGHXL0OMHW304</lei>
        <title>BWAY Holding Company, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL238753"/>
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        <balance>501312.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406379.25000000</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>2024-04-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.05084000</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>Regions Financial Corporation</name>
        <lei>CW05CS5KW59QTC0DG824</lei>
        <title>Regions Financial Corporation</title>
        <cusip>7591EPAP5</cusip>
        <identifiers>
          <isin value="US7591EPAP55"/>
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        <balance>41000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41508.57000000</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>2023-08-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03800000</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>Crown Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>Crown Americas Capital Corporation IV</title>
        <cusip>228189AB2</cusip>
        <identifiers>
          <isin value="US228189AB23"/>
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        <balance>190000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194561.90000000</valUSD>
        <pctVal>0.053678934780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.04500000</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>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>Federal National Mortgage Association - REMIC</title>
        <cusip>3136AAKZ7</cusip>
        <identifiers>
          <isin value="US3136AAKZ79"/>
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        <balance>1245656.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71885.32000000</valUSD>
        <pctVal>0.019832903584</pctVal>
        <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>
          <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>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>60406.04000000</valUSD>
        <pctVal>0.016665811145</pctVal>
        <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>
      <invstOrSec>
        <name>Nestle S.A.</name>
        <lei>KY37LUS27QQX7BB93L28</lei>
        <title>Nestle SA</title>
        <cusip>003886335</cusip>
        <identifiers>
          <isin value="CH0038863350"/>
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        <balance>8759.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96250000"/>
        <valUSD>896639.52000000</valUSD>
        <pctVal>0.247379647892</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>
        <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>58800.00000000</valUSD>
        <pctVal>0.016222710433</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>4091.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>298479.36000000</valUSD>
        <pctVal>0.082349391626</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>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0005405286"/>
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        <balance>19481.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80509000"/>
        <valUSD>109361.61000000</valUSD>
        <pctVal>0.030172478427</pctVal>
        <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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          <isLoanByFund>N</isLoanByFund>
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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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35235.54000000</valUSD>
        <pctVal>0.009721359904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03400000</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>TOTAL S.A.</name>
        <lei>529900S21EQ1BO4ESM68</lei>
        <title>Total SA</title>
        <cusip>000012027</cusip>
        <identifiers>
          <isin value="FR0000120271"/>
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        <balance>2381.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
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        <pctVal>0.024751582485</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>Inaba Denki Sangyo Co.,Ltd.</name>
        <lei>N/A</lei>
        <title>Inaba Denki Sangyo Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3146200005"/>
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        <balance>7200.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
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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>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>93297.60000000</valUSD>
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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>0.03875000</annualizedRt>
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      <invstOrSec>
        <name>L E Lundbergforetagen AB (publ)</name>
        <lei>529900BPSFZS6O3A9R04</lei>
        <title>L E Lundbergforetagen AB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0000108847"/>
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        <balance>900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.89255000"/>
        <valUSD>36483.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>
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        <curCd>USD</curCd>
        <valUSD>127725.00000000</valUSD>
        <pctVal>0.035238872280</pctVal>
        <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>
          <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>MGIC Investment Corporation</name>
        <lei>254900S8483WM4M98R28</lei>
        <title>MGIC Investment Corporation, Convertible</title>
        <cusip>552848AB9</cusip>
        <identifiers>
          <isin value="US552848AB94"/>
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        <balance>459000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>594787.55000000</valUSD>
        <pctVal>0.164099765187</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>MGIC Investment Corp</name>
              <title>MGIC Investment Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="552848103"/>
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          <currencyInfos>
            <currencyInfo convRatio="74.47180000" 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>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>37541.53000000</valUSD>
        <pctVal>0.010357574326</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <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>323278.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>317548.20000000</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>2048-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04121000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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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>
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          <isin value="US38148BAB45"/>
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        <balance>86000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>76862.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05375000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citizens Financial Group, Inc.</name>
        <lei>2138004JDDA4ZQUPFW65</lei>
        <title>Citizens Financial Group, Inc.</title>
        <cusip>174610105</cusip>
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          <isin value="US1746101054"/>
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        <balance>2358.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44353.98000000</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>
        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>Amgen, Inc.</title>
        <cusip>031162100</cusip>
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          <isin value="US0311621009"/>
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        <balance>2597.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>526489.81000000</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>Freeport-McMoRan Inc.</name>
        <lei>549300IRDTHJQ1PVET45</lei>
        <title>Freeport-McMoRan, Inc.</title>
        <cusip>35671DCF0</cusip>
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          <isin value="US35671DCF06"/>
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        <balance>90000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>78192.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NexTier Oilfield Solutions Inc.</name>
        <lei>529900L27H2D4QT0IT24</lei>
        <title>NexTier Oilfield Solutions, Inc.</title>
        <cusip>65290C105</cusip>
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          <isin value="US65290C1053"/>
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        <balance>6394.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7480.98000000</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>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>58918.49000000</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>2021-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04375000</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>Novo Nordisk A/S</name>
        <lei>549300DAQ1CVT6CXN342</lei>
        <title>Novo Nordisk AS</title>
        <cusip>006053491</cusip>
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          <isin value="DK0060534915"/>
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        <balance>16405.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.76910000"/>
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        <pctVal>0.270279874247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ASSA ABLOY AB (publ)</name>
        <lei>549300YECS8HKCIMMB67</lei>
        <title>Assa Abloy AB</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SE0007100581"/>
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        <balance>9737.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.89255000"/>
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        <pctVal>0.050151689892</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>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>125191.66000000</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>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>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mizrahi Tefahot Bank Ltd.</name>
        <lei>YZO9YEGEO4VYDZMDWF93</lei>
        <title>Mizrahi Tefahot Bank, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IL0006954379"/>
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        <balance>2460.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="ILS" exchangeRt="3.54150000"/>
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        <pctVal>0.012492049862</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>
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      <invstOrSec>
        <name>Diamondback Energy, Inc.</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>Diamondback Energy, Inc.</title>
        <cusip>25278X109</cusip>
        <identifiers>
          <isin value="US25278X1090"/>
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        <balance>6035.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>158117.00000000</valUSD>
        <pctVal>0.043623916761</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>United Airlines Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>United Continental Holdings, Inc.</title>
        <cusip>910047AK5</cusip>
        <identifiers>
          <isin value="US910047AK50"/>
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        <balance>120000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>103200.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04875000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ally Financial Inc.</name>
        <lei>N/A</lei>
        <title>GMAC Capital Trust I, 7.477%</title>
        <cusip>361860208</cusip>
        <identifiers>
          <isin value="US3618602086"/>
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        <balance>7800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>159978.00000000</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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      <invstOrSec>
        <name>SVB Financial Group</name>
        <lei>549300D2KJ20JMXE7542</lei>
        <title>SVB Financial Group</title>
        <cusip>78486Q101</cusip>
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          <isin value="US78486Q1013"/>
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        <balance>541.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81734.28000000</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>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
        <cusip>172967MF5</cusip>
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          <isin value="US172967MF56"/>
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        <balance>105000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>108117.74000000</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>2025-04-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03352000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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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          <isin value="US911365BN33"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>223750.00000000</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>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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      <invstOrSec>
        <name>Spectrum Brands Holdings, Inc.</name>
        <lei>549300VU3EH2E73C1Q04</lei>
        <title>Spectrum Brands, Inc.</title>
        <cusip>84762LAV7</cusip>
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          <isin value="US84762LAV71"/>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>42500.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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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>
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          <isin value="US4165185046"/>
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        <balance>3700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96681.00000000</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>
        </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>15413.61000000</valUSD>
        <pctVal>0.004252560064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OMV Aktiengesellschaft</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Advanced Micro Devices, Inc.</name>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Spirax-Sarco Engineering plc</name>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hamilton Lane Incorporated</name>
        <lei>5493006OKN3V1NORM833</lei>
        <title>Hamilton Lane, Inc.</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Littelfuse, Inc.</name>
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          <isin value="US5370081045"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>Farm Credit System</name>
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        <title>Agribank FCB, 6.875%</title>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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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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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>ServiceMaster Global Holdings, Inc.</name>
        <lei>HZPA4EQ289DXC7NQGK91</lei>
        <title>ServiceMaster Company, LLC</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Groupe BPCE</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA</title>
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          <isin value="US05583JAA07"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-05-22</maturityDt>
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        <name>NextEra Energy, Inc.</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>Florida Power &amp; Light Company</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Prudential Financial, Inc.</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
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        <name>Chubb Limited</name>
        <lei>E0JAN6VLUDI1HITHT809</lei>
        <title>Chubb, Ltd.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>CH</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>UnitedHealth Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UnitedHealth Group, Inc.</title>
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        <name>Medical Properties Trust, Inc.</name>
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        <title>MPT Operating Partnership, LP</title>
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        <name>Douglas Emmett, Inc.</name>
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        <title>Douglas Emmett, Inc.</title>
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        <name>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>McDonald's Corporation</title>
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        <name>EQT Corporation</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT Corporation</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corporation</title>
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        <balance>39000.00000000</balance>
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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>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03700000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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 - ACES</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>CenturyLink, Inc.</name>
        <lei>N/A</lei>
        <title>Level 3 Financing, Inc.</title>
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          <isin value="US527298BM48"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>99937.50000000</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>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05250000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Tronox Holdings plc</name>
        <lei>N/A</lei>
        <title>Tronox Finance plc</title>
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          <isin value="US89705PAA30"/>
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        <curCd>USD</curCd>
        <valUSD>116025.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05750000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GRIFOLS WORLDWIDE OPERAT</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>578550.00000000</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>2027-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.02683900</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ford Motor Company</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Company, LLC</title>
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          <isin value="US345397XL24"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>221750.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04134000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>Western Gas Partners, LP</title>
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          <isin value="US958254AB09"/>
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        <balance>44000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>28531.33000000</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>2022-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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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        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
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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>
        <name>Peapack-Gladstone Financial Corporation</name>
        <lei>549300G8DN2UK8K0ET30</lei>
        <title>Peapack-Gladstone Financial Corporation</title>
        <cusip>704699107</cusip>
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          <isin value="US7046991078"/>
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        <balance>266.00000000</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>General Motors Company</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Company, Inc.</title>
        <cusip>37045XBV7</cusip>
        <identifiers>
          <isin value="US37045XBV73"/>
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        <balance>64000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63950.30000000</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>2020-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02650000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SPRINT COMMUNICATIONS</name>
        <lei>549300JKU50UT08ZWD77</lei>
        <title>Sprint Communications, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL235318"/>
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        <balance>942695.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>935625.15000000</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>2024-02-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company</title>
        <cusip>95000U2C6</cusip>
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          <isin value="US95000U2C66"/>
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        <balance>38000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>40229.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03750000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>Abbott Laboratories</title>
        <cusip>002824BA7</cusip>
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        <balance>64000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64552.11000000</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>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02550000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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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>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05625000</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>Ascott Real Estate Investment 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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        <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>TV Asahi Holdings Corporation</name>
        <lei>N/A</lei>
        <title>TV Asahi Holdings Corporation</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3429000007"/>
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        <balance>13200.00000000</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>N/A</lei>
        <title>Credit Suisse First Boston Mortgage Securities Corporation</title>
        <cusip>2254585Q7</cusip>
        <identifiers>
          <isin value="US2254585Q77"/>
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        <balance>111129.87800000</balance>
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        <curCd>USD</curCd>
        <valUSD>105119.83000000</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>2035-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05250000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Kennametal Inc.</name>
        <lei>549300GZDSG25XUV0Y08</lei>
        <title>Kennametal, Inc.</title>
        <cusip>489170100</cusip>
        <identifiers>
          <isin value="US4891701009"/>
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        <balance>771.00000000</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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      <invstOrSec>
        <name>Kungsleden AB (publ)</name>
        <lei>5493005OXRTBK0WSJN46</lei>
        <title>Kungsleden AB</title>
        <cusip>N/A</cusip>
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          <isin value="SE0000549412"/>
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        <balance>1372.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Intuitive Surgical, Inc.</name>
        <lei>54930052SRG011710797</lei>
        <title>Intuitive Surgical, Inc.</title>
        <cusip>46120E602</cusip>
        <identifiers>
          <isin value="US46120E6023"/>
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        <balance>1164.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>576424.44000000</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>The Bank of Nova Scotia</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>Bank of Nova Scotia</title>
        <cusip>064159JG2</cusip>
        <identifiers>
          <isin value="US064159JG24"/>
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        <balance>64000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65207.77000000</valUSD>
        <pctVal>0.017990591338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
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          <isin value="US3140Q83V59"/>
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        <balance>314852.98400000</balance>
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        <curCd>USD</curCd>
        <valUSD>339632.60000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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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>J.P. Morgan</name>
        <lei>N/A</lei>
        <title>ICE mini MSCI EAFE Index</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MFSM0"/>
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        <balance>-11.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-86597.25000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>J.P. Morgan</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MSCI EAFE Index</indexName>
                <indexIdentifier>MXEA</indexIdentifier>
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            <expDate>2020-06-22</expDate>
            <notionalAmt>-771017.75000000</notionalAmt>
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            <unrealizedAppr>-86597.25000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation</title>
        <cusip>06051GHF9</cusip>
        <identifiers>
          <isin value="US06051GHF90"/>
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        <balance>115000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119208.70000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03550000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cengage Learning, Inc.</name>
        <lei>549300BYGM0FWUSVXJ88</lei>
        <title>Cengage Learning, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL201089"/>
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        <balance>690066.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>556076.01000000</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>2023-06-07</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>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>83481.11000000</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>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</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>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>134732.00000000</valUSD>
        <pctVal>0.037172078607</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>
        <name>Bank of America Corporation</name>
        <lei>N/A</lei>
        <title>Merrill Lynch Mortgage Investors Trust</title>
        <cusip>59020UYW9</cusip>
        <identifiers>
          <isin value="US59020UYW97"/>
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        <balance>284340.09900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122134.54000000</valUSD>
        <pctVal>0.033696484291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04299900</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>Toray Industries, Inc.</name>
        <lei>35380099TCYR5FHT0A11</lei>
        <title>Toray Industries, Inc.</title>
        <cusip>362100000</cusip>
        <identifiers>
          <isin value="JP3621000003"/>
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        <balance>76200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
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        <pctVal>0.091000038847</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>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation</title>
        <cusip>06051GGY9</cusip>
        <identifiers>
          <isin value="US06051GGY98"/>
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        <balance>58000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57929.95000000</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>2022-01-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02738000</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>Norbord Inc.</name>
        <lei>549300VL705RQ5PHI407</lei>
        <title>Norbord, Inc.</title>
        <cusip>65548PAF3</cusip>
        <identifiers>
          <isin value="US65548PAF36"/>
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        <balance>130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118678.95000000</valUSD>
        <pctVal>0.032743099326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</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>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>13229.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.89255000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chart Industries, Inc.</name>
        <lei>EM7QGKC1GYOF3LSZSL80</lei>
        <title>Chart Industries, Inc., Convertible</title>
        <cusip>16115QAD2</cusip>
        <identifiers>
          <isin value="US16115QAD25"/>
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        <balance>29000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22664.19000000</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>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Chart Industries Inc</name>
              <title>Chart Industries Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="16115Q308"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
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      <invstOrSec>
        <name>NOURYON USA LLC</name>
        <lei>549300K7VB5G6LULFT41</lei>
        <title>Nouryon USA, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL328666"/>
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        <balance>590000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>525100.00000000</valUSD>
        <pctVal>0.144873218513</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03862600</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>EXEDY Corporation</name>
        <lei>35380047PHY08BBD5M18</lei>
        <title>Exedy Corporation</title>
        <cusip>316116000</cusip>
        <identifiers>
          <isin value="JP3161160001"/>
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        <balance>900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
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        <pctVal>0.003654546262</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>Reckitt Benckiser Group plc</name>
        <lei>5493003JFSMOJG48V108</lei>
        <title>Reckitt Benckiser Group plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B24CGK77"/>
        </identifiers>
        <balance>809.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80509000"/>
        <valUSD>61625.92000000</valUSD>
        <pctVal>0.017002371689</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>Univar Solutions Inc.</name>
        <lei>5493008FTB9VZW6CVA82</lei>
        <title>Univar Solutions USA, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL320742"/>
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        <balance>144637.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>125473.03000000</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>2026-11-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03450100</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Taylor Wimpey plc</name>
        <lei>21380089BTRXTD8S3R66</lei>
        <title>Taylor Wimpey plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0008782301"/>
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        <balance>66666.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80509000"/>
        <valUSD>95929.51000000</valUSD>
        <pctVal>0.026466609910</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>Neurocrine Biosciences, Inc.</name>
        <lei>549300FECER0XBN49756</lei>
        <title>Neurocrine Biosciences, Inc.</title>
        <cusip>64125C109</cusip>
        <identifiers>
          <isin value="US64125C1099"/>
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        <balance>1205.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104292.75000000</valUSD>
        <pctVal>0.028773998019</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>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>149551.72000000</valUSD>
        <pctVal>0.041260786537</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>Ralph Lauren Corporation</name>
        <lei>HO1QNWM0IXBZ0QSMMO20</lei>
        <title>Ralph Lauren Corporation</title>
        <cusip>751212AB7</cusip>
        <identifiers>
          <isin value="US751212AB74"/>
        </identifiers>
        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25023.85000000</valUSD>
        <pctVal>0.006903991028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Societe Generale Societe anonyme</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale SA</title>
        <cusip>83368JFA3</cusip>
        <identifiers>
          <isin value="US83368JFA34"/>
        </identifiers>
        <balance>265000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242475.00000000</valUSD>
        <pctVal>0.066897988305</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TTM Technologies, Inc.</name>
        <lei>549300SC4BDOIS008048</lei>
        <title>TTM Technologies, Inc., Convertible</title>
        <cusip>87305RAD1</cusip>
        <identifiers>
          <isin value="US87305RAD17"/>
        </identifiers>
        <balance>114000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127808.41000000</valUSD>
        <pctVal>0.035261884802</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"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="103.76130000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PPL Corporation</name>
        <lei>549300MROK5WY0D2NU17</lei>
        <title>PPL Capital Funding, Inc.</title>
        <cusip>69352PAK9</cusip>
        <identifiers>
          <isin value="US69352PAK93"/>
        </identifiers>
        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72194.30000000</valUSD>
        <pctVal>0.019918150065</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>455000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>394002.70000000</valUSD>
        <pctVal>0.108703940681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Southwestern Energy Company</name>
        <lei>EFWMP121W54QV9MGOP87</lei>
        <title>Southwestern Energy Company</title>
        <cusip>845467AM1</cusip>
        <identifiers>
          <isin value="US845467AM16"/>
        </identifiers>
        <balance>185000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121175.00000000</valUSD>
        <pctVal>0.033431750625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>O-I Glass, Inc.</name>
        <lei>V2UQUCDZJ9WY98W8QU33</lei>
        <title>Owens-Brockway Glass Container, Inc.</title>
        <cusip>690872AA4</cusip>
        <identifiers>
          <isin value="US690872AA43"/>
        </identifiers>
        <balance>225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227283.75000000</valUSD>
        <pctVal>0.062706776572</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>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Colgate-Palmolive Company</name>
        <lei>YMEGZFW4SBUSS5BQXF88</lei>
        <title>Colgate-Palmolive Company</title>
        <cusip>194162103</cusip>
        <identifiers>
          <isin value="US1941621039"/>
        </identifiers>
        <balance>6496.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>431074.56000000</valUSD>
        <pctVal>0.118931934729</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>146670.00000000</valUSD>
        <pctVal>0.040465730259</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>IAA SPINCO INC</name>
        <lei>549300PZCOPC5178W747</lei>
        <title>IAA, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL299132"/>
        </identifiers>
        <balance>217687.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206803.13000000</valUSD>
        <pctVal>0.057056246508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SoftBank Group Corp.</name>
        <lei>549300ZTTY7CXOLJ6539</lei>
        <title>Sprint Corporation</title>
        <cusip>85207UAE5</cusip>
        <identifiers>
          <isin value="US85207UAE55"/>
        </identifiers>
        <balance>220000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226754.00000000</valUSD>
        <pctVal>0.062560620435</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Honda Motor Co., Ltd.</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>American Honda Finance Corporation</title>
        <cusip>02665WDC2</cusip>
        <identifiers>
          <isin value="US02665WDC29"/>
        </identifiers>
        <balance>52000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51209.14000000</valUSD>
        <pctVal>0.014128419213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02050000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Calpine Corporation</name>
        <lei>43R4VPJBXTU2O15HEF41</lei>
        <title>Calpine Corporation, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL324679"/>
        </identifiers>
        <balance>594399.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>569434.24000000</valUSD>
        <pctVal>0.157104877319</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>0.03240000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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>2100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
        <valUSD>24172.39000000</valUSD>
        <pctVal>0.006669076249</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Conventional 15-Yr. Pass Through</title>
        <cusip>01F020455</cusip>
        <identifiers>
          <ticker value="01F02045"/>
        </identifiers>
        <balance>1950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2001187.50000000</valUSD>
        <pctVal>0.552120498902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</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>CVS Health Corporation</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS Health Corporation</title>
        <cusip>126650CV0</cusip>
        <identifiers>
          <isin value="US126650CV07"/>
        </identifiers>
        <balance>129000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134287.46000000</valUSD>
        <pctVal>0.037049431605</pctVal>
        <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>
        </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>1075741.13000000</valUSD>
        <pctVal>0.296793143763</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>0.03930000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Scientific Games Corporation</name>
        <lei>RLTHESQ0RNFQJWPBJN60</lei>
        <title>Scientific Games International, Inc., Term Loan</title>
        <cusip>N/A</cusip>
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          <ticker value="BL262947"/>
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        <balance>1814851.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1457924.58000000</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>2024-08-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
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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>
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        <curCd>USD</curCd>
        <valUSD>39859.38000000</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>John B. Sanfilippo &amp; Son, Inc.</name>
        <lei>5299007IBEYVXKYDUX28</lei>
        <title>John B. Sanfilippo &amp; Son, Inc.</title>
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          <isin value="US8004221078"/>
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        <balance>2923.00000000</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>Manulife Financial Corporation</name>
        <lei>5493007GBX87QOZACS27</lei>
        <title>Manulife Financial Corporation</title>
        <cusip>56501R957</cusip>
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          <isin value="CA56501R1064"/>
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        <balance>26341.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.40730000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</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>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>386929.35000000</valUSD>
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        <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>0.03369100</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Teva Pharmaceutical Industries Limited</name>
        <lei>5493004T21MOAFINJP35</lei>
        <title>Teva Pharmaceutical Finance Netherlands III BV</title>
        <cusip>88167AAD3</cusip>
        <identifiers>
          <isin value="US88167AAD37"/>
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        <balance>125000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>114061.25000000</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>2023-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02800000</annualizedRt>
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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>N/A</lei>
        <title>CHL Mortgage Pass-Through Trust</title>
        <cusip>126694QG6</cusip>
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          <isin value="US126694QG65"/>
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        <balance>128812.88700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112662.69000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.03860800</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>The Home Depot, Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>Home Depot, Inc.</title>
        <cusip>437076BC5</cusip>
        <identifiers>
          <isin value="US437076BC57"/>
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        <balance>31000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32734.99000000</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>Fixed</couponKind>
          <annualizedRt>0.03750000</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>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>5673.86000000</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>Canadian Natural Resources Limited</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>Canadian Natural Resources, Ltd.</title>
        <cusip>136385AW1</cusip>
        <identifiers>
          <isin value="US136385AW17"/>
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        <balance>43000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37249.99000000</valUSD>
        <pctVal>0.010277139479</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>
          <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>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>134439.27000000</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>Talen Energy Corporation</name>
        <lei>K5K33XN0PQAU1XF7NN66</lei>
        <title>Talen Energy Supply, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL305157"/>
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        <balance>288550.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249595.75000000</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>2026-07-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04739400</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>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Mortgage Corporation - REMIC</title>
        <cusip>3137AQGC6</cusip>
        <identifiers>
          <isin value="US3137AQGC65"/>
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        <balance>856309.31400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52013.43000000</valUSD>
        <pctVal>0.014350319958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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>340375.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>312294.06000000</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>2025-07-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03739400</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>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>145937.25000000</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>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05625000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Discover Financial Services</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
        <title>Discover Bank</title>
        <cusip>25466AAQ4</cusip>
        <identifiers>
          <isin value="US25466AAQ40"/>
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        <balance>51000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48861.41000000</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>2024-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02450000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>7444.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>252872.68000000</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>ONEOK, Inc.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK, Inc.</title>
        <cusip>682680BA0</cusip>
        <identifiers>
          <isin value="US682680BA09"/>
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        <balance>16000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12347.21000000</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>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02200000</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>68572.00000000</valUSD>
        <pctVal>0.018918770405</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>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="US780097BM20"/>
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        <balance>25000.00000000</balance>
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        <valUSD>23122.02000000</valUSD>
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        <assetCat>DBT</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>
      <invstOrSec>
        <name>RCO V Mortgage LLC 2019-2</name>
        <lei>N/A</lei>
        <title>RCO Mortgage, LLC</title>
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          <isin value="US74937DAA28"/>
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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>
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          <maturityDt>2024-11-25</maturityDt>
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          <annualizedRt>0.03474800</annualizedRt>
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      <invstOrSec>
        <name>PepsiCo, Inc.</name>
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        <title>PepsiCo, Inc.</title>
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          <isin value="US7134481081"/>
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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>Hewlett Packard Enterprise Company</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>Hewlett Packard Enterprise Company</title>
        <cusip>42824CAG4</cusip>
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          <isin value="US42824CAG42"/>
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        <balance>76000.00000000</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>2020-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03600000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>Mitsubishi UFJ Financial Group, Inc.</title>
        <cusip>606822AL8</cusip>
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          <isin value="US606822AL88"/>
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        <balance>44000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44857.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-02-22</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Marathon Petroleum Corporation</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
        <title>Marathon Petroleum Corporation</title>
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          <isin value="US56585A1025"/>
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        <balance>9234.00000000</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>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corporation</title>
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          <isin value="US15135BAM37"/>
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        <balance>48000.00000000</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>2026-08-15</maturityDt>
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          <annualizedRt>0.05375000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Crown Castle International Corp. (REIT)</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>Crown Castle International Corporation</title>
        <cusip>22822VAB7</cusip>
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          <isin value="US22822VAB71"/>
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        <balance>32000.00000000</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>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04450000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Nucor Corporation</name>
        <lei>549300GGJCRSI2TIEJ46</lei>
        <title>Nucor Corporation</title>
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        <balance>5079.00000000</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>SBA SENIOR FINANCE II LLC</name>
        <lei>549300PVT2ADFWMYEW87</lei>
        <title>SBA Senior Finance II, LLC, Term Loan</title>
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          <ticker value="BL321283"/>
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        <balance>517569.62000000</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>
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          <maturityDt>2025-04-11</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>RALI Series 2005-QS13 Trust</name>
        <lei>N/A</lei>
        <title>Residential Accredit Loans, Inc. Trust</title>
        <cusip>761118HC5</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Allegheny Technologies Incorporated</name>
        <lei>ZW1LRE7C3H17O2ZN9B45</lei>
        <title>Allegheny Technologies, Inc.</title>
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        <fairValLevel>1</fairValLevel>
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        <name>1011778 BC ULC</name>
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        <title>1011778 B.C., LLC, Term Loan</title>
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          <ticker value="BL321399"/>
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        <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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        <name>Alphabet Inc.</name>
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        <title>Alphabet, Inc., Class C</title>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
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          <isin value="US3131XXDN81"/>
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        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-06-20</maturityDt>
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      <invstOrSec>
        <name>Air Lease Corporation</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>Air Lease Corporation</title>
        <cusip>00912XAZ7</cusip>
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          <isin value="US00912XAZ78"/>
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        <balance>83000.00000000</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>2021-03-01</maturityDt>
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          <annualizedRt>0.02500000</annualizedRt>
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      <invstOrSec>
        <name>Calpine Corporation</name>
        <lei>43R4VPJBXTU2O15HEF41</lei>
        <title>Calpine Corporation</title>
        <cusip>131347CM6</cusip>
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        <balance>220000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>
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          <isin value="US373334KK69"/>
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        <balance>34000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>31898.58000000</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>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02200000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CommScope Holding Company, Inc.</name>
        <lei>M4TWC4QDOKW45N7T6Y12</lei>
        <title>CommScope Technologies Finance, LLC</title>
        <cusip>20337YAA5</cusip>
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          <isin value="US20337YAA55"/>
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        <balance>210000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>192192.00000000</valUSD>
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        <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>
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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>1226925.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1113434.44000000</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>2025-12-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03239400</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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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>13577.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1780352.01000000</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>M&amp;F Worldwide Corp.</name>
        <lei>549300J73P7FL8TVF308</lei>
        <title>Harland Clarke Holdings Corporation</title>
        <cusip>412690AF6</cusip>
        <identifiers>
          <isin value="US412690AF62"/>
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        <balance>95000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>73268.75000000</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>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08375000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>Capital One Financial Corporation</title>
        <cusip>14040HBL8</cusip>
        <identifiers>
          <isin value="US14040HBL87"/>
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        <balance>129000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128802.78000000</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>2022-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03050000</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>Tenneco Inc.</name>
        <lei>549300U0EXXFAQFAD785</lei>
        <title>Tenneco, Inc., Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL268220"/>
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        <balance>641875.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>439684.38000000</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>2025-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.03989400</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>Healthpeak Properties, Inc.</name>
        <lei>PZ9HF5U52KPF0MH0QN75</lei>
        <title>HCP, Inc.</title>
        <cusip>40414LAJ8</cusip>
        <identifiers>
          <isin value="US40414LAJ89"/>
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        <balance>33000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31184.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04250000</annualizedRt>
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          <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>Carlsberg A/S</name>
        <lei>5299001O0WJQYB5GYZ19</lei>
        <title>Carlsberg AS</title>
        <cusip>001018175</cusip>
        <identifiers>
          <isin value="DK0010181759"/>
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        <balance>3060.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.76910000"/>
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        <pctVal>0.095044733018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Movado Group, Inc.</name>
        <lei>549300WCGCGPWGHVXM59</lei>
        <title>Movado Group, Inc.</title>
        <cusip>624580106</cusip>
        <identifiers>
          <isin value="US6245801062"/>
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        <balance>8444.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99808.08000000</valUSD>
        <pctVal>0.027536693550</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>WPX Energy, Inc.</name>
        <lei>ZXZE9GCS2BB547GJW219</lei>
        <title>WPX Energy, Inc.</title>
        <cusip>98212BAJ2</cusip>
        <identifiers>
          <isin value="US98212BAJ26"/>
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        <balance>70000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38500.00000000</valUSD>
        <pctVal>0.010622012783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05250000</annualizedRt>
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      <invstOrSec>
        <name>Tenet Healthcare Corporation</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>Tenet Healthcare Corporation</title>
        <cusip>88033GCS7</cusip>
        <identifiers>
          <isin value="US88033GCS75"/>
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        <balance>60000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57150.00000000</valUSD>
        <pctVal>0.015767481314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04625000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <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>10659.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>187172.04000000</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>Euronav NV</name>
        <lei>549300D80RYON74MEJ03</lei>
        <title>Euronav NV</title>
        <cusip>B38564108</cusip>
        <identifiers>
          <isin value="BE0003816338"/>
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        <balance>22197.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>250382.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</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.</title>
        <cusip>00206R706</cusip>
        <identifiers>
          <isin value="US00206R7061"/>
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        <balance>4300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91160.00000000</valUSD>
        <pctVal>0.025150719100</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCPR LOAN FINANCING LLC</name>
        <lei>N/A</lei>
        <title>LCPR Loan Financing, LLC, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL319202"/>
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        <balance>1120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1026200.00000000</valUSD>
        <pctVal>0.283124922563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.05704600</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Conventional 15-Yr. Pass Through</title>
        <cusip>01F030454</cusip>
        <identifiers>
          <ticker value="01F03045"/>
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        <balance>1110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1159345.66000000</valUSD>
        <pctVal>0.319859335619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</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>Harley Marine Financing Llc</name>
        <lei>5493005HW7HO5Y757M86</lei>
        <title>Harley Marine Financing, LLC</title>
        <cusip>41284LAA2</cusip>
        <identifiers>
          <isin value="US41284LAA26"/>
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        <balance>446249.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>393815.22000000</valUSD>
        <pctVal>0.108652215617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <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>Kyoei Steel Ltd.</name>
        <lei>N/A</lei>
        <title>Kyoei Steel, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3247400009"/>
        </identifiers>
        <balance>8300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
        <valUSD>95341.41000000</valUSD>
        <pctVal>0.026304355216</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>UPM-Kymmene Oyj</name>
        <lei>213800EC6PW5VU4J9U64</lei>
        <title>UPM-Kymmene Oyj</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FI0009005987"/>
        </identifiers>
        <balance>11115.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670000"/>
        <valUSD>303072.14000000</valUSD>
        <pctVal>0.083616523259</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="290689.40000000"/>
        </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>343875.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>295732.50000000</valUSD>
        <pctVal>0.081591542742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.05200100</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Southern Company</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>Southern Company, Convertible, 6.750%</title>
        <cusip>842587602</cusip>
        <identifiers>
          <isin value="US8425876021"/>
        </identifiers>
        <balance>4918.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>218359.20000000</valUSD>
        <pctVal>0.060244525035</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>Medtronic plc</name>
        <lei>549300GX3ZBSQWUXY261</lei>
        <title>Medtronic plc</title>
        <cusip>G5960L103</cusip>
        <identifiers>
          <isin value="IE00BTN1Y115"/>
        </identifiers>
        <balance>13936.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1256748.48000000</valUSD>
        <pctVal>0.346732426507</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>Berkshire Hathaway Inc.</name>
        <lei>5493000C01ZX7D35SD85</lei>
        <title>Berkshire Hathaway, Inc.</title>
        <cusip>084670702</cusip>
        <identifiers>
          <isin value="US0846707026"/>
        </identifiers>
        <balance>2975.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>543919.25000000</valUSD>
        <pctVal>0.150065382515</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>Sumitomo Forestry Co., Ltd.</name>
        <lei>549300FIIRGO6D5FWR19</lei>
        <title>Sumitomo Forestry Company, Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP3409800004"/>
        </identifiers>
        <balance>1000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.52500000"/>
        <valUSD>12767.50000000</valUSD>
        <pctVal>0.003522507745</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>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>72166.39000000</valUSD>
        <pctVal>0.019910449795</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>Bausch Health Companies Inc.</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Companies, Inc.</title>
        <cusip>071734AH0</cusip>
        <identifiers>
          <isin value="US071734AH05"/>
        </identifiers>
        <balance>30000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28401.00000000</valUSD>
        <pctVal>0.007835734677</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>52000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55519.38000000</valUSD>
        <pctVal>0.015317599067</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ON Semiconductor Corporation</name>
        <lei>ZV20P4CNJVT8V1ZGJ064</lei>
        <title>ON Semiconductor Corporation, Convertible</title>
        <cusip>682189AK1</cusip>
        <identifiers>
          <isin value="US682189AK12"/>
        </identifiers>
        <balance>57000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56622.88000000</valUSD>
        <pctVal>0.015622050784</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"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="54.06430000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
        <cusip>172967MG3</cusip>
        <identifiers>
          <isin value="US172967MG30"/>
        </identifiers>
        <balance>184000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>168205.44000000</valUSD>
        <pctVal>0.046407281402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lehman Brothers Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>Structured Adjustable Rate Mortgage Loan Trust</title>
        <cusip>863579WZ7</cusip>
        <identifiers>
          <isin value="US863579WZ70"/>
        </identifiers>
        <balance>185470.86800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132292.66000000</valUSD>
        <pctVal>0.036499073395</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>0.04035000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mattamy Group Corporation</name>
        <lei>5493008TNY7A82WCXU31</lei>
        <title>Mattamy Group Corporation</title>
        <cusip>57701RAJ1</cusip>
        <identifiers>
          <isin value="US57701RAJ14"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>186000.00000000</valUSD>
        <pctVal>0.051316737085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Discovery, Inc.</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
        <title>Discovery Communications, LLC</title>
        <cusip>25470DAQ2</cusip>
        <identifiers>
          <isin value="US25470DAQ25"/>
        </identifiers>
        <balance>85000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84820.10000000</valUSD>
        <pctVal>0.023401563286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-20</maturityDt>
          <couponKind>Fixed</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>MALLINCKRODT INTERNATIONAL</name>
        <lei>549300MQQ92LN1A0B514</lei>
        <title>Mallinckrodt International Finance SA, Term Loan</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BL260459"/>
        </identifiers>
        <balance>356635.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238279.00000000</valUSD>
        <pctVal>0.065740326859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.04703800</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Host Hotels &amp; Resorts, Inc.</name>
        <lei>N6EL63S0K3PB1YFTDI24</lei>
        <title>Host Hotels &amp; Resorts, Inc.</title>
        <cusip>44107P104</cusip>
        <identifiers>
          <isin value="US44107P1049"/>
        </identifiers>
        <balance>25687.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>283584.48000000</valUSD>
        <pctVal>0.078239947320</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>Talos Energy Inc.</name>
        <lei>549300OKFHZ84SFJFT95</lei>
        <title>Talos Energy, Inc.</title>
        <cusip>87484T108</cusip>
        <identifiers>
          <isin value="US87484T1088"/>
        </identifiers>
        <balance>5313.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30549.75000000</valUSD>
        <pctVal>0.008428567143</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>
    </invstOrSecs>
    <explntrNotes>
      <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"/>
      <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"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-04-28</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>
  <documents>XXXX</documents>
</edgarSubmission>
