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      <regCik>0000872625</regCik>
      <regLei>549300NDWC0J6DXVSX36</regLei>
      <regStreet1>One Franklin Parkway</regStreet1>
      <regCity>San Mateo</regCity>
      <regStateConditional regCountry="US" regState="US-CA"/>
      <regZipOrPostalCode>94403-1906</regZipOrPostalCode>
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      <seriesName>Franklin Strategic Income Fund</seriesName>
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      <repPdEnd>2020-04-30</repPdEnd>
      <repPdDate>2020-04-30</repPdDate>
      <isFinalFiling>N</isFinalFiling>
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        <name>FANNIE MAE 6.50% 10/01/2037      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>ISRAEL ELECTRIC CORP LTD 4.25% 08/14/2028 144A</name>
        <lei>254900JW7GE35YNJGJ55</lei>
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        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC 5.50% 06/01/2036      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3128KASF9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Texas State University System</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="1018809"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-03-15</maturityDt>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2050 FNL</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>01F022659</cusip>
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          <other otherDesc="Internal Identifier" value="1060207"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>U S TREASURY NOTE/BOND I/L 0.625% 01/15/2024 INDEX LINKED</name>
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        <title>U S TREASURY NOTE/BOND I/L 0.625% 01/15/2024 INDEX LINKED</title>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Octagon Investment Partners XVI Ltd FRN 07/17/2030 2013-1A DR 144A</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XVI Ltd FRN 07/17/2030 2013-1A DR 144A</title>
        <cusip>67590BAY6</cusip>
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          <other otherDesc="Internal Identifier" value="690154"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sunoco LP / Sunoco Finance Corp 4.875% 01/15/2023</name>
        <lei>N/A</lei>
        <title>Sunoco LP / Sunoco Finance Corp 4.875% 01/15/2023</title>
        <cusip>86765LAJ6</cusip>
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          <other otherDesc="Internal Identifier" value="942191"/>
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        <valUSD>5780820.00000000</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>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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      <invstOrSec>
        <name>OWENS-BROCKWAY GLASS CONTAINER INC 5.875% 08/15/2023 144A</name>
        <lei>V2UQUCDZJ9WY98W8QU33</lei>
        <title>OWENS-BROCKWAY GLASS CONTAINER INC 5.875% 08/15/2023 144A</title>
        <cusip>69073TAR4</cusip>
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          <other otherDesc="Internal Identifier" value="610566"/>
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        <curCd>USD</curCd>
        <valUSD>10152000.00000000</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>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS XXIII LTD FRN 07/15/2027 2015-1A BR 144A</name>
        <lei>549300EY2ULL20U3RR38</lei>
        <title>OCTAGON INVESTMENT PARTNERS XXIII LTD FRN 07/15/2027 2015-1A BR 144A</title>
        <cusip>67590WCJ1</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_JPY_20200716</title>
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          <other otherDesc="Internal Sec ID" value="5648023323786"/>
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        <valUSD>-121585.79</valUSD>
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        <name>BIRCH PERMIAN HOLDINGS INC COM USD NPV *Accd inv/Restricted*</name>
        <lei>5493008GXCEAUIZGCH60</lei>
        <title>BIRCH PERMIAN HOLDINGS INC COM USD NPV *Accd inv/Restricted*</title>
        <cusip>09075C203</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="868025"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>Carlyle GMS Finance MM CLO 2015-1 LLC FRN 10/15/2031 2015-1A A2R 144A</name>
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        <title>Carlyle GMS Finance MM CLO 2015-1 LLC FRN 10/15/2031 2015-1A A2R 144A</title>
        <cusip>14310QAG3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="920954"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>Centene Corp 4.25% 12/15/2027 144A</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corp 4.25% 12/15/2027 144A</title>
        <cusip>15135BAQ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024896"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3152700.00000000</valUSD>
        <pctVal>0.080605113584</pctVal>
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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>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 04/01/2030      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 04/01/2030      FHLMC G30</title>
        <cusip>3128P7NM1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="516225"/>
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        <curCd>USD</curCd>
        <valUSD>45371.09000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>GLENCORE FUNDING LLC 4.625% 04/29/2024 144A</name>
        <lei>213800STG1QDNBY87K49</lei>
        <title>GLENCORE FUNDING LLC 4.625% 04/29/2024 144A</title>
        <cusip>378272AH1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="575321"/>
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        <balance>2500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2621362.13000000</valUSD>
        <pctVal>0.067020392753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>City of Austin TX Electric Utility Revenue</name>
        <lei>N/A</lei>
        <title>City of Austin TX Electric Utility Revenue</title>
        <cusip>052414JQ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1019140"/>
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        <balance>5955000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7590957.60000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Gilroy Unified School District</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EXELON CORP 4.45% 04/15/2046</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MHP LUX SA 6.95% 04/03/2026 144A</name>
        <lei>222100RHC7R1WZ1J3M44</lei>
        <title>MHP LUX SA 6.95% 04/03/2026 144A</title>
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          <other otherDesc="Internal Identifier" value="687298"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_NOK_20200723</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="5606623149606"/>
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        <balance>1.00000000</balance>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 09/25/24 14-HQ2 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 09/25/24 14-HQ2 M2</title>
        <cusip>3137G0CG2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="604171"/>
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        <curCd>USD</curCd>
        <valUSD>4697549.18000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.68725000</annualizedRt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT Jun20 Jun 20 Future</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="XMM0"/>
          <other otherDesc="Internal Identifier" value="1049138"/>
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        <currencyConditional curCd="AUD" exchangeRt="1.52741710"/>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>AUST 10Y BOND FUT Jun20 Jun 20 Future</issuerName>
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                  <isin value="AU3TB0000150"/>
                  <ticker value="XMM0"/>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 06/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 06/15/2034      GNMA SF</title>
        <cusip>36291J2D1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="308477"/>
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        <balance>56933.85000000</balance>
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        <curCd>USD</curCd>
        <valUSD>63844.32000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Dominion Energy Inc 3.375% 04/01/2030</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>Dominion Energy Inc 3.375% 04/01/2030</title>
        <cusip>25746UDG1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1061589"/>
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        <balance>8500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9247111.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 06/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 06/15/2034      GNMA SF</title>
        <cusip>36200E3D1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="308478"/>
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        <balance>35675.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>38956.08000000</valUSD>
        <pctVal>0.000995990501</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 09/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 09/15/2023 GNMA SF</title>
        <cusip>36203N5N4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105888"/>
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        <balance>47.61200000</balance>
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        <curCd>USD</curCd>
        <valUSD>50.56000000</valUSD>
        <pctVal>0.000001292668</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CEMEX SAB DE CV 6.125% 05/05/2025 144A</name>
        <lei>549300RIG2CXWN6IV731</lei>
        <title>CEMEX SAB DE CV 6.125% 05/05/2025 144A</title>
        <cusip>151290BS1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="598257"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1810400.00000000</valUSD>
        <pctVal>0.046286515568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 07/20/2028 GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 07/20/2028 GNMA II</title>
        <cusip>36202C3Y7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="161385"/>
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        <balance>3978.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4568.76000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 02/01/2038      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 02/01/2038      FHLMC G30</title>
        <cusip>3128M6XL7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="516222"/>
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        <balance>25371.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>28993.52000000</valUSD>
        <pctVal>0.000741277626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 04/25/2029 2016-C06 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 04/25/2029 2016-C06 1M2</title>
        <cusip>30711XDS0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658700"/>
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        <balance>2220000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2191780.69000000</valUSD>
        <pctVal>0.056037279623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.73725000</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>CENTENE CORP 4.75% 05/15/2022</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 4.75% 05/15/2022</title>
        <cusip>15135BAD3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="595389"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2028900.00000000</valUSD>
        <pctVal>0.051872907333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REYNOLDS GROUP ISSUER INC/LLC/SA 5.125% 07/15/2023 144A</name>
        <lei>N/A</lei>
        <title>REYNOLDS GROUP ISSUER INC/LLC/SA 5.125% 07/15/2023 144A</title>
        <cusip>761735AT6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="637228"/>
        </identifiers>
        <balance>5900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5960180.00000000</valUSD>
        <pctVal>0.152383983849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</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>AbbVie Inc 2.95% 11/21/2026 144A</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie Inc 2.95% 11/21/2026 144A</title>
        <cusip>00287YBU2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1021273"/>
        </identifiers>
        <balance>5900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6255565.51000000</valUSD>
        <pctVal>0.159936108246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</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>EDF SA 5.625% 7/22/2167144A PERP</name>
        <lei>549300X3UK4GG3FNMO06</lei>
        <title>EDF SA 5.625% 7/22/2167144A PERP</title>
        <cusip>268317AM6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="568419"/>
        </identifiers>
        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4953475.00000000</valUSD>
        <pctVal>0.126645546678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.62500000</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>REPUBLIC OF COLOMBIA 3.875% 04/25/2027</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>REPUBLIC OF COLOMBIA 3.875% 04/25/2027</title>
        <cusip>195325DL6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="671540"/>
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        <balance>14000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13895000.00000000</valUSD>
        <pctVal>0.355253609051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</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>Intrado Corp 8.50% 10/15/2025 144A</name>
        <lei>5493005Z5DB0O5S30R71</lei>
        <title>Intrado Corp 8.50% 10/15/2025 144A</title>
        <cusip>68163PAA2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="675902"/>
        </identifiers>
        <balance>9400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6628410.00000000</valUSD>
        <pctVal>0.169468627187</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>8.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCEANEERING INTERNATIONAL INC 4.65% 11/15/2024</name>
        <lei>549300L6PH74701W0R30</lei>
        <title>OCEANEERING INTERNATIONAL INC 4.65% 11/15/2024</title>
        <cusip>675232AA0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="592329"/>
        </identifiers>
        <balance>2100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1099875.00000000</valUSD>
        <pctVal>0.028120515527</pctVal>
        <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>4.65000000</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>VOYA CLO LTD FRN 04/25/2031 144A 2A A2AR</name>
        <lei>5493007ASGBOUR3XJY69</lei>
        <title>VOYA CLO LTD FRN 04/25/2031 144A 2A A2AR</title>
        <cusip>92916WAC3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="944122"/>
        </identifiers>
        <balance>2200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2027333.99000000</valUSD>
        <pctVal>0.051832869139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.39138000</annualizedRt>
          <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 HOME LOAN MORTGAGE CORP 5.50% 03/01/2036      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 03/01/2036      FHLMC G30</title>
        <cusip>3128K4AB1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="367968"/>
        </identifiers>
        <balance>124118.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136584.48000000</valUSD>
        <pctVal>0.003492056816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 08/25/2029 HQA1 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 08/25/2029 HQA1 M2</title>
        <cusip>3137G0NE5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="935251"/>
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        <balance>27283881.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25451979.04000000</valUSD>
        <pctVal>0.650731011979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03725000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Costco Wholesale Corp 1.75% 04/20/2032</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
        <title>Costco Wholesale Corp 1.75% 04/20/2032</title>
        <cusip>22160KAQ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1061880"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1994312.80000000</valUSD>
        <pctVal>0.050988616032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Akbank T.A.S. 5.125% 03/31/2025 144A</name>
        <lei>789000TUMN63Z28TJ497</lei>
        <title>Akbank T.A.S. 5.125% 03/31/2025 144A</title>
        <cusip>00971YAF7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="975182"/>
        </identifiers>
        <balance>12400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11379467.60000000</valUSD>
        <pctVal>0.290938966101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</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>NZCG FUNDING LTD FRN 02/26/2031 2015-1A A2R 144A</name>
        <lei>549300VKPCTKDCMB5721</lei>
        <title>NZCG FUNDING LTD FRN 02/26/2031 2015-1A A2R 144A</title>
        <cusip>62951CAP7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="684446"/>
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        <balance>15500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14507761.15000000</valUSD>
        <pctVal>0.370920079725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.19663000</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 HOME LOAN MORTGAGE CORP 8.00% 11/01/2025 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 8.00% 11/01/2025 FHLMC G30</title>
        <cusip>3128F5LM8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="119406"/>
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        <balance>46.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46.48000000</valUSD>
        <pctVal>0.000001188354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Battalion Oil Corp COM USD 0.0001</name>
        <lei>3XHTN2NNIMMPORDAMJ28</lei>
        <title>Battalion Oil Corp COM USD 0.0001</title>
        <cusip>07134L107</cusip>
        <identifiers>
          <ticker value="BATL"/>
          <other otherDesc="Internal Identifier" value="1014173"/>
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        <balance>2215.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10853.50000000</valUSD>
        <pctVal>0.000277491547</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>GOVT NATL MORTG ASSN 6.00% 11/20/2034      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 11/20/2034      GNMA II</title>
        <cusip>36202EBF5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="323116"/>
        </identifiers>
        <balance>85343.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98707.65000000</valUSD>
        <pctVal>0.002523659510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2050 FNL</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2050 FNL</title>
        <cusip>01F030652</cusip>
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          <other otherDesc="Internal Identifier" value="979682"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Metro Wastewater Reclamation District</name>
        <lei>N/A</lei>
        <title>Metro Wastewater Reclamation District</title>
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          <other otherDesc="Internal Identifier" value="1023623"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-04-01</maturityDt>
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      <invstOrSec>
        <name>Herc Holdings Inc 5.5% 07/15/2027 144A</name>
        <lei>549300TP80QLITMSBP82</lei>
        <title>Herc Holdings Inc 5.5% 07/15/2027 144A</title>
        <cusip>42704LAA2</cusip>
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          <other otherDesc="Internal Identifier" value="993059"/>
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        <curCd>USD</curCd>
        <valUSD>5001610.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Diageo Capital PLC 2% 04/29/2030</name>
        <lei>213800L23DJLALFC4O95</lei>
        <title>Diageo Capital PLC 2% 04/29/2030</title>
        <cusip>25243YBD0</cusip>
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          <other otherDesc="Internal Identifier" value="1066422"/>
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        <balance>7300000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-04-29</maturityDt>
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      <invstOrSec>
        <name>DISH DBS CORP 5.00% 03/15/2023</name>
        <lei>N/A</lei>
        <title>DISH DBS CORP 5.00% 03/15/2023</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="547328"/>
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        <balance>6000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5752500.00000000</valUSD>
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        <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>5.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KROGER CO 4.45% 02/01/2047</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>KROGER CO 4.45% 02/01/2047</title>
        <cusip>501044DG3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658133"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1416163.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SOCIEDAD QUIMICA Y MINERA DE CHILE SA SOQUIMICH 3.625% 04/03/2023 144A</name>
        <lei>TJ88LXZZW5PWIN93ZC81</lei>
        <title>SOCIEDAD QUIMICA Y MINERA DE CHILE SA SOQUIMICH 3.625% 04/03/2023 144A</title>
        <cusip>833636AE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="545926"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1489800.00000000</valUSD>
        <pctVal>0.038089732044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 06/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 06/15/2033      GNMA SF</title>
        <cusip>36213WJ56</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="279831"/>
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        <balance>65395.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71755.42000000</valUSD>
        <pctVal>0.001834571567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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        <name>GOVT NATL MORTG ASSN 5.00% 06/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 06/15/2034      GNMA SF</title>
        <cusip>36200NTS0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="312821"/>
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        <balance>8346.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9367.99000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>DAE FUNDING LLC 5.00% 08/01/2024 144A</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
        <title>DAE FUNDING LLC 5.00% 08/01/2024 144A</title>
        <cusip>23371DAB0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="670705"/>
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        <balance>14000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12477500.00000000</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>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_AUD_20200727</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="5653423673289"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <valUSD>-600473.73</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_AUD_20200806</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="5630623559041"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1377647.04</valUSD>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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        <name>GOVT NATL MORTG ASSN 5.50% 09/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 09/15/2034      GNMA SF</title>
        <cusip>36291PY34</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="318027"/>
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        <curCd>USD</curCd>
        <valUSD>51570.07000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>OPTEUM MORTGAGE ACCEPTANCE CORP TRUST FRN 11/25/2035  05-4 1APT</name>
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        <title>OPTEUM MORTGAGE ACCEPTANCE CORP TRUST FRN 11/25/2035  05-4 1APT</title>
        <cusip>68383NCA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="582023"/>
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        <balance>1405169.40600000</balance>
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        <curCd>USD</curCd>
        <valUSD>1381402.23000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.79725000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Neon Holdings Inc 10.125% 04/01/2026 144A</name>
        <lei>N/A</lei>
        <title>Neon Holdings Inc 10.125% 04/01/2026 144A</title>
        <cusip>64051NAA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="971522"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4529750.00000000</valUSD>
        <pctVal>0.115812165210</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>10.12500000</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>COMMSCOPE TECHNOLOGIES LLC 6.00% 06/15/2025 144A</name>
        <lei>M4TWC4QDOKW45N7T6Y12</lei>
        <title>COMMSCOPE TECHNOLOGIES LLC 6.00% 06/15/2025 144A</title>
        <cusip>20337YAA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="605279"/>
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        <balance>14600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13083790.00000000</valUSD>
        <pctVal>0.334513394571</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>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Colombia Government International Bond 4.5% 03/15/2029</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>Colombia Government International Bond 4.5% 03/15/2029</title>
        <cusip>195325DP7</cusip>
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          <other otherDesc="Internal Identifier" value="934878"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-03-15</maturityDt>
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      <invstOrSec>
        <name>NOTA DO TESOURO NACIONAL NTNB 6.00% 05/15/2023 INDEX LINKED</name>
        <lei>254900ZFY40OYEADAP90</lei>
        <title>NOTA DO TESOURO NACIONAL NTNB 6.00% 05/15/2023 INDEX LINKED</title>
        <cusip>P8T60MDM2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="587849"/>
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        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-15</maturityDt>
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      <invstOrSec>
        <name>Baker Hughes A GE Co LLC / Baker Hughes Co-Obligor Inc 4.486% 05/01/2030</name>
        <lei>N/A</lei>
        <title>Baker Hughes A GE Co LLC / Baker Hughes Co-Obligor Inc 4.486% 05/01/2030</title>
        <cusip>05724BAA7</cusip>
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          <other otherDesc="Internal Identifier" value="1066876"/>
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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>2030-05-01</maturityDt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 06/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 06/15/2033      GNMA SF</title>
        <cusip>36202U5B5</cusip>
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          <other otherDesc="Internal Identifier" value="279815"/>
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        <curCd>USD</curCd>
        <valUSD>16751.99000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2025 2015-C01 2M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2025 2015-C01 2M2</title>
        <cusip>30711XAV6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="657387"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.03725000</annualizedRt>
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      <invstOrSec>
        <name>BIRCH PERMIAN HOLDINGS INC COM USD NPV *Put option premium/Backstop*</name>
        <lei>5493008GXCEAUIZGCH60</lei>
        <title>BIRCH PERMIAN HOLDINGS INC COM USD NPV *Put option premium/Backstop*</title>
        <cusip>09075C104</cusip>
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          <other otherDesc="Internal Identifier" value="868032"/>
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        <balance>46176.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>230880.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 9.00% 12/01/2024   FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 9.00% 12/01/2024   FHLMC G30</title>
        <cusip>31292GM78</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="119408"/>
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        <balance>46.19200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51.06000000</valUSD>
        <pctVal>0.000001305451</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 02/25/2024 2014-DN1 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 02/25/2024 2014-DN1 M2</title>
        <cusip>3137G0AL3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="604168"/>
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        <balance>4184927.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4013784.77000000</valUSD>
        <pctVal>0.102620476826</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.68725000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HUGHES SATELLITE SYSTEMS CORPORATION 6.625% 08/01/2026</name>
        <lei>N/A</lei>
        <title>HUGHES SATELLITE SYSTEMS CORPORATION 6.625% 08/01/2026</title>
        <cusip>444454AF9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="665606"/>
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        <balance>5200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5600920.00000000</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>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DAVITA INC 5.125% 07/15/2024</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
        <title>DAVITA INC 5.125% 07/15/2024</title>
        <cusip>23918KAQ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="578488"/>
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        <balance>8000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8161600.00000000</valUSD>
        <pctVal>0.208667711812</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>5.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ITALY GOVERNMENT INTERNATIONAL BOND 1.00% 06/20/2023 CDS</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="690614"/>
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        <balance>14200000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-357073.36000000</valUSD>
        <pctVal>-0.00912929829</pctVal>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_CAD_20200915</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="5604223411376"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>102771.33</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>FANNIE MAE 6.00% 12/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 12/01/2035      FNMA 30</title>
        <cusip>31407YJ67</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="368000"/>
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        <balance>43808.77000000</balance>
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        <curCd>USD</curCd>
        <valUSD>48798.99000000</valUSD>
        <pctVal>0.001247644283</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 10/25/2024 2014-HQ3 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 10/25/2024 2014-HQ3 M3</title>
        <cusip>3137G0DF3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="657305"/>
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        <balance>4923318.96900000</balance>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.23725000</annualizedRt>
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      <invstOrSec>
        <name>VISTRA ENERGY CORP ESCROW ACCOUNT USD NPV REF SM # 492176</name>
        <lei>549300KP43CPCUJOOG15</lei>
        <title>VISTRA ENERGY CORP ESCROW ACCOUNT USD NPV REF SM # 492176</title>
        <cusip>882ESCAM8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="647506"/>
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        <balance>30000000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60000.00000000</valUSD>
        <pctVal>0.001534020622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</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>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 09/25/2028 C02 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 09/25/2028 C02 1M2</title>
        <cusip>30711XCB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="948187"/>
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        <balance>8454810.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8685929.13000000</valUSD>
        <pctVal>0.222073240114</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.48725000</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>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 10/01/2035      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 10/01/2035      FHLMC G30</title>
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      <invstOrSec>
        <name>Centene Corp 4.625% 12/15/2029 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>New York State Dormitory Authority</name>
        <lei>549300C8XO7EXTX2XU71</lei>
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        <issuerCat>MUN</issuerCat>
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        <name>FANNIE MAE 5.50% 11/01/2035      FNMA 30</name>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 5.00% 02/01/2031      FNMA 30</name>
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        <name>FANNIE MAE 6.00% 12/01/2034      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 12/01/2034      FNMA 30</title>
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          <other otherDesc="Internal Identifier" value="325404"/>
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        <name>Galaxy XXVII CLO Ltd FRN 05/16/2031 18-27A C 144A</name>
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          <other otherDesc="Internal Identifier" value="687871"/>
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        <name>NEXSTAR BROADCASTING INC 6.5% 09/19/2026 Term B-4 Loan</name>
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        <name>URUGUAY REPUBLIC OF 3.70% 06/26/2037 INDEX LINKED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FGI OPERATING CO LLC (FREEDOM GROUP) 8.8425% 05/15/2021 Term Loan FILO</name>
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        <name>Metropolitan St Louis Sewer District</name>
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        <name>ELDORADO RESORTS INC 4.28725% 04/17/2024 Initial Term Loan</name>
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        <name>LCM XVI LP FRN 10/15/2031 144A 2016A BR2</name>
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        <title>LCM XVI LP FRN 10/15/2031 144A 2016A BR2</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Digicel Group Two Ltd 8.25% 09/30/2022 144A</name>
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        <title>Digicel Group Two Ltd 8.25% 09/30/2022 144A</title>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 10/01/2021      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 08/25/2035 05-A6 2A3</name>
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        <cusip>59020UZJ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="580305"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ARES L CLO Ltd FRN 01/15/2032 2018-50A B 144A</name>
        <lei>549300S7Y78W7UJHZZ39</lei>
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        <cusip>04018LAC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="945644"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>K2016470219 SA LTD 3.00% 12/31/2022 PIK 144A</name>
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        <curCd>USD</curCd>
        <valUSD>12664.08000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 04/01/2028 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <other otherDesc="Internal Identifier" value="158771"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ARISTOCRAT TECHNOLOGIES INC 6.5% 10/19/2024 Term B-3 Loans</name>
        <lei>549300I5142EOXMKHL78</lei>
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        <cusip>04044PAF1</cusip>
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          <other otherDesc="Internal Identifier" value="873567"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-19</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Imperial Brands Finance PLC 3.875% 07/26/2029 144A</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>Imperial Brands Finance PLC 3.875% 07/26/2029 144A</title>
        <cusip>45262BAC7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1023616"/>
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        <balance>2200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2212876.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Wells Fargo &amp; Co 2.188% 04/30/2026 *FIXED TO FLOAT*</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co 2.188% 04/30/2026 *FIXED TO FLOAT*</title>
        <cusip>95000U2N2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1065305"/>
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        <balance>7700000.00000000</balance>
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        <valUSD>7748723.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-30</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ARES LII CLO Ltd FRN 04/22/2031 144A 52A A2</name>
        <lei>N/A</lei>
        <title>ARES LII CLO Ltd FRN 04/22/2031 144A 52A A2</title>
        <cusip>04009AAC4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="966055"/>
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        <balance>2522358.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2245211.34000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-04-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.74763000</annualizedRt>
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      <invstOrSec>
        <name>New Jersey Transportation Trust Fund Authority</name>
        <lei>549300YUVD5TEXR6L889</lei>
        <title>New Jersey Transportation Trust Fund Authority</title>
        <cusip>6461366S5</cusip>
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          <other otherDesc="Internal Identifier" value="1026873"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>China Construction Bank Corp 4.25% 02/27/2029 REG S FIXED TO FLOAT</name>
        <lei>5493001KQW6DM7KEDR62</lei>
        <title>China Construction Bank Corp 4.25% 02/27/2029 REG S FIXED TO FLOAT</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>8396226.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-02-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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      <invstOrSec>
        <name>CEMEX SAB DE CV 5.70% 01/11/2025 144A</name>
        <lei>549300RIG2CXWN6IV731</lei>
        <title>CEMEX SAB DE CV 5.70% 01/11/2025 144A</title>
        <cusip>151290BM4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="585621"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CHESAPEAKE ENERGY CORP 5.00% 06/20/2020 CDS</title>
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          <other otherDesc="Internal Sec ID" value="695098"/>
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        <curCd>USD</curCd>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WEX INC 6.5% 05/17/2026 Term B-3 Loan</name>
        <lei>T9M5IGROL1TL1G5OV478</lei>
        <title>WEX INC 6.5% 05/17/2026 Term B-3 Loan</title>
        <cusip>96208UAP6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="982822"/>
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        <balance>4129020.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3913535.59000000</valUSD>
        <pctVal>0.100057405001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2024 2014-DN4 M3</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2024 2014-DN4 M3</title>
        <cusip>3137G0CU1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="596603"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FREDDIE MAC 7.00% 05/01/2028 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC 7.00% 05/01/2028 FHLMC G30</title>
        <cusip>3128G2H64</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="158769"/>
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        <curCd>USD</curCd>
        <valUSD>6909.02000000</valUSD>
        <pctVal>0.000176642985</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Strata CLO I Ltd FRN 01/15/2031 144A 1A B</name>
        <lei>N/A</lei>
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        <cusip>86268HAC2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="946944"/>
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        <curCd>USD</curCd>
        <valUSD>11924469.41000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.41888000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BlueMountain Fuji Eur CLO V DAC FRN 01/15/2033 144A 5A B</name>
        <lei>635400IYPG2G6NM3OV52</lei>
        <title>BlueMountain Fuji Eur CLO V DAC FRN 01/15/2033 144A 5A B</title>
        <cusip>BCC2LWND9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018800"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.91945570"/>
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        <pctVal>0.160860053724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.55000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Weatherford International PLC ORD USD 0.001</name>
        <lei>529900LPBDSCQDJKHQ39</lei>
        <title>Weatherford International PLC ORD USD 0.001</title>
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          <isin value="IE00BLNN3691"/>
          <other otherDesc="Internal Identifier" value="1033528"/>
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        <curCd>USD</curCd>
        <valUSD>681952.50000000</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>Virginia Electric &amp; Power Co 6.35% 11/30/2037</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
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        <cusip>927804FE9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="925720"/>
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        <balance>820000.00000000</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>2037-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.35000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>ALTICE FRANCE HOLDING SA 6% 02/15/2028 144A</name>
        <lei>5299000JVHXKJPOE6H40</lei>
        <title>ALTICE FRANCE HOLDING SA 6% 02/15/2028 144A</title>
        <cusip>02156TAA2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1040490"/>
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        <balance>6100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5612000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Regional Transportation District Sales Tax Revenue</name>
        <lei>N/A</lei>
        <title>Regional Transportation District Sales Tax Revenue</title>
        <cusip>759136US1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024247"/>
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        <balance>3145000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3241299.90000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25800000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-52 FRN 01/15/2045 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-52 FRN 01/15/2045 144A</title>
        <cusip>21056JAA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1034281"/>
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        <balance>6627668.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5610558.18000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-15</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc 2.95% 07/15/2026</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T Inc 2.95% 07/15/2026</title>
        <cusip>00206RHV7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="986500"/>
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        <balance>14800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15290843.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BUCKEYE PARTNERS LP 6.50% 11/01/2026 Initial Term Loans</name>
        <lei>549300C1PQJLVEIUBK50</lei>
        <title>BUCKEYE PARTNERS LP 6.50% 11/01/2026 Initial Term Loans</title>
        <cusip>11823LAH8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1015832"/>
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        <balance>1569433.96000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1481153.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.76625000</annualizedRt>
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      <invstOrSec>
        <name>iHeartCommunications Inc 8.375% 05/01/2027</name>
        <lei>54930076J6KDZL504O62</lei>
        <title>iHeartCommunications Inc 8.375% 05/01/2027</title>
        <cusip>45174HBD8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="979710"/>
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        <curCd>USD</curCd>
        <valUSD>1007051.86000000</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>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.37500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 09/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 09/01/2035      FNMA 30</title>
        <cusip>31407FKN9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="343983"/>
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        <balance>18277.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20566.33000000</valUSD>
        <pctVal>0.000525819572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EURO-BUND FUTURE  Jun20 Jun 20 Future</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE000C4E97A8"/>
          <other otherDesc="Internal Identifier" value="1023699"/>
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        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91945570"/>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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      <invstOrSec>
        <name>Cia Securitizadora de Creditos Financeiros Vert-Fintech FRN 02/14/2024</name>
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        <title>Cia Securitizadora de Creditos Financeiros Vert-Fintech FRN 02/14/2024</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="BRCVRTDBS029"/>
          <other otherDesc="Internal Identifier" value="998253"/>
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        <currencyConditional curCd="BRL" exchangeRt="5.35385000"/>
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        <pctVal>0.058671658351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-14</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 6.50% 08/01/2032 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 08/01/2032 FNMA 30</title>
        <cusip>31390RM26</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="256236"/>
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        <balance>7485.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8343.28000000</valUSD>
        <pctVal>0.000213312726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CNX RESOURCES CORP 5.875% 04/15/2022</name>
        <lei>549300JK3KH8PWM3B226</lei>
        <title>CNX RESOURCES CORP 5.875% 04/15/2022</title>
        <cusip>20854PAL3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="594130"/>
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        <balance>11076000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10965240.00000000</valUSD>
        <pctVal>0.280348404758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</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>1011778 BC ULC/NEW RED FINANCE INC 5.00% 10/15/2025 144A</name>
        <lei>N/A</lei>
        <title>1011778 BC ULC/NEW RED FINANCE INC 5.00% 10/15/2025 144A</title>
        <cusip>68245XAE9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="671843"/>
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        <balance>11500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11617300.00000000</valUSD>
        <pctVal>0.297019629538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BAT Capital Corp 4.54% 08/15/2047</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT Capital Corp 4.54% 08/15/2047</title>
        <cusip>05526DBF1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1011166"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>625903.23000000</valUSD>
        <pctVal>0.016002474370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.54000000</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>FedEx Corp 4.05% 02/15/2048</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>FedEx Corp 4.05% 02/15/2048</title>
        <cusip>31428XBQ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="919712"/>
        </identifiers>
        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1189810.81000000</valUSD>
        <pctVal>0.030419905314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.05000000</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>Exelon Corp 4.05% 04/15/2030</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>Exelon Corp 4.05% 04/15/2030</title>
        <cusip>30161NAX9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1058440"/>
        </identifiers>
        <balance>13400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15311188.00000000</valUSD>
        <pctVal>0.391461302329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.05000000</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>Lloyds Banking Group PLC 3.87% 07/09/2025</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group PLC 3.87% 07/09/2025</title>
        <cusip>53944YAL7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1059012"/>
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        <balance>1600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1685197.52000000</valUSD>
        <pctVal>0.043085462464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.87000000</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>REPUBLIC OF GABON 6.375% 12/12/2024 144A</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF GABON 6.375% 12/12/2024 144A</title>
        <cusip>362420AB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="977063"/>
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        <balance>11143918.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8077334.64000000</valUSD>
        <pctVal>0.206513298479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</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>SUNCOKE ENERGY PARTNERS LP / SUNCOKE ENERGY PART 7.50% 06/15/2025 144A</name>
        <lei>N/A</lei>
        <title>SUNCOKE ENERGY PARTNERS LP / SUNCOKE ENERGY PART 7.50% 06/15/2025 144A</title>
        <cusip>86723CAF5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="666604"/>
        </identifiers>
        <balance>12000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9225000.00000000</valUSD>
        <pctVal>0.235855670636</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>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DISH DBS CORP 5.875% 11/15/2024</name>
        <lei>N/A</lei>
        <title>DISH DBS CORP 5.875% 11/15/2024</title>
        <cusip>25470XAW5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="594958"/>
        </identifiers>
        <balance>8000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7736320.00000000</valUSD>
        <pctVal>0.197794573643</pctVal>
        <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>5.87500000</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>NOTA DO TESOURO NACIONAL NTNF 01/01/2023 STATED RATE 10%</name>
        <lei>N/A</lei>
        <title>NOTA DO TESOURO NACIONAL NTNF 01/01/2023 STATED RATE 10%</title>
        <cusip>P8T63WAA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="557993"/>
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        <balance>34402.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="5.35385000"/>
        <valUSD>7102123.15000000</valUSD>
        <pctVal>0.181580056204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.99961200</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>RZD CAPITAL PLC (RUSSIAN RAILWAYS) 5.70% 04/05/2022 REGS</name>
        <lei>635400VKMH1VQDFMW392</lei>
        <title>RZD CAPITAL PLC (RUSSIAN RAILWAYS) 5.70% 04/05/2022 REGS</title>
        <cusip>G7722TAA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="517822"/>
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        <balance>17600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18534560.00000000</valUSD>
        <pctVal>0.473873287670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 01/15/2026 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 01/15/2026 GNMA SF</title>
        <cusip>36206UM71</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="118851"/>
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        <balance>138.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151.11000000</valUSD>
        <pctVal>0.000003863430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cheniere Energy Partners LP 5.25% 10/01/2025</name>
        <lei>5493005UEC8AZ34LDV29</lei>
        <title>Cheniere Energy Partners LP 5.25% 10/01/2025</title>
        <cusip>16411QAB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="918724"/>
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        <balance>11900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11433520.00000000</valUSD>
        <pctVal>0.292320924372</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>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 4/25/2024 2014-DN2 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 4/25/2024 2014-DN2 M3</title>
        <cusip>3137G0AY5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689461"/>
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        <balance>21379000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14666485.72000000</valUSD>
        <pctVal>0.374978192452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08725000</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>CGNPC INTERNATIONAL LTD 3.75% 12/11/2027 REG S</name>
        <lei>3003007JIKH4XTQVZT05</lei>
        <title>CGNPC INTERNATIONAL LTD 3.75% 12/11/2027 REG S</title>
        <cusip>Y12564AB9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="680948"/>
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        <balance>3289000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3563190.08000000</valUSD>
        <pctVal>0.091100117715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC CORP 7.125% 06/15/2024 144A</name>
        <lei>N/A</lei>
        <title>DELL INTERNATIONAL LLC / EMC CORP 7.125% 06/15/2024 144A</title>
        <cusip>25272KAW3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="636670"/>
        </identifiers>
        <balance>7000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7275450.00000000</valUSD>
        <pctVal>0.186011505575</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>7.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TRY_USD_20200714</title>
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        <name>FREDDIE MAC 6.50% 05/01/2031      FHLMC G30</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CHARTER COMMUNICATIONS OPERATING LLC 3.81% 03/31/2023 Term A-2 Loan</name>
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        <name>SANCHEZ ENERGY CORP 6.125% 01/15/2023 *DEFAULT*</name>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2029 2016-C05 2M2</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>FANNIE MAE 5.00% 04/01/2029      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31417YAZ0</cusip>
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        <name>AMC ENTERTAINMENT HOLDINGS INC 5.75% 06/15/2025</name>
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        <name>State of Oregon Department of Transportation</name>
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        <name>Gates Global LLC / Gates Corp 6.25% 01/15/2026 144A</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 5.00% 06/01/2031      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.00% 06/01/2031      FNMA 30</title>
        <cusip>31417Y2K2</cusip>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 10/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GLOBAL TEL*LINK CORP 6.5% 11/20/2025 First Lien Term Loan</name>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="690615"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>Nascar Holdings Inc 6.5% 10/18/2026 Initial Term Loans</name>
        <lei>549300XWV2JTQZZOV244</lei>
        <title>Nascar Holdings Inc 6.5% 10/18/2026 Initial Term Loans</title>
        <cusip>63108EAB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998927"/>
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        <curCd>USD</curCd>
        <valUSD>3758216.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Credit Trust 2019-SLCT5 FRN 09/15/2044 2019-S5 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Credit Trust 2019-SLCT5 FRN 09/15/2044 2019-S5 PT 144A</title>
        <cusip>21055CAA1</cusip>
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          <other otherDesc="Internal Identifier" value="1005005"/>
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        <balance>5042008.17000000</balance>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>SOUTHERN CO/THE 3.25% 07/01/2026</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>SOUTHERN CO/THE 3.25% 07/01/2026</title>
        <cusip>842587CV7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="634608"/>
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        <balance>24200000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DAVITA INC 5.00% 05/01/2025</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
        <title>DAVITA INC 5.00% 05/01/2025</title>
        <cusip>23918KAR9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="601829"/>
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        <balance>6000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6101250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 10/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 10/01/2033      FNMA 30</title>
        <cusip>31403MQ77</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="290727"/>
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        <balance>28801.61000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 8.00% 01/01/2025 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 8.00% 01/01/2025 FNMA 30</title>
        <cusip>31371E2V6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="114463"/>
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        <curCd>USD</curCd>
        <valUSD>57.92000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2028 2016-DNA2 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2028 2016-DNA2 M3</title>
        <cusip>3137G0JU4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688721"/>
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        <balance>14997874.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14936515.10000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.13725000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>SABIC Capital II BV 4.5% 10/10/2028 144A</name>
        <lei>2138005PCUTH59D4RJ83</lei>
        <title>SABIC Capital II BV 4.5% 10/10/2028 144A</title>
        <cusip>78520LAB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="934569"/>
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        <balance>5500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5885236.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>U S TREASURY NOTE/BOND I/L 0.375% 07/15/2027 INDEX LINKED TO CPURNSA</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U S TREASURY NOTE/BOND I/L 0.375% 07/15/2027 INDEX LINKED TO CPURNSA</title>
        <cusip>9128282L3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="675025"/>
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        <curCd>USD</curCd>
        <valUSD>20046485.79000000</valUSD>
        <pctVal>0.512528710017</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 6.50% 10/20/2031      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 10/20/2031      GNMA II</title>
        <cusip>36202DQB0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="277758"/>
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        <balance>18187.64000000</balance>
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        <valUSD>21660.88000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 06/01/2029   FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 06/01/2029   FHLMC G30</title>
        <cusip>31292G2S4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="176106"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <name>New York State Urban Development Corp</name>
        <lei>54930039Y2EMGXN6LM88</lei>
        <title>New York State Urban Development Corp</title>
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          <other otherDesc="Internal Identifier" value="1018781"/>
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        <curCd>USD</curCd>
        <valUSD>20119209.30000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 4.50% 02/01/2041      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.50% 02/01/2041      FNMA 30</title>
        <cusip>31417YWA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="487788"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>NEXSTAR BROADCASTING INC 5.625% 08/01/2024 144A</name>
        <lei>5493006PK6I4I2OOT688</lei>
        <title>NEXSTAR BROADCASTING INC 5.625% 08/01/2024 144A</title>
        <cusip>65341XAA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="640584"/>
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        <balance>15000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14665500.00000000</valUSD>
        <pctVal>0.374952990539</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>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_CNH_20200821</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="5573423264902"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>205173.89</valUSD>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>N/A</fairValLevel>
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        <name>NATIONAL MENTOR HOLDINGS INC 6.5% 03/08/2026 Initial Term Loans</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 8.00% 02/15/2025 GNMA SF</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>URUGUAY REPUBLIC OF 4.375% 01/23/2031</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 6.50% 04/01/2031 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31384WGU8</cusip>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Alloy Finco Limited 6.5% 03/06/2025 Term Loan B TOGG PIK</name>
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        <name>Fox Corp 3.5% 04/08/2030</name>
        <lei>549300DDU6FDRBIELS05</lei>
        <title>Fox Corp 3.5% 04/08/2030</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BATTALION OIL CORP WTS EXP 10/8/2022 CL A</name>
        <lei>3XHTN2NNIMMPORDAMJ28</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>Euro-OAT Future   Jun20 Jun 20 Future</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>BlueMountain CLO 2014-2 Ltd FRN 10/20/2030 2014-2A CR2 144A</name>
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        <name>SEALED AIR CORP 5.125% 12/01/2024 144A</name>
        <lei>Q0M0CZB4YN6JZ65WXI09</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CATALENT PHARMA SOLUTIONS INC 6.5% 05/17/2026 Dollar Term B-2 Loan</name>
        <lei>549300HALRZ339MSTH85</lei>
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        <cusip>14880BAG6</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MORTGAGEIT TRUST FRN 12/25/2035 05-5 A1</name>
        <lei>N/A</lei>
        <title>MORTGAGEIT TRUST FRN 12/25/2035 05-5 A1</title>
        <cusip>61915RAU0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="588355"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GLOBAL TEL*LINK CORP 6.5% 11/20/2026 Second Lien Term Loan</name>
        <lei>549300YI0BNF11FDQE44</lei>
        <title>GLOBAL TEL*LINK CORP 6.5% 11/20/2026 Second Lien Term Loan</title>
        <cusip>37959JAE1</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>VERSO CORP WTS EXP 07/25/2023</name>
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        <title>VERSO CORP WTS EXP 07/25/2023</title>
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          <other otherDesc="Internal Identifier" value="639882"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Upgrade Master Pass-Thru Trust 4.84612% 02/15/2026 144A 2019-PT2 A</name>
        <lei>54930089533DCF1JSH22</lei>
        <title>Upgrade Master Pass-Thru Trust 4.84612% 02/15/2026 144A 2019-PT2 A</title>
        <cusip>91531XAB0</cusip>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_BRL_20200513</title>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <name>Jpmorgan Chase &amp; Co 2.522% 04/22/2031 *FIXED TO FLOAT*</name>
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        <name>K2016470260 SA LTD 25.00% 12/31/2022 PIK 144A</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 06/01/2036      FHLMC G30</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 06/01/2033      FHLMC G30</name>
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        <name>GOVT NATL MORTG ASSN 7.50% 04/20/2032      GNMA II</name>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>INFOR US INC LAWSON 6.5% 02/01/2022 Tranche B-6 Term Loan</name>
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        <cusip>45672LAE5</cusip>
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          <other otherDesc="Internal Identifier" value="1022196"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JBS USA LUX SA 6.5% 05/01/2026 New Term Loans</name>
        <lei>P77IMDGVZE8EFBTF2M92</lei>
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        <cusip>46611VAU9</cusip>
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          <other otherDesc="Internal Identifier" value="1033727"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Schlumberger Holdings Corp 3.9% 05/17/2028 144A</name>
        <lei>529900IKZG65COT1D505</lei>
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        <cusip>806851AK7</cusip>
        <identifiers>
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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>2028-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.90000000</annualizedRt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="693764"/>
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        <balance>24700000.00000000</balance>
        <units>NC</units>
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        <valUSD>-967478.03000000</valUSD>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>FMG RESOURCES AUGUST 2006 PTY LTD 5.125% 05/15/2024 144A</name>
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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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          <couponKind>Fixed</couponKind>
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        <name>Clear Channel Outdoor Holdings Inc COM USD 1</name>
        <lei>N/A</lei>
        <title>Clear Channel Outdoor Holdings Inc COM USD 1</title>
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          <ticker value="CCO"/>
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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>CAPITAL ONE MULTI-ASSET EXECUTION TRUST FRN 02/15/2024 2016-A2 A2</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
        <title>CAPITAL ONE MULTI-ASSET EXECUTION TRUST FRN 02/15/2024 2016-A2 A2</title>
        <cusip>14041NFD8</cusip>
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          <other otherDesc="Internal Identifier" value="641717"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENDO DAC / ENDO FINANCE LLC / ENDO FINCO INC 6.00% 02/01/2025 144A</name>
        <lei>N/A</lei>
        <title>ENDO DAC / ENDO FINANCE LLC / ENDO FINCO INC 6.00% 02/01/2025 144A</title>
        <cusip>29273EAA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="596013"/>
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        <curCd>USD</curCd>
        <valUSD>7942000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2029 2017-DNA2 M2</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2029 2017-DNA2 M2</title>
        <cusip>3137G0NX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="960383"/>
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        <curCd>USD</curCd>
        <valUSD>5706671.69000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>HANESBRANDS INC 4.875% 05/15/2026 144A</name>
        <lei>GX5LWVWZLL5S4W1L2F20</lei>
        <title>HANESBRANDS INC 4.875% 05/15/2026 144A</title>
        <cusip>410345AL6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="633411"/>
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        <curCd>USD</curCd>
        <valUSD>15165750.00000000</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>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 05/01/2034      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 05/01/2034      FNMA 30</title>
        <cusip>31404NF27</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="304877"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CSC HOLDINGS LLC 4.5565% 07/17/2025 March 2017 Incremental Term Loans</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC HOLDINGS LLC 4.5565% 07/17/2025 March 2017 Incremental Term Loans</title>
        <cusip>64072UAE2</cusip>
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          <other otherDesc="Internal Identifier" value="662208"/>
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        <curCd>USD</curCd>
        <valUSD>953130.47000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.06400000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <name>BRAVO Residential Funding Trust 2019-NQM2 FRN 10/25/2044 2019-2 A3 144A</name>
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        <title>BRAVO Residential Funding Trust 2019-NQM2 FRN 10/25/2044 2019-2 A3 144A</title>
        <cusip>10568LAL0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1022230"/>
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        <curCd>USD</curCd>
        <valUSD>10098784.76000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-25</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KB HOME 7.50% 09/15/2022</name>
        <lei>549300LGUCWQURMWLG09</lei>
        <title>KB HOME 7.50% 09/15/2022</title>
        <cusip>48666KAR0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="526931"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5385250.00000000</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>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 5.00% 04/01/2029      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.00% 04/01/2029      FNMA 30</title>
        <cusip>3138EGP57</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="516979"/>
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        <curCd>USD</curCd>
        <valUSD>116206.39000000</valUSD>
        <pctVal>0.002971049977</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BCC Middle Market CLO 2018-1A A2 FRN 10/20/2030 144A 1A A2</name>
        <lei>N/A</lei>
        <title>BCC Middle Market CLO 2018-1A A2 FRN 10/20/2030 144A 1A A2</title>
        <cusip>055328AC2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="931163"/>
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        <curCd>USD</curCd>
        <valUSD>5777330.01000000</valUSD>
        <pctVal>0.147709056260</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-20</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 11/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 11/01/2033      FNMA 30</title>
        <cusip>31401XC62</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="290756"/>
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        <balance>5391.43000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5990.06000000</valUSD>
        <pctVal>0.000153147926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <name>FANNIE MAE 8.00% 05/01/2026 FNMA</name>
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        <name>Indonesia Government International Bond 4.35% 01/08/2027 144A</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 09/01/2021      FHLMC G30</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2029 2017-C01 1M2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>TPC Group Inc 10.5% 08/01/2024 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP 3.50% 04/19/2026</name>
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        <cusip>06051GFX2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>IHEARTMEDIA INC WTS EXP 05/01/2039</name>
        <lei>N/A</lei>
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          <ticker value="IHRTW"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-SLCT8 FRN 01/15/2045 2019-S8 PT 144A</name>
        <lei>N/A</lei>
        <title>CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-SLCT8 FRN 01/15/2045 2019-S8 PT 144A</title>
        <cusip>21057BAA1</cusip>
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          <other otherDesc="Internal Identifier" value="1025426"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-01-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>WESTJET AIRLINES LTD 6.5% 12/11/2026 Initial Term Loan</name>
        <lei>N/A</lei>
        <title>WESTJET AIRLINES LTD 6.5% 12/11/2026 Initial Term Loan</title>
        <cusip>C4927UAB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="999788"/>
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        <balance>2094750.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-12-11</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 03/01/2021      FNMA 15</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>N/A</name>
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      <invstOrSec>
        <name>CVS Health Corp 4.30% 03/25/2028</name>
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          <other otherDesc="Internal Identifier" value="686103"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 6.50% 12/01/2028   FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 12/01/2028   FNMA</title>
        <cusip>31371HB72</cusip>
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          <other otherDesc="Internal Identifier" value="165211"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bausch Health Cos Inc 5% 01/30/2028 144A</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Cos Inc 5% 01/30/2028 144A</title>
        <cusip>071734AH0</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Springleaf Finance Corp 6.625% 01/15/2028</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>Springleaf Finance Corp 6.625% 01/15/2028</title>
        <cusip>85172FAQ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="980686"/>
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        <curCd>USD</curCd>
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        <pctVal>0.129286107509</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-37 10/17/2044 2019-37 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-37 10/17/2044 2019-37 PT 144A</title>
        <cusip>21054QAA1</cusip>
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          <other otherDesc="Internal Identifier" value="1009078"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ALLERGAN FUNDING SCS 3.80% 03/15/2025</name>
        <lei>222100FLFVOSKCBCAR54</lei>
        <title>ALLERGAN FUNDING SCS 3.80% 03/15/2025</title>
        <cusip>00507UAS0</cusip>
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        <assetCat>DBT</assetCat>
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        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>California Health Facilities Financing Authority</name>
        <lei>5493007RI8BUDOGHZ546</lei>
        <title>California Health Facilities Financing Authority</title>
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          <other otherDesc="Internal Identifier" value="1024570"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 5.50% 11/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 11/01/2033      FNMA 30</title>
        <cusip>31403J7H3</cusip>
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          <other otherDesc="Internal Identifier" value="290757"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>T-Mobile USA Inc 3.875% 04/15/2030 144A</name>
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        <name>GOVT NATL MORTG ASSN 5.50% 06/20/2034      GNMA II</name>
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        <name>Allison Transmission Inc 5.875% 06/01/2029 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT7 12/15/2044 2019-S7 PT 144A</name>
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        <name>Braskem Netherlands Finance BV 4.5% 01/31/2030 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>RWJ BARNABAS HEALTH INC</name>
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        <name>Chaparral Energy Inc COM USD NPV CL A 144A </name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Foothill-Eastern Transportation Corridor Agency</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 6.50% 12/20/2030      GNMA II</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FGI OPERATING CO LLC (FREEDOM GROUP) 12.3425% 05/15/2022 Term Loan TOGG PIK</name>
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        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST FRN 09/16/2024 2016-A7 A7</name>
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        <title>CAPITAL ONE MULTI-ASSET EXECUTION TRUST FRN 09/16/2024 2016-A7 A7</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>San Bernardino Community College District</name>
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        <name>INTERGEN NV 7.00% 06/30/2023 144A</name>
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        <name>VOYA CLO LTD FRN 04/25/2031 2013-2A BR 144A</name>
        <lei>5493007ASGBOUR3XJY69</lei>
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          <other otherDesc="Internal Identifier" value="686774"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 5.25% 08/01/2026</name>
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        <cusip>55342UAG9</cusip>
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          <other otherDesc="Internal Identifier" value="640587"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>CITIBANK CREDIT CARD ISSUANCE TRUST FRN 12/07/2023 2016-A3 A3</name>
        <lei>R8AG6FXVDQAMDKCSJJ64</lei>
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        <cusip>17305EFY6</cusip>
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          <other otherDesc="Internal Identifier" value="955532"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-12-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.47513000</annualizedRt>
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      <invstOrSec>
        <name>EOG Resources Inc 4.375% 04/15/2030</name>
        <lei>XWTZDRYZPBUHIQBKDB46</lei>
        <title>EOG Resources Inc 4.375% 04/15/2030</title>
        <cusip>26875PAU5</cusip>
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          <other otherDesc="Internal Identifier" value="1060277"/>
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        <curCd>USD</curCd>
        <valUSD>1117637.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>GOVT NATL MORTG ASSN 9.50% 06/15/2025 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 9.50% 06/15/2025 GNMA SF</title>
        <cusip>36206KQ46</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="119550"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
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      <invstOrSec>
        <name>FLAGSHIP CLO VIII LTD FRN 01/16/2026 2014-8A ARR 144A</name>
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        <title>FLAGSHIP CLO VIII LTD FRN 01/16/2026 2014-8A ARR 144A</title>
        <cusip>338422AQ1</cusip>
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          <other otherDesc="Internal Identifier" value="689623"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-01-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.02613000</annualizedRt>
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      <invstOrSec>
        <name>China Mengniu Dairy Co Ltd 4.25% 08/07/2023 REG S</name>
        <lei>2549005Q343BSJ8RSS21</lei>
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        <cusip>000000000</cusip>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-08-07</maturityDt>
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        <name>County of Broward FL Airport System Revenue</name>
        <lei>N/A</lei>
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        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="5652323673089"/>
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        <curCd>USD</curCd>
        <valUSD>-71606.85</valUSD>
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        <fairValLevel>N/A</fairValLevel>
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        <name>Bausch Health Americas Inc 8.5% 01/31/2027 144A</name>
        <lei>KOO0397YRO83WY5MGD97</lei>
        <title>Bausch Health Americas Inc 8.5% 01/31/2027 144A</title>
        <cusip>91911XAW4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="875016"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5535250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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      <invstOrSec>
        <name>Octagon Investment Partners 28 Ltd 10/24/2030 144A 2016-1A A2R</name>
        <lei>254900BI638DCRT6IN48</lei>
        <title>Octagon Investment Partners 28 Ltd 10/24/2030 144A 2016-1A A2R</title>
        <cusip>67591EAS2</cusip>
        <identifiers>
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        <valUSD>4680611.70000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.47025000</annualizedRt>
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        <name>CNAC HK FINBRIDGE CO LTD 4.875% 03/14/2025 REG S</name>
        <lei>549300US1UQ7R7WABI28</lei>
        <title>CNAC HK FINBRIDGE CO LTD 4.875% 03/14/2025 REG S</title>
        <cusip>Y1670YAJ4</cusip>
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          <other otherDesc="Internal Identifier" value="686208"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Anthem Inc 3.7% 09/15/2049</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>Anthem Inc 3.7% 09/15/2049</title>
        <cusip>036752AK9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1015816"/>
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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>3.70000000</annualizedRt>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 08/01/2036      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 08/01/2036      FHLMC G30</title>
        <cusip>3128KDX67</cusip>
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          <other otherDesc="Internal Identifier" value="516224"/>
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        <curCd>USD</curCd>
        <valUSD>57779.01000000</valUSD>
        <pctVal>0.001477236547</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK BESPOKE JUNE-20 0-3% EQUITY TRANCHE CDX 06/20/2020 CDX</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 5.50% 11/01/2033      FNMA 30</name>
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      <invstOrSec>
        <name>Provident Funding Mortgage Trust 2020-1 FRN 144A 2020-1 A3</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>REMINGTON OUTDOOR CO INC COM USD .01</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PERUVIAN GOVERNMENT INTERNATIONAL BOND 6.55% 03/14/2037</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 5.50% 09/15/2034 GNMA</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/27/2025 2015-C02 2M2</name>
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        <name>GOVT NATL MORTG ASSN 6.50% 11/15/2031      GNMA SF</name>
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        <name>AIR CANADA 3.40775% 10/06/2023 Term Loans</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2020-2 FRN 03/15/2045 2020-2 PT 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 7.00% 05/15/2028 GNMA SF</name>
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        <name>MEXICO CITY AIRPORT TRUST 5.50% 07/31/2047 144A</name>
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          <other otherDesc="Internal Identifier" value="674383"/>
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        <name>City of San Francisco CA Public Utilities Commission Water Revenue</name>
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          <other otherDesc="Internal Identifier" value="1032381"/>
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        <fairValLevel>2</fairValLevel>
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        <name>ENQUEST PLC 7.00%/7.00% 10/15/2023 TOGG PIK 144A</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

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        <name>INDONESIA GOVERNMENT 11.75% 08/15/2023</name>
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        <issuerCat>UST</issuerCat>
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        <name>KFC HLDG/PIZZA HUT/TACO BELL 5.00% 06/01/2024 144A</name>
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        <name>LENDING CLUB LCX 4194 Marketplace Loans</name>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>STAPLES INC 6.50% 04/12/2026 2019 Refinancing Term B-1 Loans</name>
        <lei>XQM2JINI1UL7642TU573</lei>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-26 FRN 08/15/2044 144A</name>
        <lei>N/A</lei>
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        <cusip>21055TAA4</cusip>
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          <other otherDesc="Internal Identifier" value="998229"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDEN NUGGET INC 6.75% 10/15/2024 144A</name>
        <lei>91D14OD6M4H1RVBN7R43</lei>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
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      <invstOrSec>
        <name>T-MOBILE USA INC 5.125% 04/15/2025</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC 5.125% 04/15/2025</title>
        <cusip>87264AAS4</cusip>
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          <other otherDesc="Internal Identifier" value="662033"/>
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        <curCd>USD</curCd>
        <valUSD>6112500.00000000</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>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 6.00% 08/15/2036      GNMA SF</name>
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        <title>GOVT NATL MORTG ASSN 6.00% 08/15/2036      GNMA SF</title>
        <cusip>36290TUG2</cusip>
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          <other otherDesc="Internal Identifier" value="370606"/>
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        <curCd>USD</curCd>
        <valUSD>22140.48000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 6.00% 10/01/2034      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 10/01/2034      FNMA 30</title>
        <cusip>31406B7C8</cusip>
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          <other otherDesc="Internal Identifier" value="325369"/>
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        <curCd>USD</curCd>
        <valUSD>339089.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Eaton Vance CLO 2014-1R Ltd FRN 07/15/2030 2014-1RA C 144A</name>
        <lei>549300FPTLP8I41O7F48</lei>
        <title>Eaton Vance CLO 2014-1R Ltd FRN 07/15/2030 2014-1RA C 144A</title>
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        <curCd>USD</curCd>
        <valUSD>1838814.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDX.EM.31 1.00% 06/20/2024 CDX</title>
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          <other otherDesc="Internal Sec ID" value="693421"/>
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        <balance>18800000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>COMMERCIAL MORTGAGE TRUST FRN 07/10/2038 2006-GG7 AJ</name>
        <lei>N/A</lei>
        <title>COMMERCIAL MORTGAGE TRUST FRN 07/10/2038 2006-GG7 AJ</title>
        <cusip>20173MAH3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="519289"/>
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        <balance>5333000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3253130.00000000</valUSD>
        <pctVal>0.083172808435</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>5.80691600</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY 3.591% 07/22/2028 FIXED TO FLOAT</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 3.591% 07/22/2028 FIXED TO FLOAT</title>
        <cusip>61744YAK4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="670872"/>
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        <balance>10000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10833343.90000000</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>2028-07-22</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 06/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 06/15/2034      GNMA SF</title>
        <cusip>36201GU45</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="307996"/>
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        <balance>18829.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20855.81000000</valUSD>
        <pctVal>0.000533220710</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ALLY FINANCIAL INC 5.00% 12/20/2024 CDS</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="693756"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2657415.71000000</valUSD>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 11/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 11/01/2035      FNMA 30</title>
        <cusip>31407XNP2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="348239"/>
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        <balance>103292.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>118098.82000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Diamond Sports Group LLC / Diamond Sports Finance Co 5.375% 08/15/2026 144A</name>
        <lei>N/A</lei>
        <title>Diamond Sports Group LLC / Diamond Sports Finance Co 5.375% 08/15/2026 144A</title>
        <cusip>25277LAA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998600"/>
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        <balance>4300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3288210.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UKRAINE GOVERNMENT 7.75% 09/01/2024 144A</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT 7.75% 09/01/2024 144A</title>
        <cusip>903724AR3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="617117"/>
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        <balance>4355000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4125134.39000000</valUSD>
        <pctVal>0.105467353714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Crown Americas LLC / Crown Americas Capital Corp VI 4.75% 02/01/2026</name>
        <lei>N/A</lei>
        <title>Crown Americas LLC / Crown Americas Capital Corp VI 4.75% 02/01/2026</title>
        <cusip>228187AB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="955674"/>
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        <balance>7100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7345660.00000000</valUSD>
        <pctVal>0.187806565373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Weatherford International Ltd 11% 12/01/2024 144A</name>
        <lei>549300A2JKMG5PGOGF82</lei>
        <title>Weatherford International Ltd 11% 12/01/2024 144A</title>
        <cusip>947075AP2</cusip>
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        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Calpine Corp 5.125% 03/15/2028 144A</name>
        <lei>43R4VPJBXTU2O15HEF41</lei>
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        <cusip>131347CN4</cusip>
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        <valUSD>3925000.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERSO CORP COM USD.01 CL A</name>
        <lei>549300FODXCTQ8DGT594</lei>
        <title>VERSO CORP COM USD.01 CL A</title>
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          <ticker value="VRS"/>
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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>CWABS ASSET-BACKED CERTIFICATES TRUST FRN 03/25/2034 2005-11 AF4</name>
        <lei>N/A</lei>
        <title>CWABS ASSET-BACKED CERTIFICATES TRUST FRN 03/25/2034 2005-11 AF4</title>
        <cusip>126670CJ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="345302"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-25</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE 5.00% 05/01/2029      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.00% 05/01/2029      FNMA 30</title>
        <cusip>31416RKA0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="516921"/>
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        <curCd>USD</curCd>
        <valUSD>92059.32000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 03/01/2034      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 03/01/2034      FHLMC G30</title>
        <cusip>31296WE78</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="302601"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 09/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 09/01/2033      FNMA 30</title>
        <cusip>31402W2B3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="290759"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>State of New York</name>
        <lei>N/A</lei>
        <title>State of New York</title>
        <cusip>649791QE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018957"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HARSCO CORP                                      6.5% 12/10/2024 Term Loan B-2</name>
        <lei>KAO98FK89NPNNPQGUZ43</lei>
        <title>HARSCO CORP                                      6.5% 12/10/2024 Term Loan B-2</title>
        <cusip>41587CAP3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="877858"/>
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        <curCd>USD</curCd>
        <valUSD>1989965.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-10</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALTICE FINANCING SA 7.50% 05/15/2026 144A</name>
        <lei>549300DIYGW8HVDF7Q17</lei>
        <title>ALTICE FINANCING SA 7.50% 05/15/2026 144A</title>
        <cusip>02154CAE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="632215"/>
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        <curCd>USD</curCd>
        <valUSD>4198600.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LIONS GATE ENTERTAINMENT CORP 6.50% 03/22/2023 TERM A LOAN</name>
        <lei>5493000JSMHPHZURLM72</lei>
        <title>LIONS GATE ENTERTAINMENT CORP 6.50% 03/22/2023 TERM A LOAN</title>
        <cusip>53627MAC7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687077"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Mill City Mortgage Loan Trust 2018-4 FRN 04/25/2066 2018-4 A1B 144A</name>
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        <title>Mill City Mortgage Loan Trust 2018-4 FRN 04/25/2066 2018-4 A1B 144A</title>
        <cusip>59980YAB1</cusip>
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          <other otherDesc="Internal Identifier" value="959718"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>WORKCAPITAL BSD SARL WTS EXP 2/13/2026</name>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="947257"/>
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        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 5.00% 03/01/2028      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.00% 03/01/2028      FNMA 30</title>
        <cusip>31371NSV8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="516950"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Clear Channel Worldwide Holdings Inc 9.25% 02/15/2024 144A</name>
        <lei>N/A</lei>
        <title>Clear Channel Worldwide Holdings Inc 9.25% 02/15/2024 144A</title>
        <cusip>18451QAN8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="960561"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.418% 12/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.418% 12/01/2034     FNMA ARM</title>
        <cusip>31406AGW6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="329185"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.41800000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CSX Corp 4.1% 03/15/2044</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX Corp 4.1% 03/15/2044</title>
        <cusip>126408GY3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1019852"/>
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        <balance>1600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1855405.95000000</valUSD>
        <pctVal>0.047437183158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2034      FHLMC G30</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Massachusetts State College Building Authority</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>B&amp;G Foods Inc 5.25% 09/15/2027</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Blackboard Inc 10.375% 11/15/2024 144A</name>
        <lei>549300ONVS6PJZ5LRX23</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STATE GRID OVERSEAS INVESTMENT 2016 LTD 3.50% 05/04/2027 144A</name>
        <lei>3003006V8BHG5158QO96</lei>
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        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>NORTONLIFELOCK INC 5.00% 04/15/2025 144A</name>
        <lei>YF6ZV0M6AU4FY94MK914</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 6.50% 02/15/2029   GNMA SF</name>
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        <cusip>36207H3G0</cusip>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DAVITA INC 3.40275% 08/12/2026 Tranche B-1 Term Loan</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
        <title>DAVITA INC 3.40275% 08/12/2026 Tranche B-1 Term Loan</title>
        <cusip>23918VAY0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1040628"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Proper Pass-Thru Trust III 8.79567% 03/15/2026 144A PT1 A</name>
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        <title>Proper Pass-Thru Trust III 8.79567% 03/15/2026 144A PT1 A</title>
        <cusip>74360NAA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1040176"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>CHENIERE CORPUS CHRISTI HLDGS LLC 5.875% 03/31/2025</name>
        <lei>549300I7CIEWU1BBLQ53</lei>
        <title>CHENIERE CORPUS CHRISTI HLDGS LLC 5.875% 03/31/2025</title>
        <cusip>16412XAC9</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CENCOSUD SA 4.375% 07/17/2027 144A</name>
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        <title>CENCOSUD SA 4.375% 07/17/2027 144A</title>
        <cusip>15132HAH4</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 8.00% 12/01/2025 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 8.00% 12/01/2025 FNMA 30</title>
        <cusip>31374FXG9</cusip>
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          <other otherDesc="Internal Identifier" value="153202"/>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 11/25/2029 2017-C04 2M2</name>
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      <invstOrSec>
        <name>FANNIE MAE 3% 9/1/2048 FNL</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3% 9/1/2048 FNL</title>
        <cusip>3140JADM7</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Altice France SA/France 5.5% 01/15/2028 144A</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>Altice France SA/France 5.5% 01/15/2028 144A</title>
        <cusip>02156LAC5</cusip>
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          <other otherDesc="Internal Identifier" value="1010667"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 09/01/2027      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 09/01/2027      FHLMC G30</title>
        <cusip>3128CUMV5</cusip>
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          <other otherDesc="Internal Identifier" value="516226"/>
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        <curCd>USD</curCd>
        <valUSD>16484.98000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="WNM0"/>
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        <curCd>USD</curCd>
        <valUSD>17250.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>US ULTRA BOND CBT Jun20 Jun 20 Future</issuerName>
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            <expDate>2020-06-19</expDate>
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      <invstOrSec>
        <name>UNIVISION COMMUNICATIONS INC 5.125% 02/15/2025 144A</name>
        <lei>549300YQDE2JSGTL8V47</lei>
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        <cusip>914906AS1</cusip>
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          <other otherDesc="Internal Identifier" value="597350"/>
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        <balance>16000000.00000000</balance>
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        <valUSD>14140000.00000000</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>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Digicel Group Two Ltd 7.125% CASH+2.00% PIK HYBD 04/01/24 TOGG PIK 144A</name>
        <lei>N/A</lei>
        <title>Digicel Group Two Ltd 7.125% CASH+2.00% PIK HYBD 04/01/24 TOGG PIK 144A</title>
        <cusip>25382FAA9</cusip>
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          <other otherDesc="Internal Identifier" value="954544"/>
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        <valUSD>167362.86000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>REYNOLDS AMERICAN INC 4.45% 06/12/2025</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>REYNOLDS AMERICAN INC 4.45% 06/12/2025</title>
        <cusip>761713BG0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="606148"/>
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        <balance>1900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2067996.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</annualizedRt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_BRL_20200513</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="5564923228615"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>87968.16</valUSD>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <amtCurPur>434917.78000000</amtCurPur>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDX.EM.31 1.00% 06/20/2024 CDX</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="693401"/>
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        <balance>11100000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1012569.87000000</valUSD>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="Index" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>Utah Transit Authority</name>
        <lei>N/A</lei>
        <title>Utah Transit Authority</title>
        <cusip>917567EX3</cusip>
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          <other otherDesc="Internal Identifier" value="1020157"/>
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        <balance>3930000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4145364.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>KFC HLDG/PIZZA HUT/TACO BELL 5.25% 06/01/2026 144A</name>
        <lei>N/A</lei>
        <title>KFC HLDG/PIZZA HUT/TACO BELL 5.25% 06/01/2026 144A</title>
        <cusip>48250NAB1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="636156"/>
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        <balance>9100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9362080.00000000</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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_NOK_20200511</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="5606523208845"/>
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        <units>NC</units>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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        <name>Biogen Inc 2.25% 05/01/2030</name>
        <lei>W8J5WZB5IY3K0NDQT671</lei>
        <title>Biogen Inc 2.25% 05/01/2030</title>
        <cusip>09062XAH6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1066282"/>
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        <balance>2700000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Navistar International Corp 9.5% 05/01/2025 144A</name>
        <lei>WNDD3CRVXJGC8I7GX671</lei>
        <title>Navistar International Corp 9.5% 05/01/2025 144A</title>
        <cusip>63934EAW8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1064903"/>
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        <curCd>USD</curCd>
        <valUSD>3473250.00000000</valUSD>
        <pctVal>0.088800618757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>Post Holdings Inc 4.625% 04/15/2030 144A</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
        <title>Post Holdings Inc 4.625% 04/15/2030 144A</title>
        <cusip>737446AQ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1044576"/>
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        <curCd>USD</curCd>
        <valUSD>6607808.00000000</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>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 3.679% 01/01/2033     FHLMC ARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 3.679% 01/01/2033     FHLMC ARM</title>
        <cusip>31342AG45</cusip>
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          <other otherDesc="Internal Identifier" value="338022"/>
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        <curCd>USD</curCd>
        <valUSD>10947.17000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Caesars Resort Collection LLC 6.5% 12/22/2024 Term B Loans</name>
        <lei>549300V3UCT773B1KR38</lei>
        <title>Caesars Resort Collection LLC 6.5% 12/22/2024 Term B Loans</title>
        <cusip>12769LAB5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="871413"/>
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        <balance>2992346.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2529780.97000000</valUSD>
        <pctVal>0.064678936286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 5.50% 04/01/2021      FNMA 15</name>
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        <name>Consumer Loan Underlying Bond Credit Trust 2019-SLCT4 FRN 08/15/2044 2019-S4 PT 144A</name>
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          <other otherDesc="Internal Identifier" value="996010"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 07/01/2022      FHLMC G15</name>
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          <other otherDesc="Internal Identifier" value="393495"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FIVE POINT OPERATING CO LP/FIVE POINT CAPITAL CO 7.875% 11/15/2025 144A</name>
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          <other otherDesc="Internal Identifier" value="679183"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Dryden 55 CLO Ltd FRN 04/15/2031 144A 18-55A D</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 6.00% 10/01/2034      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 10/01/2034      FNMA 30</title>
        <cusip>31405RRN8</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NATIONAL MENTOR HOLDINGS INC 6.5% 03/08/2026 Initial Term C Loans</name>
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        <cusip>63689EAK1</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Centene Corp 5.375% 06/01/2026 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TALEN ENERGY SUPPLY LLC 10.50% 01/15/2026 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 5.50% 11/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <lei>N/A</lei>
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      <invstOrSec>
        <name>MARTIN MIDSTREAM PARTNERS LP/MARTIN MIDSTREAM FI 7.25% 02/15/2021</name>
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        <cusip>573334AD1</cusip>
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          <other otherDesc="Internal Identifier" value="554231"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 05/01/2027      FHLMC G30</name>
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          <other otherDesc="Internal Identifier" value="516223"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>OWENS-BROCKWAY GLASS CONTAINER INC 5.00% 01/15/2022 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Berry Global Inc 6.5% 07/01/2026 Term Y Loans</name>
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        <cusip>08579JBF8</cusip>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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        <name>FANNIE MAE 5.50% 11/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <title>AUST 3YR BOND FUT Jun20 Jun 20 Future</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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        <name>Industrial &amp; Commercial Bank of China Ltd/New York NY 3.538% 11/08/2027</name>
        <lei>5493002ERZU2K9PZDL40</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 6.00% 08/01/2036      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31410EYH5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="419694"/>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 10/25/2029 2017-C03 1M2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <name>N/A</name>
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        <title>CITIBANK NA CCS RV USD 3M+ 1.334% PY EUR 1.12% 07/10/21</title>
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        <name>EFS COGEN HOLDINGS I LLC (LINDEN) 5.56% 06/28/2023 Term B Advance</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Air Products And Chemicals Inc 2.05% 05/15/2030</name>
        <lei>7QEON6Y1RL5XR3R1W237</lei>
        <title>Air Products And Chemicals Inc 2.05% 05/15/2030</title>
        <cusip>009158BC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1066461"/>
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        <name>BLUEMOUNTAIN CLO 2012-2 Ltd FRN 11/20/2028 144A 2A BR2</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 07/25/2029 2017-DNA1 M2</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2025 15-HQ1 M3</name>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-42 FRN 11/15/2044 144A 2019-42</name>
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        <name>FANNIE MAE 6.00% 05/01/2038 FNL FNCL</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FT HOLDINGS CORPORATION II CC USD NPV A/C# 15187</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>AMMC CLO XI Ltd FRN 04/30/2031 2012-11A BR2 144A</name>
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        <name>Republic of Belarus International Bond 7.625% 06/29/2027 144A</name>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT2 FRN 05/16/2044 2019-S2 PT 144A</name>
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        <name>COLE PARK CLO LTD FRN 10/20/2028 15-1A BR 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 5.50% 11/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 11/01/2035      FNMA 30</title>
        <cusip>31407X4T5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="367811"/>
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        <curCd>USD</curCd>
        <valUSD>88106.73000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA 5.00% 06/15/2045</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>REPUBLIC OF COLOMBIA 5.00% 06/15/2045</title>
        <cusip>195325CU7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="653907"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20855250.00000000</valUSD>
        <pctVal>0.533206392959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF IRAQ 5.80% 01/15/2028 144A</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF IRAQ 5.80% 01/15/2028 144A</title>
        <cusip>462652AA6</cusip>
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          <other otherDesc="Internal Identifier" value="619680"/>
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        <curCd>USD</curCd>
        <valUSD>21315000.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>IQ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.80000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Proper Pass-Thru Trust III 7.18294% 05/15/2026 144A 2020-PT3 A</name>
        <lei>N/A</lei>
        <title>Proper Pass-Thru Trust III 7.18294% 05/15/2026 144A 2020-PT3 A</title>
        <cusip>74360NAC2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1058439"/>
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        <curCd>USD</curCd>
        <valUSD>1325764.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_BRL_20200602</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="5579523302954"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4992447.41</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>119495000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Alpek SAB de CV 4.25% 09/18/2029 144A</name>
        <lei>549300PWKJTP62D4IQ66</lei>
        <title>Alpek SAB de CV 4.25% 09/18/2029 144A</title>
        <cusip>020564AD2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1014224"/>
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        <balance>16000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13957600.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SPRINT COMMUNICATIONS INC 6.00% 11/15/2022</name>
        <lei>549300JKU50UT08ZWD77</lei>
        <title>SPRINT COMMUNICATIONS INC 6.00% 11/15/2022</title>
        <cusip>852061AS9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="535619"/>
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        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10620600.00000000</valUSD>
        <pctVal>0.271536990305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2018-29 FRN 12/15/2043 2018-29 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2018-29 FRN 12/15/2043 2018-29 PT 144A</title>
        <cusip>21052UAA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942471"/>
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        <balance>1722639.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1272713.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>28.366355</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>Adient US LLC 6.5% 05/06/2024 Initial Term Loans</name>
        <lei>213800SOTRCDGZUHL712</lei>
        <title>Adient US LLC 6.5% 05/06/2024 Initial Term Loans</title>
        <cusip>00687MAB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="977859"/>
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        <balance>4704549.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4270846.72000000</valUSD>
        <pctVal>0.109192782366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.52355000</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>Arconic Corp 6.5% 02/04/2027 Initial Term Loans</name>
        <lei>549300B4YFWH3U74B152</lei>
        <title>Arconic Corp 6.5% 02/04/2027 Initial Term Loans</title>
        <cusip>03966BAB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1042263"/>
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        <balance>5930000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5900350.00000000</valUSD>
        <pctVal>0.150854309619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.70000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF ARGENTINA 5.00% 12/20/2021 CDS</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="693846"/>
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        <balance>5230000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3863515.31000000</valUSD>
        <pctVal>-0.09877853598</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <unrealizedAppr>-1594442.98000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Resideo Funding Inc 6.125% 11/01/2026 144A</name>
        <lei>5493000IFJ6XJKH66598</lei>
        <title>Resideo Funding Inc 6.125% 11/01/2026 144A</title>
        <cusip>76119LAA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="934973"/>
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        <balance>9000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7931700.00000000</valUSD>
        <pctVal>0.202789856128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</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>Millennium LENDER Claim Trust ESRW USD NPV REF SM 574953</name>
        <lei>N/A</lei>
        <title>Millennium LENDER Claim Trust ESRW USD NPV REF SM 574953</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1041230"/>
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        <balance>8736450.48000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UTEX INDUSTRIES INC 9.552% 05/20/2022 Second Lien Initial Term Loan</name>
        <lei>N/A</lei>
        <title>UTEX INDUSTRIES INC 9.552% 05/20/2022 Second Lien Initial Term Loan</title>
        <cusip>91759UAP0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="576853"/>
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        <balance>955410.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132164.76000000</valUSD>
        <pctVal>0.003379057789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.56138000</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>Angolan Government International Bond 8.25% 05/09/2028 144A</name>
        <lei>549300QHR2R3J8JSGK83</lei>
        <title>Angolan Government International Bond 8.25% 05/09/2028 144A</title>
        <cusip>035198AB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="872664"/>
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        <balance>30800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13706585.20000000</valUSD>
        <pctVal>0.350436405906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED RENTALS NORTH AMERICA INC 5.875% 09/15/2026</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
        <title>UNITED RENTALS NORTH AMERICA INC 5.875% 09/15/2026</title>
        <cusip>911365BE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="633095"/>
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        <balance>16000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16540800.00000000</valUSD>
        <pctVal>0.422898805080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</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>JAGUAR HOLDING CO II/PHARMACEUTICAL PRODUCT DEVE 6.375% 08/01/2023 144A</name>
        <lei>N/A</lei>
        <title>JAGUAR HOLDING CO II/PHARMACEUTICAL PRODUCT DEVE 6.375% 08/01/2023 144A</title>
        <cusip>47010DAA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="609894"/>
        </identifiers>
        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10187500.00000000</valUSD>
        <pctVal>0.260463918115</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <name>HPS Loan Management 13-2018 Ltd FRN 10/15/2030 13A-18 C 144A</name>
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        <cusip>40437LAJ1</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CSM BAKERY SUPPLIES LLC 10.16% 07/03/2021 Second Lien Term Loan</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Antares CLO 2018-1 Ltd FRN 04/20/2031 2018-1A B 144A</name>
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        <title>Antares CLO 2018-1 Ltd FRN 04/20/2031 2018-1A B 144A</title>
        <cusip>03665MAC5</cusip>
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          <other otherDesc="Internal Identifier" value="687904"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 6.50% 10/01/2036      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 10/01/2036      FNMA 30</title>
        <cusip>31403DWG0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="393189"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>PITNEY BOWES INC 6.5% 01/07/2025 Incremental Tranche B Term Loans</name>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Emerson Electric Co 2.75% 10/15/2050</name>
        <lei>FGLT0EWZSUIRRITFOA30</lei>
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        <cusip>291011BM5</cusip>
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          <other otherDesc="Internal Identifier" value="1066482"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ARDAGH PACKAGING FINANCE PLC/MP HOLDINGS USA INC 6.00% 02/15/2025 144A</name>
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        <title>ARDAGH PACKAGING FINANCE PLC/MP HOLDINGS USA INC 6.00% 02/15/2025 144A</title>
        <cusip>03969AAL4</cusip>
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          <other otherDesc="Internal Identifier" value="658343"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2024 2014-C03 2M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2024 2014-C03 2M2</title>
        <cusip>30711XAM6</cusip>
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          <other otherDesc="Internal Identifier" value="663191"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>FANNIE MAE 6.00% 06/01/2034      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 06/01/2034      FNMA 30</title>
        <cusip>31404XW91</cusip>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC IRS RCV FIXED 1.232% 09/06/29 AUD</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>University of Pittsburgh-of the Commonwealth System of Higher Education</name>
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        <name>WORKCAPITAL BSD SARL 6.5% 02/11/2022 Loan</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>N/A</name>
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        <title>CITIBANK BESPOKE SINGAPORE JUNE-20 0-3% EQUITY T 06/20/2020 CDX</title>
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      <invstOrSec>
        <name>REMINGTON OUTDOOR CO INC ESRW REF SM#518763 *Litigation Units-NIB*</name>
        <lei>N/A</lei>
        <title>REMINGTON OUTDOOR CO INC ESRW REF SM#518763 *Litigation Units-NIB*</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2024 2014-C03 1M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2024 2014-C03 1M2</title>
        <cusip>30711XAK0</cusip>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 07/01/2035      FHLMC G30</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BASS PRO GROUP LLC 6.5% 09/25/2024 Initial Term Loans</name>
        <lei>N/A</lei>
        <title>BASS PRO GROUP LLC 6.5% 09/25/2024 Initial Term Loans</title>
        <cusip>07014QAK7</cusip>
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          <other otherDesc="Internal Identifier" value="933007"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 7/25/2025 2015-C03 1M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 7/25/2025 2015-C03 1M2</title>
        <cusip>30711XBB9</cusip>
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          <other otherDesc="Internal Identifier" value="658703"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-25</maturityDt>
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      <invstOrSec>
        <name>Springleaf Finance Corp 5.375% 11/15/2029</name>
        <lei>5493008I795YYBFWFU90</lei>
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          <other otherDesc="Internal Identifier" value="1019913"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>NZD_USD_20200617</title>
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          <other otherDesc="Internal Sec ID" value="5653823418434"/>
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      <invstOrSec>
        <name>HCA INC 5.875% 02/15/2026</name>
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          <other otherDesc="Internal Identifier" value="617020"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2027 2015-DNA1 M3</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2027 2015-DNA1 M3</title>
        <cusip>3137G0EW5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="602271"/>
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        <curCd>USD</curCd>
        <valUSD>2834359.33000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 10/01/2035      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 10/01/2035      FHLMC G30</title>
        <cusip>31297UL40</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="346200"/>
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        <balance>35675.85000000</balance>
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        <curCd>USD</curCd>
        <valUSD>39284.85000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AMMC CLO XI Ltd FRN 04/30/2031 2012-11A CR2 144A</name>
        <lei>5493004OOK6VXHQ8DQ60</lei>
        <title>AMMC CLO XI Ltd FRN 04/30/2031 2012-11A CR2 144A</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="688287"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-30</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Appvion Operations Inc COM USD NPV</name>
        <lei>549300KG8GQ03SX7CT73</lei>
        <title>Appvion Operations Inc COM USD NPV</title>
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        <identifiers>
          <ticker value="45226Z"/>
          <other otherDesc="Internal Identifier" value="877482"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 6.50% 12/20/2031      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 12/20/2031      GNMA II</title>
        <cusip>36202DQ20</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="278301"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>JPMORGAN CHASE &amp; CO 3.875% 09/10/2024</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE &amp; CO 3.875% 09/10/2024</title>
        <cusip>46625HJY7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="585542"/>
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        <curCd>USD</curCd>
        <valUSD>10771468.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LCM XVIII LP FRN 04/20/2031 18A DR 144A</name>
        <lei>549300PYL1KC7BYM8G75</lei>
        <title>LCM XVIII LP FRN 04/20/2031 18A DR 144A</title>
        <cusip>50188GAW3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688086"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BATTALION OIL CORP WTS EXP 10/08/2022 CL C</name>
        <lei>3XHTN2NNIMMPORDAMJ28</lei>
        <title>BATTALION OIL CORP WTS EXP 10/08/2022 CL C</title>
        <cusip>07134L131</cusip>
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          <ticker value="BATL-WC"/>
          <other otherDesc="Internal Identifier" value="1014176"/>
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        <descOthUnits>Warrants</descOthUnits>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Colbun Sa 3.15% 03/06/2030 144A</name>
        <lei>5493003VQJLE2QB8IF36</lei>
        <title>Colbun Sa 3.15% 03/06/2030 144A</title>
        <cusip>192714AD5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1050389"/>
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        <curCd>USD</curCd>
        <valUSD>2780375.00000000</valUSD>
        <pctVal>0.071085876449</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-03-06</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>iHeartMedia Inc COM USD NPV CL A</name>
        <lei>N/A</lei>
        <title>iHeartMedia Inc COM USD NPV CL A</title>
        <cusip>45174J509</cusip>
        <identifiers>
          <ticker value="IHRT"/>
          <other otherDesc="Internal Identifier" value="987622"/>
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        <curCd>USD</curCd>
        <valUSD>807889.68000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 06/01/2037      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 06/01/2037      FHLMC G30</title>
        <cusip>3128KSF23</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="481778"/>
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        <curCd>USD</curCd>
        <valUSD>75082.74000000</valUSD>
        <pctVal>0.001919641191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Centene Corp 3.375% 02/15/2030 144A</name>
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      <invstOrSec>
        <name>Exxon Mobil Corp 2.61% 10/15/2030</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2020-7 FRN 04/17/2045 144A</name>
        <lei>N/A</lei>
        <title>CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2020-7 FRN 04/17/2045 144A</title>
        <cusip>21056VAA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1049806"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-04-17</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>KAZAKHSTAN TEMIR ZHOLY FINANCE BV 6.95% 07/10/2042 144A</name>
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        <cusip>48667DAD6</cusip>
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          <other otherDesc="Internal Identifier" value="618531"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NOVELIS CORP 5.875% 09/30/2026 144A</name>
        <lei>549300G5F3W3B52WYL23</lei>
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        <cusip>670001AC0</cusip>
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          <other otherDesc="Internal Identifier" value="644991"/>
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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>Madison Park Funding XXIII Ltd FRN 07/27/2030 144A 17-23A B</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXIII Ltd FRN 07/27/2030 144A 17-23A B</title>
        <cusip>55820TAC2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="669454"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 02/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 02/15/2033      GNMA SF</title>
        <cusip>36200KMR5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="270846"/>
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        <balance>19076.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>21562.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>CLUB Certificate Issuer Trust 1 2018-14 FRN 09/16/2041 144A 2018-14 PT</name>
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        <title>CLUB Certificate Issuer Trust 1 2018-14 FRN 09/16/2041 144A 2018-14 PT</title>
        <cusip>21052DAA2</cusip>
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          <other otherDesc="Internal Identifier" value="920880"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200716</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="5583823323785"/>
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        <curCd>USD</curCd>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/25/2023 2013-DN2 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/25/2023 2013-DN2 M2</title>
        <cusip>3137G0AD1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="625271"/>
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        <curCd>USD</curCd>
        <valUSD>9648379.08000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>DOMINICAN REPUBLIC 8.90% 02/15/2023 144A</name>
        <lei>254900EHU7Q8FGVPI369</lei>
        <title>DOMINICAN REPUBLIC 8.90% 02/15/2023 144A</title>
        <cusip>25714PDX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="684492"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FREEPORT-MCMORAN INC 4.55% 11/14/2024</name>
        <lei>549300IRDTHJQ1PVET45</lei>
        <title>FREEPORT-MCMORAN INC 4.55% 11/14/2024</title>
        <cusip>35671DBL8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="591857"/>
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        <curCd>USD</curCd>
        <valUSD>13083850.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANQUE CENTRALE DE TUNISIE INTERNATIONAL BOND 5.625% 02/17/2024 REG S</name>
        <lei>254900B5LFB16S9T2T11</lei>
        <title>BANQUE CENTRALE DE TUNISIE INTERNATIONAL BOND 5.625% 02/17/2024 REG S</title>
        <cusip>000000000</cusip>
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          <isin value="XS1567439689"/>
          <other otherDesc="Internal Identifier" value="675780"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Cigna Corp 4.9% 12/15/2048</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Corp 4.9% 12/15/2048</title>
        <cusip>125523AK6</cusip>
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          <other otherDesc="Internal Identifier" value="1004079"/>
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        <valUSD>1550596.85000000</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>2048-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NCI Building Systems Inc 8.00% 04/15/2026 144A</name>
        <lei>549300IW41QEWQ6T0H29</lei>
        <title>NCI Building Systems Inc 8.00% 04/15/2026 144A</title>
        <cusip>72431PAA0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687808"/>
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        <curCd>USD</curCd>
        <valUSD>7704090.00000000</valUSD>
        <pctVal>0.196970548899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK BESPOKE PHOENIX 12/20/21 5-7% TRANCHE 12/20/2021 CDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693003"/>
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        <balance>8500000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2313711.07000000</valUSD>
        <pctVal>-0.05915467491</pctVal>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="Index" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 08/25/2024 14-DN3 M3</name>
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        <name>San Diego County Regional Transportation Commission</name>
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        <name>HARBOR FREIGHT TOOLS USA INC 4.37688% 08/19/2023 REFINANCING LOANS</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 08/01/2035      FHLMC G30</name>
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        <fairValLevel>2</fairValLevel>
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        <name>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</name>
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          <ticker value="INFXX"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>CAPITAL ONE FINANCIAL CORP 3.20% 02/05/2025</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>OCTAGON INVESTMENT PARTNERS 24 LTD FRN 04/21/2031 144A 2015-1A BS</name>
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        <name>GOVT NATL MORTG ASSN 7.00% 11/15/2027 GNMA I 30YR SINGLE FAMILY</name>
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        <name>Panama Notas del Tesoro 3.75% 04/17/2026 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BlueMountain CLO 2018-1 Ltd FRN 07/30/2030 144A 2018-1A D</name>
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        <title>BlueMountain CLO 2018-1 Ltd FRN 07/30/2030 144A 2018-1A D</title>
        <cusip>09629TAL2</cusip>
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          <other otherDesc="Internal Identifier" value="916405"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Knowlton Development Corp 6.5% 12/21/2025 Initial Term Loan</name>
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        <cusip>C4953EAD7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1040506"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-51 FRN 01/15/2045 2019-51 PT 144A</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 05/01/2030      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3128P7NU3</cusip>
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          <other otherDesc="Internal Identifier" value="516228"/>
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        <name>FANNIE MAE 6.50% 03/01/2037      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31410F2S3</cusip>
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        <name>ICTSI TREASURY BV 4.625% 01/16/2023 REG S</name>
        <lei>724500OT4U4QE3XWJH54</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BUNGE LTD FINANCE CORP 3.25% 08/15/2026</name>
        <lei>549300QHC068L40NNM71</lei>
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        <cusip>120568AX8</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Greenville City School District</name>
        <lei>N/A</lei>
        <title>Greenville City School District</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-01-01</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2025 2015-C03 2M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2025 2015-C03 2M2</title>
        <cusip>30711XBD5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658711"/>
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        <curCd>USD</curCd>
        <valUSD>8697030.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2025-07-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 6.00% 12/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 12/01/2035      FNMA 30</title>
        <cusip>31407YH51</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="368001"/>
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        <balance>77607.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87795.09000000</valUSD>
        <pctVal>0.002244657976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CIM Trust 2019-INV2 FRN 05/25/2049 144A 2019-INV2 A3</name>
        <lei>N/A</lei>
        <title>CIM Trust 2019-INV2 FRN 05/25/2049 144A 2019-INV2 A3</title>
        <cusip>12554TAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="986803"/>
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        <balance>13778730.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14110632.26000000</valUSD>
        <pctVal>0.360766681278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</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>Cushman &amp; Wakefield US Borrower LLC 6.5% 08/21/2025 Replacement Term Loan</name>
        <lei>N/A</lei>
        <title>Cushman &amp; Wakefield US Borrower LLC 6.5% 08/21/2025 Replacement Term Loan</title>
        <cusip>23340DAP7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1040961"/>
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        <balance>3181257.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2961976.25000000</valUSD>
        <pctVal>0.075728877490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.73938000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Clearway Energy Operating LLC 5.75% 10/15/2025</name>
        <lei>549300Z3NFMM54NWBB87</lei>
        <title>Clearway Energy Operating LLC 5.75% 10/15/2025</title>
        <cusip>18539UAB1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1014017"/>
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        <balance>12800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13249280.00000000</valUSD>
        <pctVal>0.338744479117</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>5.75000000</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>N/A</name>
        <lei>N/A</lei>
        <title>US 2YR NOTE (CBT) Jun20 Jun 20 Future</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="TUM0"/>
          <other otherDesc="Internal Identifier" value="1047360"/>
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        <balance>767.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2406603.24000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>US 2YR NOTE (CBT) Jun20 Jun 20 Future</issuerName>
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                  <cusip value="9128286H8"/>
                  <isin value="US9128286H87"/>
                  <ticker value="TUM0"/>
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            <expDate>2020-06-30</expDate>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 5.50% 11/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 11/01/2035      FNMA 30</title>
        <cusip>31407YDC0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="367808"/>
        </identifiers>
        <balance>26777.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29691.29000000</valUSD>
        <pctVal>0.000759117519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-31 FRN 09/15/2044 2019-31 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-31 FRN 09/15/2044 2019-31 PT 144A</title>
        <cusip>21055FAA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1001174"/>
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        <balance>5925596.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4688246.42000000</valUSD>
        <pctVal>0.119864444823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>22.58</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>KB HOME 7.00% 12/15/2021</name>
        <lei>549300LGUCWQURMWLG09</lei>
        <title>KB HOME 7.00% 12/15/2021</title>
        <cusip>48666KAT6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="562117"/>
        </identifiers>
        <balance>8000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8338000.00000000</valUSD>
        <pctVal>0.213177732441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 5.50% 07/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 07/01/2035      FNMA 30</title>
        <cusip>31371MCF2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="343968"/>
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        <balance>87856.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100533.79000000</valUSD>
        <pctVal>0.002570348451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BLUEMOUNTAIN CLO 2012-2 Ltd FRN 11/20/2028 144A 2012-2A CR2</name>
        <lei>549300WSX4P5CXVKVR97</lei>
        <title>BLUEMOUNTAIN CLO 2012-2 Ltd FRN 11/20/2028 144A 2012-2A CR2</title>
        <cusip>09626RBA2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942465"/>
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        <balance>2730000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2497292.15000000</valUSD>
        <pctVal>0.063848294288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-20</maturityDt>
          <couponKind>Floating</couponKind>
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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>United Parcel Service Inc 5.3% 04/01/2050</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>United Parcel Service Inc 5.3% 04/01/2050</title>
        <cusip>911312BW5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1057366"/>
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        <balance>13400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19179784.08000000</valUSD>
        <pctVal>0.490369738412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dryden 38 Senior Loan Fund FRN 07/15/2030 2015-38A CR 144A</name>
        <lei>549300ARO9JRDQL4OE07</lei>
        <title>Dryden 38 Senior Loan Fund FRN 07/15/2030 2015-38A CR 144A</title>
        <cusip>26249QAW8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="920043"/>
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        <balance>7186000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6472965.92000000</valUSD>
        <pctVal>0.165494386782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21888000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) Jun20 Jun 20 Future</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="FVM0"/>
          <other otherDesc="Internal Identifier" value="1029203"/>
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        <balance>1430.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>195730.54000000</valUSD>
        <pctVal>0.005004244745</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>JP MORGAN SECURITIESPLC</counterpartyName>
              <counterpartyLei>K6Q0W1PS1L1O4IQL9C32</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>US 5YR NOTE (CBT) Jun20 Jun 20 Future</issuerName>
                <issueTitle>US 5YR NOTE (CBT) Jun20 Jun 20 Future</issueTitle>
                <identifiers>
                  <cusip value="912828YE4"/>
                  <isin value="US912828YE44"/>
                  <ticker value="FVM0"/>
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            </descRefInstrmnt>
            <expDate>2020-06-30</expDate>
            <notionalAmt>179246925.72000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>193914.44000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VENTIA PTY LTD 6.5% 05/21/2026 Term B Loans</name>
        <lei>549300DFPWYJ2KFSLN90</lei>
        <title>VENTIA PTY LTD 6.5% 05/21/2026 Term B Loans</title>
        <cusip>Q5642FAE1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="992321"/>
        </identifiers>
        <balance>825792.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>759728.92000000</valUSD>
        <pctVal>0.019423997173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.95013000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2028 2015-DNA3 M3</name>
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        <name>FANNIE MAE 5.00% 01/01/2026      FNMA 30</name>
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          <other otherDesc="Internal Identifier" value="516962"/>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2030 2017-C05 1M2</name>
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        <cusip>30711XNX8</cusip>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2025 2015-C01 1M2</name>
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        <name>FANNIE MAE 5.50% 11/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <other otherDesc="Internal Identifier" value="367810"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ARES LII CLO Ltd FRN 04/22/2031 144A 52A C</name>
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        <title>ARES LII CLO Ltd FRN 04/22/2031 144A 52A C</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_NOK_20200915</title>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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        <name>CHINA OVERSEAS FINANCE CAYMAN VI LTD 5.95% 05/08/2024 REG S</name>
        <lei>3003000GRJQBQQJ25K03</lei>
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        <cusip>G2157ZAB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="575740"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>US 10yr Ultra Fut Jun20 Jun 20 Future</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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        <name>FANNIE MAE 5.00% 05/01/2031      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.00% 05/01/2031      FNMA 30</title>
        <cusip>31417YZQ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="516960"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 5.50% 03/01/2021      FNMA 15</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31409VUR2</cusip>
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        <name>VICI Properties LP / VICI Note Co Inc 3.75% 02/15/2027 144A</name>
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        <cusip>92564RAD7</cusip>
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          <other otherDesc="Internal Identifier" value="1040383"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UTEX INDUSTRIES INC 6.302% 05/21/2021 Initial Term Loan (First Lien)</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 6.00% 05/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 05/01/2035      FNMA 30</title>
        <cusip>31406XQ47</cusip>
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          <other otherDesc="Internal Identifier" value="367892"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Securus Technologies Holdings LLC 10.12688% 11/01/2025 SECOND LIEN INITIAL LOAN</name>
        <lei>549300EBCNNXVCJ2FW66</lei>
        <title>Securus Technologies Holdings LLC 10.12688% 11/01/2025 SECOND LIEN INITIAL LOAN</title>
        <cusip>78410QAE2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="668594"/>
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        <curCd>USD</curCd>
        <valUSD>4742930.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>Neuberger Berman CLO XXII Ltd FRN 10/17/2030 2016-22A CR 144A</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2030 2017-DNA3 M2</name>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST 5.482% 10/15/2049 2006-C5 AJ</name>
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        <name>DISCOVER CARD EXECUTION NOTE TRUST FRN 04/15/2025 2017-A7 A7</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 10/25/23 2013-C01 M2</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 11/01/2033      FHLMC G30</name>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT3 FRN 06/15/2044 144A</name>
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        <name>Provident Funding Mortgage Trust 2019-1 FRN 12/25/2049 144A 2019-1 A2</name>
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        <name>Madison Park Euro Funding XIV DAC FRN 07/15/2032 144A 14A A1N</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 11/01/2027      FHLMC G30</name>
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        <name>FANNIE MAE 5.50% 12/01/2035      FNMA 30</name>
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        <name>California Health Facilities Financing Authority</name>
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        <name>BlueMountain Fuji US Clo III Ltd FRN 01/15/2030 144A 2017-3A C</name>
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        <name>Mountain View Clo XIV Ltd FRN 04/15/2029 144A 2019-1A C</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Diamond Sports Group LLC 6.5% 08/24/2026 Term Loan</name>
        <lei>N/A</lei>
        <title>Diamond Sports Group LLC 6.5% 08/24/2026 Term Loan</title>
        <cusip>25277BAB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998576"/>
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        <balance>2985000.00000000</balance>
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        <valUSD>2449565.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.82000000</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>Madison Park Euro Funding VIII DAC FRN, 04/15/2032 8A BRN 144A</name>
        <lei>635400Y8CTGVSWYFMB36</lei>
        <title>Madison Park Euro Funding VIII DAC FRN, 04/15/2032 8A BRN 144A</title>
        <cusip>BCC2M53C1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1022160"/>
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        <balance>4100000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91945570"/>
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        <pctVal>0.107151252242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.70000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 7.50% 10/01/2029   FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 7.50% 10/01/2029   FNMA 30</title>
        <cusip>31371HYB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="176159"/>
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        <balance>4496.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5338.06000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EDF SA 5.25% 07/29/2168 144A</name>
        <lei>549300X3UK4GG3FNMO06</lei>
        <title>EDF SA 5.25% 07/29/2168 144A</title>
        <cusip>268317AF1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="540918"/>
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        <balance>25000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24574750.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bayer US Finance II LLC 4.375% 12/15/2028 144A</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
        <title>Bayer US Finance II LLC 4.375% 12/15/2028 144A</title>
        <cusip>07274NAL7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="878186"/>
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        <balance>11700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13229641.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>California Health Facilities Financing Authority</name>
        <lei>5493007RI8BUDOGHZ546</lei>
        <title>California Health Facilities Financing Authority</title>
        <cusip>13032UVK1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024572"/>
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        <balance>3010000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2950371.90000000</valUSD>
        <pctVal>0.075432188954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.93400000</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 7.25% 01/15/2026 144A</name>
        <lei>N/A</lei>
        <title>Nabors Industries Ltd 7.25% 01/15/2026 144A</title>
        <cusip>629571AA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1036223"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2317500.00000000</valUSD>
        <pctVal>0.059251546525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>7.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amplify Energy Corp COM USD.01</name>
        <lei>J0TW5YQRAZXYN7VEU787</lei>
        <title>Amplify Energy Corp COM USD.01</title>
        <cusip>03212B103</cusip>
        <identifiers>
          <ticker value="AMPY"/>
          <other otherDesc="Internal Identifier" value="648998"/>
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        <balance>5288.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6980.16000000</valUSD>
        <pctVal>0.000178461823</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>Party City Holdings Inc 6.625% 08/01/2026 144A</name>
        <lei>5493005PYM1JS6EZN307</lei>
        <title>Party City Holdings Inc 6.625% 08/01/2026 144A</title>
        <cusip>702150AD5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="919737"/>
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        <balance>5300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>549875.00000000</valUSD>
        <pctVal>0.014058659825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</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>GLENCORE FUNDING LLC 4.125% 05/30/2023 144A</name>
        <lei>213800STG1QDNBY87K49</lei>
        <title>GLENCORE FUNDING LLC 4.125% 05/30/2023 144A</title>
        <cusip>378272AF5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="550339"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5064139.10000000</valUSD>
        <pctVal>0.129474896870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</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>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2025 2015-C02 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2025 2015-C02 1M2</title>
        <cusip>30711XAX2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658708"/>
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        <balance>19742597.17700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16389411.81000000</valUSD>
        <pctVal>0.419028261657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.48725000</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>FMG RESOURCES AUGUST 2006 PTY LTD 5.125% 03/15/2023 144A</name>
        <lei>549300EFD6S2NFE9D745</lei>
        <title>FMG RESOURCES AUGUST 2006 PTY LTD 5.125% 03/15/2023 144A</title>
        <cusip>30251GAY3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="685852"/>
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        <balance>3600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3656340.00000000</valUSD>
        <pctVal>0.093481682685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</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 CORP 5.00% 05/01/2028      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 05/01/2028      FHLMC G30</title>
        <cusip>3128P7JU8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="516217"/>
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        <balance>8302.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9025.94000000</valUSD>
        <pctVal>0.000230766301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 12/25/2029 HQA2 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 12/25/2029 HQA2 M2</title>
        <cusip>3137G0PU7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018282"/>
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        <balance>2885000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2592355.99000000</valUSD>
        <pctVal>0.066278792471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.13725000</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>United States Treasury Note/Bond 1.50% 11/30/2021</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond 1.50% 11/30/2021</title>
        <cusip>912828YT1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1025236"/>
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        <balance>30000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30624023.40000000</valUSD>
        <pctVal>0.782964723751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Diamond Sports Group LLC / Diamond Sports Finance Co 6.625% 08/15/2027 144A</name>
        <lei>N/A</lei>
        <title>Diamond Sports Group LLC / Diamond Sports Finance Co 6.625% 08/15/2027 144A</title>
        <cusip>25277LAC0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998602"/>
        </identifiers>
        <balance>4500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2484675.00000000</valUSD>
        <pctVal>0.063525711483</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>6.62500000</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>iHeartCommunications Inc 6.375% 05/1/2026</name>
        <lei>54930076J6KDZL504O62</lei>
        <title>iHeartCommunications Inc 6.375% 05/1/2026</title>
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        <name>FANNIE MAE 5.50% 03/01/2021      FNMA 15</name>
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        <name>PRIME SECURITY SERVICES BORROWER LLC 6.5% 09/12/2026 Term B-1 Facility</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 08/01/2035      FHLMC G30</name>
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        <name>ALLEGIANT TRAVEL CO 6.5% 02/05/2024 Class B Term Loan</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT6 FRN 10/17/2044 144A 2019-S6 PT</name>
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        <name>BANK OF AMERICA CORP 3.248% 10/21/2027</name>
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        <name>ALTRA INDUSTRIAL MOTION CORP 6.5% 10/1/2025 Term Loan</name>
        <lei>NQ0NIXPGW4YKG4MWM571</lei>
        <title>ALTRA INDUSTRIAL MOTION CORP 6.5% 10/1/2025 Term Loan</title>
        <cusip>02208HAB4</cusip>
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        <name>ON SEMICONDUCTOR CORP 6.5% 09/18/2026 2019 Replacement Term B-4 Loans</name>
        <lei>ZV20P4CNJVT8V1ZGJ064</lei>
        <title>ON SEMICONDUCTOR CORP 6.5% 09/18/2026 2019 Replacement Term B-4 Loans</title>
        <cusip>68218EAH7</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ONSITE RENTAL GROUP OPERATIONS PTY LTD 6.81488% 10/25/2022 Term Loan</name>
        <lei>5493008YQUVFPVW2VW35</lei>
        <title>ONSITE RENTAL GROUP OPERATIONS PTY LTD 6.81488% 10/25/2022 Term Loan</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 4.50% 03/01/2028      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31371NTK1</cusip>
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        <name>GOVT NATL MORTG ASSN 8.50% 08/15/2024 GNMA SF</name>
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        <cusip>36204GNW8</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WYNN LAS VEGAS LLC/CAPITAL CORP 5.50% 03/01/2025 144A</name>
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        <name>LCM XVII LP FRN 10/15/2031 17A CRR 144A</name>
        <lei>549300K6S4MWQOINB710</lei>
        <title>LCM XVII LP FRN 10/15/2031 17A CRR 144A</title>
        <cusip>50190AAT9</cusip>
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          <other otherDesc="Internal Identifier" value="926467"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>ENDO DAC / ENDO FINANCE LLC / ENDO FINCO INC 6.00% 07/15/2023 144A</name>
        <lei>N/A</lei>
        <title>ENDO DAC / ENDO FINANCE LLC / ENDO FINCO INC 6.00% 07/15/2023 144A</title>
        <cusip>29273EAC2</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ENERGY TRANSFER OPERATING LP 4.05% 03/15/2025</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATING LP 4.05% 03/15/2025</title>
        <cusip>29273RBD0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="599354"/>
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        <valUSD>1277534.56000000</valUSD>
        <pctVal>0.032662739339</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.05000000</annualizedRt>
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      <invstOrSec>
        <name>T-MOBILE USA INC 6.50% 01/15/2024</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC 6.50% 01/15/2024</title>
        <cusip>87264AAJ4</cusip>
        <identifiers>
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        <name>GOVT NATL MORTG ASSN 6.50% 03/15/2032 GNMA SF</name>
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      <invstOrSec>
        <name>STRUCTURED ASSET SECURITIES CORP FRN 02/25/2035 05-2XS 2A2</name>
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        <name>GOVT NATL MORTG ASSN 6.50% 07/20/2031      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 11/01/2034      FHLMC G30</name>
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        <cusip>31297GL33</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>General Electric Co 3.45% 05/01/2027</name>
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        <cusip>369604BV4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1060897"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Octagon Investment Partners 28 Ltd FRN 10/24/2030 16-1A BR 144A</name>
        <lei>254900BI638DCRT6IN48</lei>
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        <cusip>67591EAU7</cusip>
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          <other otherDesc="Internal Identifier" value="944244"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2029 2016-C07 2M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2029 2016-C07 2M2</title>
        <cusip>30711XEC4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1000941"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Floating</couponKind>
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        <name>Talen Energy Supply LLC 7.25% 05/15/2027 144A</name>
        <lei>K5K33XN0PQAU1XF7NN66</lei>
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        <cusip>87422VAF5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="980878"/>
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        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 04/01/2029      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 04/01/2029      FHLMC G30</title>
        <cusip>3128P7L43</cusip>
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      <invstOrSec>
        <name>Live Nation Entertainment Inc 4.75% 10/15/2027 144A</name>
        <lei>5493007B9BM9ZXJINO78</lei>
        <title>Live Nation Entertainment Inc 4.75% 10/15/2027 144A</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="1013651"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TELUS Corp 4.6% 11/16/2048</name>
        <lei>L2TEUTQ8OSHMJWVLCE40</lei>
        <title>TELUS Corp 4.6% 11/16/2048</title>
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          <other otherDesc="Internal Identifier" value="1019814"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Salt Lake City Corp</name>
        <lei>549300CRGKV67DRSGT85</lei>
        <title>Salt Lake City Corp</title>
        <cusip>79560TEF5</cusip>
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          <other otherDesc="Internal Identifier" value="1024516"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UKRAINE GOVERNMENT FRN 05/31/2040 144A</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT FRN 05/31/2040 144A</title>
        <cusip>903724AW2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="617120"/>
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        <curCd>USD</curCd>
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        <assetCat>DO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UPGRADE MASTER PASS-THRU TRUST FRN 06/15/2025 144A 2019-PT1 A</name>
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        <title>UPGRADE MASTER PASS-THRU TRUST FRN 06/15/2025 144A 2019-PT1 A</title>
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          <other otherDesc="Internal Identifier" value="979868"/>
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        <valUSD>2132023.78000000</valUSD>
        <pctVal>0.054509474086</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 4.875% 10/14/2044 144A</name>
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          <other otherDesc="Internal Identifier" value="618530"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 6.875% 08/15/2025</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 6.875% 08/15/2025</title>
        <cusip>912810EV6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="117076"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 01/15/2026 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 01/15/2026 GNMA SF</title>
        <cusip>36206PNG1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="122229"/>
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        <balance>67.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>73.88000000</valUSD>
        <pctVal>0.000001888890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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      <invstOrSec>
        <name>UKRAINE GOVERNMENT 7.375% 09/25/2032 144A</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT 7.375% 09/25/2032 144A</title>
        <cusip>903724BM3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="675045"/>
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        <curCd>USD</curCd>
        <valUSD>5341380.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.50% 01/01/2031 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 7.50% 01/01/2031 FHLMC G30</title>
        <cusip>31283HJB2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="204705"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5274.25000000</valUSD>
        <pctVal>0.000134846804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2036      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2036      FHLMC G30</title>
        <cusip>3128KAHF1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="361085"/>
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        <curCd>USD</curCd>
        <valUSD>19701.82000000</valUSD>
        <pctVal>0.000503716636</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2049 FNL</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2049 FNL</title>
        <cusip>3132DV3Y9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1029135"/>
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        <curCd>USD</curCd>
        <valUSD>2926829.62000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 6.50% 03/01/2028 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 03/01/2028 FNMA</title>
        <cusip>31379FGY4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="156384"/>
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        <balance>33962.20800000</balance>
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        <curCd>USD</curCd>
        <valUSD>37859.48000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 6.25% 08/15/2023</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 6.25% 08/15/2023</title>
        <cusip>912810EQ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="23794"/>
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        <curCd>USD</curCd>
        <valUSD>4788750.00000000</valUSD>
        <pctVal>0.122434020895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>THOR INDUSTRIES INC 6.5% 02/01/2026 Initial USD Term Loans</name>
        <lei>254900XZO1228PDSG060</lei>
        <title>THOR INDUSTRIES INC 6.5% 02/01/2026 Initial USD Term Loans</title>
        <cusip>88516DAB9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="939685"/>
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        <curCd>USD</curCd>
        <valUSD>1656195.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.74870000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Riviera Resources Inc COM USD 0.01</name>
        <lei>N/A</lei>
        <title>Riviera Resources Inc COM USD 0.01</title>
        <cusip>76964R104</cusip>
        <identifiers>
          <ticker value="RVRA"/>
          <other otherDesc="Internal Identifier" value="921312"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>233115.12000000</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>Neuberger Berman CLO XVIII Ltd FRN 10/21/2030 12014-8A CR2 144A</name>
        <lei>549300FCSYYS3J0RKL34</lei>
        <title>Neuberger Berman CLO XVIII Ltd FRN 10/21/2030 12014-8A CR2 144A</title>
        <cusip>64128QAY1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="980060"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>401708.50000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-10-21</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 5.00% 09/01/2023      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.00% 09/01/2023      FNMA 30</title>
        <cusip>31371LDM8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="516944"/>
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        <curCd>USD</curCd>
        <valUSD>4250.41000000</valUSD>
        <pctVal>0.000108670276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>CALPINE CORP 5.75% 01/15/2025</name>
        <lei>43R4VPJBXTU2O15HEF41</lei>
        <title>CALPINE CORP 5.75% 01/15/2025</title>
        <cusip>131347CF1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="580904"/>
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        <balance>9000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9010890.00000000</valUSD>
        <pctVal>0.230381518047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK BESPOKE BOGOTA 06/20/20 7-10% TRANCHE 1.35% 06/20/2020 CDX</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="690644"/>
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        <balance>7000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-149537.15000000</valUSD>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="Index" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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      <invstOrSec>
        <name>SOUTH AFRICA REPUBLIC OF 7.00% 02/28/2031</name>
        <lei>378900AAFB4F17004C49</lei>
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        <cusip>S69124NF8</cusip>
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          <other otherDesc="Internal Identifier" value="514267"/>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Champ Acquisition Corp 6.5% 12/21/2025 Initial Term Loan</name>
        <lei>N/A</lei>
        <title>Champ Acquisition Corp 6.5% 12/21/2025 Initial Term Loan</title>
        <cusip>15807EAC6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1038343"/>
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        <balance>705483.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>633171.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.57200000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 8.00% 01/01/2026 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 8.00% 01/01/2026 FHLMC G30</title>
        <cusip>31292GP59</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="118757"/>
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        <curCd>USD</curCd>
        <valUSD>15.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDX.EM.31 1.00% 06/20/2024 CDX</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="693415"/>
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        <balance>18800000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1714983.21000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="Index" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BNP PARIBAS SA</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CDX.EM.31 1.00% 06/20/2024 CDX</indexName>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="18800000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
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      <invstOrSec>
        <name>FANNIE MAE 6.00% 11/01/2037      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 11/01/2037      FNMA 30</title>
        <cusip>31413YRR4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="481435"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 5.00% 10/15/2027</name>
        <lei>N/A</lei>
        <title>MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 5.00% 10/15/2027</title>
        <cusip>55342UAH7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="673951"/>
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        <balance>5700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5849910.00000000</valUSD>
        <pctVal>0.149564709616</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>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 06/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 06/15/2033      GNMA SF</title>
        <cusip>36200KXP7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="279842"/>
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        <balance>11882.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12959.76000000</valUSD>
        <pctVal>0.000331342318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200914</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="5597423388514"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-908902.23</valUSD>
        <pctVal>-0.02323791273</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>ECOPETROL SA 4.125% 01/16/2025</name>
        <lei>254900IDGKCJICKBPA66</lei>
        <title>ECOPETROL SA 4.125% 01/16/2025</title>
        <cusip>279158AK5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="585860"/>
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        <balance>8200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7863800.00000000</valUSD>
        <pctVal>0.201053856125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA CCS RV USD 3M+ 2.87% PY EUR 2.5% 05/04/21</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="690100"/>
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        <balance>3834600.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>182814.40000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="Cross Currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>Proper Pass-Thru Trust III 9.44422% 04/15/2026 144A PT2 A</name>
        <lei>N/A</lei>
        <title>Proper Pass-Thru Trust III 9.44422% 04/15/2026 144A PT2 A</title>
        <cusip>74360NAB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1049666"/>
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        <balance>4670270.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4547770.60000000</valUSD>
        <pctVal>0.116272898077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.44422</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WALGREENS BOOTS ALLIANCE INC 3.80% 11/18/2024</name>
        <lei>549300RPTUOIXG4LIH86</lei>
        <title>WALGREENS BOOTS ALLIANCE INC 3.80% 11/18/2024</title>
        <cusip>931427AH1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="591399"/>
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        <balance>21900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23375222.11000000</valUSD>
        <pctVal>0.597634546020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</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>GOLDMAN SACHS GROUP INC 3.75% 02/25/2026</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC 3.75% 02/25/2026</title>
        <cusip>38143U8H7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="627293"/>
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        <balance>15000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16181894.10000000</valUSD>
        <pctVal>0.413722654214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UPGRADE 4194 MARKETPLACE LOANS</name>
        <lei>N/A</lei>
        <title>UPGRADE 4194 MARKETPLACE LOANS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="982906"/>
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        <balance>0.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2585709.78000000</valUSD>
        <pctVal>0.066108868751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-19</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>26.108143</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>FANNIE MAE 5.50% 10/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 10/01/2035      FNMA 30</title>
        <cusip>31407PYK8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="367807"/>
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        <balance>41380.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46324.62000000</valUSD>
        <pctVal>0.001184382039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT1 FRN 04/15/2044 144A S1 PT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Octagon Investment Partners 37 Ltd FRN 07/25/2030 144A 18-2A C</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 37 Ltd FRN 07/25/2030 144A 18-2A C</title>
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          <other otherDesc="Internal Identifier" value="689268"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA 9.85% 06/28/2027</name>
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          <other otherDesc="Internal Identifier" value="452850"/>
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        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 08/15/2030 144A</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GRAY TELEVISION INC 6.5%  01/02/2026 Term C Loan</name>
        <lei>529900TM5726KDN7UU35</lei>
        <title>GRAY TELEVISION INC 6.5%  01/02/2026 Term C Loan</title>
        <cusip>389376AY0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="940858"/>
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        <curCd>USD</curCd>
        <valUSD>322068.79000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-02</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MORTGAGEIT TR 2004-1 FRN 11/25/2034 2004-1 CL A2</name>
        <lei>N/A</lei>
        <title>MORTGAGEIT TR 2004-1 FRN 11/25/2034 2004-1 CL A2</title>
        <cusip>61913PAF9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="581587"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 9.00% 01/15/2025 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 9.00% 01/15/2025 GNMA SF</title>
        <cusip>36204UD40</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="116191"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>9.00000000</annualizedRt>
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      <invstOrSec>
        <name>NETFLIX INC 4.375% 11/15/2026</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC 4.375% 11/15/2026</title>
        <cusip>64110LAN6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="678011"/>
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        <balance>11800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12439560.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHS/COMMUNITY HEALTH SYSTEMS INC 6.875% 02/01/2022</name>
        <lei>5493007X5NC5XI1BB106</lei>
        <title>CHS/COMMUNITY HEALTH SYSTEMS INC 6.875% 02/01/2022</title>
        <cusip>12543DAV2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="589381"/>
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        <balance>7223000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RUSSELL INVESTMENTS US INSTITUTIONAL HOLDCO INC 6.5% 06/01/2023 Term Loan B</name>
        <lei>5493008YG7V0FQCJQI74</lei>
        <title>RUSSELL INVESTMENTS US INSTITUTIONAL HOLDCO INC 6.5% 06/01/2023 Term Loan B</title>
        <cusip>78249LAB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1041565"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ARAMARK CORPORATION 6.5% 1/15/2027 U.S. Term B-4 Loan</name>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200915</title>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 08/25/2024 2014-HQ1 M3</name>
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        <cusip>3137G0BW8</cusip>
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          <other otherDesc="Internal Identifier" value="686298"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>MEDNAX Inc 6.25% 01/15/2027 144A</name>
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        <title>MEDNAX Inc 6.25% 01/15/2027 144A</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="942202"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 8.00% 09/15/2027   GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 8.00% 09/15/2027   GNMA SF</title>
        <cusip>36208FJU5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="167286"/>
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        <valUSD>2821.47000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 07/01/2035      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 07/01/2035      FHLMC G30</title>
        <cusip>3128K6UU2</cusip>
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          <other otherDesc="Internal Identifier" value="341595"/>
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        <valUSD>11668.01000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>African Export-Import Bank/The 3.994% 09/21/2029 144A</name>
        <lei>21380068LJCDYA42GJ76</lei>
        <title>African Export-Import Bank/The 3.994% 09/21/2029 144A</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14626206.00000000</valUSD>
        <pctVal>0.373948360433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.99400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GINNIE MAE</name>
        <lei>N/A</lei>
        <title>GINNIE MAE</title>
        <cusip>3617HXQ83</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="3617HXQ83"/>
        </identifiers>
        <balance>296979.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>296979.11000000</valUSD>
        <pctVal>0.007592867984</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="CYYGQCGNHMHPSMRL3R97" name="HSBC Securities (USA) Inc."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00027655</repurchaseRt>
          <maturityDt>2020-05-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>296979.11198643</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>302918.69670099</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ADAS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912796TD1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="912796TD1"/>
        </identifiers>
        <balance>4182844.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4182844.92000000</valUSD>
        <pctVal>0.106942839433</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="9J6MBOOO7BECTDTUZW19" name="Deutsche Bank Securities Inc."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00027655</repurchaseRt>
          <maturityDt>2020-05-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4182844.91562498</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4266504.78117846</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>9128285H9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="9128285H9"/>
        </identifiers>
        <balance>10766676.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10766676.96000000</valUSD>
        <pctVal>0.275271741455</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="9J6MBOOO7BECTDTUZW19" name="Deutsche Bank Securities Inc."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00027655</repurchaseRt>
          <maturityDt>2020-05-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>10766676.95992880</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>10982018.13682990</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GINNIE MAE</name>
        <lei>N/A</lei>
        <title>GINNIE MAE</title>
        <cusip>36179UGC0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="36179UGC0"/>
        </identifiers>
        <balance>11485899.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11485899.42000000</valUSD>
        <pctVal>0.293660109546</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="CYYGQCGNHMHPSMRL3R97" name="HSBC Securities (USA) Inc."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00027655</repurchaseRt>
          <maturityDt>2020-05-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>11485899.42498720</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>11715617.50920280</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ADAS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GINNIE MAE</name>
        <lei>N/A</lei>
        <title>GINNIE MAE</title>
        <cusip>3617N3VR4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="3617N3VR4"/>
        </identifiers>
        <balance>498980.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>498980.83000000</valUSD>
        <pctVal>0.012757448053</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="CYYGQCGNHMHPSMRL3R97" name="HSBC Securities (USA) Inc."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00027655</repurchaseRt>
          <maturityDt>2020-05-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>498980.82809067</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>508960.44881065</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ADAS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>9128283Q1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="9128283Q1"/>
        </identifiers>
        <balance>5890392.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5890392.35000000</valUSD>
        <pctVal>0.150599722278</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="9J6MBOOO7BECTDTUZW19" name="Deutsche Bank Securities Inc."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00027655</repurchaseRt>
          <maturityDt>2020-05-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>5890392.35338865</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>6008204.37900330</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GINNIE MAE</name>
        <lei>N/A</lei>
        <title>GINNIE MAE</title>
        <cusip>3617K8RA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="3617K8RA8"/>
        </identifiers>
        <balance>1167621.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1167621.80000000</valUSD>
        <pctVal>0.029852598665</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="CYYGQCGNHMHPSMRL3R97" name="HSBC Securities (USA) Inc."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00027655</repurchaseRt>
          <maturityDt>2020-05-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1167621.80076331</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1190974.24650876</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ADAS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912828Y87</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="912828Y87"/>
        </identifiers>
        <balance>112079009.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112079009.80000000</valUSD>
        <pctVal>2.865525205494</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2J5703FH5U5M97R1I237" name="BNP Paribas Securities Corp."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00027655</repurchaseRt>
          <maturityDt>2020-05-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>112079009.79075400</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>114349012.30356400</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
      <explntrNote note="Used CNY (Onshore Yuan) instead of CNH (Offshore Yuan) for all base currency isocodes." noteItem="C.11.e.i"/>
      <explntrNote note="Used CNY (Onshore Yuan) instead of CNH (Offshore Yuan) for all base currency isocodes." noteItem="C.11.e.ii"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-05-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Robert Kubilis</ncom:nameOfApplicant>
      <ncom:signature>Robert Kubilis</ncom:signature>
      <ncom:signerName>Robert Kubilis</ncom:signerName>
      <ncom:title>Chief Financial Officer, Chief Accounting Officer and Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
