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        <curCd>USD</curCd>
        <valUSD>3403668.79000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OneMain Financial Issuance Trust</name>
        <lei>N/A</lei>
        <title>OneMain Financial Issuance Trust 2016-1</title>
        <cusip>68268GAA6</cusip>
        <identifiers>
          <isin value="US68268GAA67"/>
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        <balance>232019.03000000</balance>
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        <curCd>USD</curCd>
        <valUSD>232679.10000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.66000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Atrium Hotel Portfolio Trust</name>
        <lei>N/A</lei>
        <title>Atrium Hotel Portfolio Trust 2018-ATRM</title>
        <cusip>04965KAA8</cusip>
        <identifiers>
          <isin value="US04965KAA88"/>
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        <balance>1141000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.72000000</annualizedRt>
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      <invstOrSec>
        <name>Northwoods Capital Ltd</name>
        <lei>N/A</lei>
        <title>Northwoods Capital Corp / Northwoods Capital Ltd</title>
        <cusip>66860TAG1</cusip>
        <identifiers>
          <isin value="US66860TAG13"/>
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        <balance>1395487.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1395487.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Avery Point CLO Ltd</name>
        <lei>549300ZZJXJNKXU40667</lei>
        <title>Avery Point VII CLO Ltd</title>
        <cusip>05364CAY8</cusip>
        <identifiers>
          <isin value="US05364CAY84"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1497116.10000000</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>2028-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo Bank NA</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
        <title>Wells Fargo Bank NA</title>
        <cusip>92976GAG6</cusip>
        <identifiers>
          <isin value="US92976GAG64"/>
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        <balance>5275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7025002.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.85000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Berkshire Hathaway Energy Co</name>
        <lei>549300JD0S5IZJE9LY15</lei>
        <title>Berkshire Hathaway Energy Co</title>
        <cusip>084659AP6</cusip>
        <identifiers>
          <isin value="US084659AP66"/>
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        <balance>3046000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3314240.26000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</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>General Electric Co</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>General Electric Co</title>
        <cusip>36962GW75</cusip>
        <identifiers>
          <isin value="US36962GW752"/>
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        <balance>1357000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1273503.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.27000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cleco Corporate Holdings LLC</name>
        <lei>5493002H80P81B3HXL31</lei>
        <title>Cleco Corporate Holdings LLC</title>
        <cusip>18551PAD1</cusip>
        <identifiers>
          <isin value="US18551PAD15"/>
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        <balance>824000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>935258.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.97000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust</title>
        <cusip>26208KAE0</cusip>
        <identifiers>
          <isin value="US26208KAE01"/>
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        <balance>447185.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>447910.06000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37000000</annualizedRt>
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      <invstOrSec>
        <name>BSPRT 2018-FL4 Issuer, Ltd.</name>
        <lei>N/A</lei>
        <title>BSPRT 2018-FL4 Issuer Ltd</title>
        <cusip>05586AAA6</cusip>
        <identifiers>
          <isin value="US05586AAA60"/>
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        <balance>2137500.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>First Investors Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>First Investors Auto Owner Trust</title>
        <cusip>32059AAB6</cusip>
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          <isin value="US32059AAB61"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.41000000</annualizedRt>
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      <invstOrSec>
        <name>JP Morgan Chase Commercial Mortgage Sec Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ</title>
        <cusip>46649VAG6</cusip>
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          <isin value="US46649VAG68"/>
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        <balance>2642754.40000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-06-15</maturityDt>
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        <name>AmeriCredit Automobile Receivables Trust</name>
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        <title>Americredit Automobile Receivables Trust 2019-1</title>
        <cusip>03066GAB5</cusip>
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          <isin value="US03066GAB59"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill</title>
        <cusip>912796RY7</cusip>
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          <isin value="US912796RY70"/>
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        <balance>127267000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>126938630.78000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>SCF Equipment Trust LLC</name>
        <lei>N/A</lei>
        <title>SCF Equipment Leasing 2018-1 LLC</title>
        <cusip>78411KAB0</cusip>
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          <isin value="US78411KAB08"/>
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        <balance>1632430.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1654195.36000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-20</maturityDt>
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          <annualizedRt>3.63000000</annualizedRt>
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      <invstOrSec>
        <name>Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc</name>
        <lei>N/A</lei>
        <title>Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc</title>
        <cusip>05723KAF7</cusip>
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        <balance>4022000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4111018.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.08000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REPUBLIC OF INDONESIA</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>Indonesia Government International Bond</title>
        <cusip>455780CK0</cusip>
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          <isin value="US455780CK06"/>
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        <balance>2450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2552557.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM COR</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corp</title>
        <cusip>674599DE2</cusip>
        <identifiers>
          <isin value="US674599DE26"/>
        </identifiers>
        <balance>1678000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2237274.21000000</valUSD>
        <pctVal>0.150803863964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.88000000</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>Ares CLO Ltd</name>
        <lei>549300BCHSM41VYCXI96</lei>
        <title>Ares XXIX CLO Ltd</title>
        <cusip>04014WAJ4</cusip>
        <identifiers>
          <isin value="US04014WAJ45"/>
        </identifiers>
        <balance>686886.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>688162.99000000</valUSD>
        <pctVal>0.046385748097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.19000000</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>Japan Bank for International Cooperation</name>
        <lei>549300TJ3QFYVCTSCJ29</lei>
        <title>Japan Bank for International Cooperation</title>
        <cusip>471048AM0</cusip>
        <identifiers>
          <isin value="US471048AM01"/>
        </identifiers>
        <balance>6352000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6386941.78000000</valUSD>
        <pctVal>0.430512940719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.13000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Americredit Automobile Receivables Trust 2018-3</title>
        <cusip>03066MAC0</cusip>
        <identifiers>
          <isin value="US03066MAC01"/>
        </identifiers>
        <balance>712828.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>712763.93000000</valUSD>
        <pctVal>0.048043978810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.01000000</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>American Express Credit Account Master Trust</name>
        <lei>549300Y4SA5G3GIJTP18</lei>
        <title>American Express Credit Account Master Trust</title>
        <cusip>02587AAJ3</cusip>
        <identifiers>
          <isin value="US02587AAJ34"/>
        </identifiers>
        <balance>3208000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3207641.99000000</valUSD>
        <pctVal>0.216211675862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.93000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>Goldman Sachs Group Inc/The</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group Inc/The</title>
        <cusip>38141GFD1</cusip>
        <identifiers>
          <isin value="US38141GFD16"/>
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        <balance>2314000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3182227.59000000</valUSD>
        <pctVal>0.214498613733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</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>COMM Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2015-PC1 Mortgage Trust</title>
        <cusip>12593GAL6</cusip>
        <identifiers>
          <isin value="US12593GAL68"/>
        </identifiers>
        <balance>1471000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1395936.93000000</valUSD>
        <pctVal>0.094093375749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.58000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Westlake Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Westlake Automobile Receivables Trust 2018-1</title>
        <cusip>96042NAG2</cusip>
        <identifiers>
          <isin value="US96042NAG25"/>
        </identifiers>
        <balance>814951.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>815336.46000000</valUSD>
        <pctVal>0.054957898343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.67000000</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>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust</title>
        <cusip>26208KAF7</cusip>
        <identifiers>
          <isin value="US26208KAF75"/>
        </identifiers>
        <balance>1949000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1966982.64000000</valUSD>
        <pctVal>0.132584812866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.72000000</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>NextGear Floorplan Master Owner Trust</name>
        <lei>N/A</lei>
        <title>NextGear Floorplan Master Owner Trust</title>
        <cusip>65341KBD7</cusip>
        <identifiers>
          <isin value="US65341KBD72"/>
        </identifiers>
        <balance>4130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4249088.55000000</valUSD>
        <pctVal>0.286410565501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.69000000</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>BAKER HUGHES LLC/CO-OBL</name>
        <lei>N/A</lei>
        <title>Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc</title>
        <cusip>05723KAG5</cusip>
        <identifiers>
          <isin value="US05723KAG58"/>
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        <balance>1842000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1869446.78000000</valUSD>
        <pctVal>0.126010390966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.14000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>Foursight Capital Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Foursight Capital Automobile Receivables Trust 2018-1</title>
        <cusip>35105DAC5</cusip>
        <identifiers>
          <isin value="US35105DAC56"/>
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        <balance>1832835.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1840048.68000000</valUSD>
        <pctVal>0.124028806834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.24000000</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>Flagship Credit Auto Trust</name>
        <lei>N/A</lei>
        <title>Flagship Credit Auto Trust 2018-1</title>
        <cusip>33844MAA0</cusip>
        <identifiers>
          <isin value="US33844MAA09"/>
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        <balance>599945.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>600515.25000000</valUSD>
        <pctVal>0.040477836675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.59000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T Inc</title>
        <cusip>00206RDF6</cusip>
        <identifiers>
          <isin value="US00206RDF64"/>
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        <balance>2154000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2731503.32000000</valUSD>
        <pctVal>0.184117464568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jamestown CLO Ltd</name>
        <lei>549300UY2VE3PHVMFV71</lei>
        <title>Jamestown CLO VII Ltd</title>
        <cusip>47048BAR1</cusip>
        <identifiers>
          <isin value="US47048BAR15"/>
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        <balance>1681000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1660419.52000000</valUSD>
        <pctVal>0.111920871522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apidos CLO</name>
        <lei>549300SXGU1ZTWUMZ124</lei>
        <title>Apidos CLO XVI</title>
        <cusip>03764UAW3</cusip>
        <identifiers>
          <isin value="US03764UAW36"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>501633.25000000</valUSD>
        <pctVal>0.033812677969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.97000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Avid Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Avid Automobile Receivables Trust 2019-1</title>
        <cusip>05369DAA3</cusip>
        <identifiers>
          <isin value="US05369DAA37"/>
        </identifiers>
        <balance>2124029.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2124537.22000000</valUSD>
        <pctVal>0.143204807207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Galaxy CLO Ltd</name>
        <lei>549300BW4412X0TZDD77</lei>
        <title>Galaxy XXI CLO Ltd</title>
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          <isin value="US36320WAL00"/>
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        <balance>485000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Genesis Sales Finance Master Trust</name>
        <lei>N/A</lei>
        <title>Genesis Sales Finance Master Trust Series 2019-A</title>
        <cusip>37186XAA3</cusip>
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          <isin value="US37186XAA37"/>
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        <balance>1235000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>American Credit Acceptance Receivables Trust</name>
        <lei>N/A</lei>
        <title>American Credit Acceptance Receivables Trust 2018-4</title>
        <cusip>02529MAA7</cusip>
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          <isin value="US02529MAA71"/>
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        <balance>748940.12000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-13</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EMPRESAS PUBLIC MEDELLIN</name>
        <lei>549300SU25TO8EMXB434</lei>
        <title>Empresas Publicas de Medellin ESP</title>
        <cusip>29246BAE8</cusip>
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          <isin value="US29246BAE83"/>
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        <balance>650000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>671350.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>BX Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BX Commercial Mortgage Trust 2018-BIOA</title>
        <cusip>056057AA0</cusip>
        <identifiers>
          <isin value="US056057AA02"/>
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        <balance>4127000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140X44Y9</cusip>
        <identifiers>
          <isin value="US3140X44Y97"/>
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        <balance>4501922.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4890577.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Hyundai Auto Receivables Trust</name>
        <lei>549300K13TUMZQMZ9684</lei>
        <title>Hyundai Auto Receivables Trust 2017-A</title>
        <cusip>44931PAG1</cusip>
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          <isin value="US44931PAG19"/>
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        <balance>2918000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Mexichem SAB de CV</name>
        <lei>549300MVHZ20SBIOEQ79</lei>
        <title>Mexichem SAB de CV</title>
        <cusip>59284BAB4</cusip>
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          <isin value="US59284BAB45"/>
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        <balance>550000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-19</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38379RZE6</cusip>
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          <isin value="US38379RZE60"/>
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        <balance>1072121.31000000</balance>
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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>
        <debtSec>
          <maturityDt>2058-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810SJ8</cusip>
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          <isin value="US912810SJ88"/>
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        <balance>50757000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SFAVE Commercial Mortgage Securities Trust</name>
        <lei>549300FIGODFFTOAAU64</lei>
        <title>SFAVE Commercial Mortgage Securities Trust 2015-5AVE</title>
        <cusip>78413MAE8</cusip>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.14000000</annualizedRt>
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      <invstOrSec>
        <name>AmeriCredit Automobile Receivables Trust</name>
        <lei>54930070NSV60J38I987</lei>
        <title>AmeriCredit Automobile Receivables Trust 2017-2</title>
        <cusip>03065GAF7</cusip>
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        <balance>1664000.00000000</balance>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Minejesa Capital BV</name>
        <lei>549300KS7ERCP10BKC35</lei>
        <title>Minejesa Capital BV</title>
        <cusip>602736AA8</cusip>
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        <balance>700000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust 2017-2</title>
        <cusip>26208FAJ0</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Eni SpA</name>
        <lei>BUCRF72VH5RBN7X3VL35</lei>
        <title>Eni SpA</title>
        <cusip>26874RAC2</cusip>
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        <balance>5053000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Hudsons Bay Simon JV Trust</name>
        <lei>N/A</lei>
        <title>Hudsons Bay Simon JV Trust</title>
        <cusip>44422PBG6</cusip>
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        <balance>2231000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-05</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>Palmer Square Loan Funding Ltd</name>
        <lei>549300GYO50BTOMOCO81</lei>
        <title>Palmer Square Loan Funding 2018-1 Ltd</title>
        <cusip>69700EAE7</cusip>
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        <balance>716000.00000000</balance>
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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>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.40000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38379RVL4</cusip>
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        <balance>1142342.63000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GS Mortgage Securities Trust</name>
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          <isin value="US36255WAA36"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Chesapeake Funding II LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Palmer Square Loan Funding Ltd</name>
        <lei>N/A</lei>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
        <lei>549300MZIB10PDVAE312</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2016-C35</title>
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          <isin value="US95000FAZ99"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Broadcom Inc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Towd Point Asset Trust 2018-SL1</name>
        <lei>54930022FYEFQVX02P24</lei>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-01-25</maturityDt>
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        <name>VEREIT Operating Partnership LP</name>
        <lei>5493005TQOUJE1LCS698</lei>
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          <isin value="US92340LAA70"/>
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        <balance>5718000.00000000</balance>
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        <name>Bank of America Corp</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UMBS, TBA</name>
        <lei>N/A</lei>
        <title>Uniform Mortgage-Backed Security, TBA</title>
        <cusip>01F0326C3</cusip>
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          <isin value="US01F0326C31"/>
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      <invstOrSec>
        <name>Toronto-Dominion Bank/The</name>
        <lei>PT3QB789TSUIDF371261</lei>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Flagship Credit Auto Trust</name>
        <lei>N/A</lei>
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        <name>Chesapeake Funding II LLC</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
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        <name>UMBS, TBA</name>
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      <invstOrSec>
        <name>JPMBB Commercial Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>JPMBB Commercial Mortgage Securities Trust 2014-C19</title>
        <cusip>46641WAY3</cusip>
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        <name>Enterprise Fleet Financing LLC</name>
        <lei>RKWYUSIDZTWNAX1D9U96</lei>
        <title>Enterprise Fleet Financing LLC</title>
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      <invstOrSec>
        <name>COMM Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2014-CCRE19 Mortgage Trust</title>
        <cusip>12592GBE2</cusip>
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        <balance>3220372.85000000</balance>
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          <maturityDt>2047-08-10</maturityDt>
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      <invstOrSec>
        <name>Oracle Corp</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>Oracle Corp</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG/Stamford CT</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS AG/Stamford CT</title>
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          <isin value="US90261AAB89"/>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ascentium Equipment Receivables LLC</name>
        <lei>549300Q0SQ1DXWXY4D79</lei>
        <title>Ascentium Equipment Receivables 2016-2 Trust</title>
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          <isin value="US04364UAD72"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-09-12</maturityDt>
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      <invstOrSec>
        <name>Pennsylvania Higher Education Assistance Agency</name>
        <lei>N/A</lei>
        <title>Pennsylvania Higher Education Assistance Agency</title>
        <cusip>708788AD6</cusip>
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          <isin value="US708788AD68"/>
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        <balance>878291.75000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Americredit Automobile Receivables Trust 2018-3</title>
        <cusip>03066MAB2</cusip>
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          <isin value="US03066MAB28"/>
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        <balance>712828.64000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS, TBA</name>
        <lei>N/A</lei>
        <title>Uniform Mortgage-Backed Security, TBA</title>
        <cusip>01F0406C6</cusip>
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          <isin value="US01F0406C67"/>
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        <balance>50750000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-12-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>State of Qatar</name>
        <lei>52990074F6OJOAXK4P65</lei>
        <title>Qatar Government International Bond</title>
        <cusip>74727PAY7</cusip>
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          <isin value="US74727PAY79"/>
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        <balance>725000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>QA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.10000000</annualizedRt>
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      <invstOrSec>
        <name>General Electric Co</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>General Electric Co</title>
        <cusip>36962G3A0</cusip>
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          <isin value="US36962G3A02"/>
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        <balance>685000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.15000000</annualizedRt>
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      <invstOrSec>
        <name>EPR Properties</name>
        <lei>549300YSSXFHMPOWZ492</lei>
        <title>EPR Properties</title>
        <cusip>26884UAC3</cusip>
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          <isin value="US26884UAC36"/>
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        <balance>888000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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      <invstOrSec>
        <name>Entergy Louisiana LLC</name>
        <lei>0V5453U14HDZO63CGH17</lei>
        <title>Entergy Louisiana LLC</title>
        <cusip>29364WBA5</cusip>
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        <balance>934000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38379KLT3</cusip>
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          <isin value="US38379KLT33"/>
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        <balance>591093.29000000</balance>
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        <valUSD>599064.95000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
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      <invstOrSec>
        <name>Honda Auto Receivables Owner Trust</name>
        <lei>N/A</lei>
        <title>Honda Auto Receivables 2019-1 Owner Trust</title>
        <cusip>43814WAB1</cusip>
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          <isin value="US43814WAB19"/>
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        <balance>4045794.52000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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      <invstOrSec>
        <name>Citigroup Inc</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
        <cusip>172967KA8</cusip>
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        <balance>1374000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-09-29</maturityDt>
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      <invstOrSec>
        <name>Dominion Energy Gas Holdings LLC</name>
        <lei>549300BFOD6TDMVV4O24</lei>
        <title>Dominion Energy Gas Holdings LLC</title>
        <cusip>257375AJ4</cusip>
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        <balance>1711000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.60000000</annualizedRt>
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      <invstOrSec>
        <name>Chrysler Capital Auto Receivables Trust</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>Chrysler Capital Auto Receivables Trust 2016-A</title>
        <cusip>17120CAF9</cusip>
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          <isin value="US17120CAF95"/>
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        <balance>211497.76000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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      <invstOrSec>
        <name>Santander Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Santander Drive Auto Receivables Trust 2016-2</title>
        <cusip>80285CAA9</cusip>
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          <isin value="US80285CAA99"/>
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        <balance>5396000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5476843.95000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.38000000</annualizedRt>
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      <invstOrSec>
        <name>American Credit Acceptance Receivables Trust</name>
        <lei>N/A</lei>
        <title>American Credit Acceptance Receivables Trust 2019-2</title>
        <cusip>02530DAB2</cusip>
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          <isin value="US02530DAB29"/>
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        <balance>2151000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2167561.84000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.05000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAT Capital Corp</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT Capital Corp</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CarMax Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>CarMax Auto Owner Trust</title>
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        <balance>1010872.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1013250.12000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>California Republic Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>California Republic Auto Receivables Trust 2018-1</title>
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          <isin value="US13057FAE16"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SCF Equipment Trust LLC</name>
        <lei>N/A</lei>
        <title>SCF Equipment Leasing 2019-1 LLC</title>
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          <isin value="US78397AAD63"/>
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        <balance>4181000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Avery Point CLO Ltd</name>
        <lei>549300ZZJXJNKXU40667</lei>
        <title>Avery Point VII CLO Ltd</title>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>CPS Auto Trust</name>
        <lei>N/A</lei>
        <title>CPS Auto Trust</title>
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          <isin value="US12655CAB28"/>
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        <balance>688000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Santander Drive Auto Receivables Trust</name>
        <lei>549300GZMOJI10UAGZ40</lei>
        <title>Santander Drive Auto Receivables Trust 2015-4</title>
        <cusip>80284MAH3</cusip>
        <identifiers>
          <isin value="US80284MAH34"/>
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        <balance>6410000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Citigroup Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Citigroup Commercial Mortgage Trust 2014-GC21</title>
        <cusip>17322MBB1</cusip>
        <identifiers>
          <isin value="US17322MBB19"/>
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        <balance>16935718.19000000</balance>
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        <curCd>USD</curCd>
        <valUSD>751151.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.34000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>First Investors Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>First Investors Auto Owner Trust 2019-2</title>
        <cusip>32058RAC8</cusip>
        <identifiers>
          <isin value="US32058RAC88"/>
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        <balance>1606000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1607955.95000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.71000000</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>Apache Corp</name>
        <lei>72ZZ1XRHOOU9P9X16K08</lei>
        <title>Apache Corp</title>
        <cusip>037411BA2</cusip>
        <identifiers>
          <isin value="US037411BA28"/>
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        <balance>3619000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3340000.61000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Wells Fargo Bank NA</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
        <title>Wells Fargo Bank NA</title>
        <cusip>92976GAJ0</cusip>
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        <balance>1583000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2277790.78000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.60000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Synchrony Credit Card Master Note Trust</name>
        <lei>549300G1V1M796QIYC04</lei>
        <title>Synchrony Credit Card Master Note Trust</title>
        <cusip>87165LAF8</cusip>
        <identifiers>
          <isin value="US87165LAF85"/>
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        <balance>6511000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37000000</annualizedRt>
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      <invstOrSec>
        <name>Barclays Dryrock Issuance Trust</name>
        <lei>213800R4G3N2G68CHU37</lei>
        <title>Barclays Dryrock Issuance Trust</title>
        <cusip>06742LAP8</cusip>
        <identifiers>
          <isin value="US06742LAP85"/>
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        <balance>5056000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.07000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>JPMBB Commercial Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>JPMBB Commercial Mortgage Securities Trust 2014-C19</title>
        <cusip>46641WAX5</cusip>
        <identifiers>
          <isin value="US46641WAX56"/>
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        <balance>2494147.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>54657.49000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.91000000</annualizedRt>
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      <invstOrSec>
        <name>Schlumberger Holdings Corp</name>
        <lei>529900IKZG65COT1D505</lei>
        <title>Schlumberger Holdings Corp</title>
        <cusip>806851AH4</cusip>
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          <isin value="US806851AH43"/>
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        <balance>1711000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
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      <invstOrSec>
        <name>JP Morgan Chase Commercial Mortgage Sec Trust</name>
        <lei>N/A</lei>
        <title>J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN</title>
        <cusip>46650GAA8</cusip>
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          <isin value="US46650GAA85"/>
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        <balance>1026000.00000000</balance>
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        <curCd>USD</curCd>
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        <name>PROV ST JOSEPH HLTH OBL</name>
        <lei>N/A</lei>
        <title>Providence St Joseph Health Obligated Group</title>
        <cusip>743820AA0</cusip>
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          <isin value="US743820AA01"/>
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        <balance>498000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.53000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LN DISCOUNT NT</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Bank Discount Notes</title>
        <cusip>313384QD4</cusip>
        <identifiers>
          <isin value="US313384QD42"/>
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        <balance>64834000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>64822690.36000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Santander Drive Auto Receivables Trust</name>
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        <title>Santander Drive Auto Receivables Trust 2018-1</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Capital Auto Receivables Asset Trust</name>
        <lei>N/A</lei>
        <title>Capital Auto Receivables Asset Trust 2018-1</title>
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          <isin value="US13976MAC82"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust 2019-2</title>
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          <isin value="US26208RAB15"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
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          <isin value="US9128285G14"/>
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        <balance>1375000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sound Point CLO LTD</name>
        <lei>N/A</lei>
        <title>SOUND POINT CLO XVII</title>
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          <isin value="US83611GAC50"/>
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        <curCd>USD</curCd>
        <valUSD>3945487.25000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Foursight Capital Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Foursight Capital Automobile Receivables Trust 2016-1</title>
        <cusip>35104VAB8</cusip>
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          <isin value="US35104VAB80"/>
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        <balance>104392.98000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Norfolk Southern Corp</name>
        <lei>54930036C8MWP850MI84</lei>
        <title>Norfolk Southern Corp</title>
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        <balance>4477000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Palmer Square Loan Funding Ltd</name>
        <lei>549300GYO50BTOMOCO81</lei>
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          <isin value="US69700EAC12"/>
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        <balance>946000.00000000</balance>
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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>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
        <lei>549300S7ENI2U7O0XH56</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2015-C28</title>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Chicago Board Of Trade</name>
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        <assetCat>DIR</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>World Financial Network Credit Card Master Trust</name>
        <lei>549300G8S4PO686J7H97</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SCF Equipment Trust Llc</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>BMW Vehicle Lease Trust</name>
        <lei>N/A</lei>
        <title>BMW Vehicle Lease Trust 2019-1</title>
        <cusip>05586VAB8</cusip>
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        <balance>1852641.54000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.79000000</annualizedRt>
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        <name>Government National Mortgage Association</name>
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        <title>Government National Mortgage Association</title>
        <cusip>38378N4Q3</cusip>
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        <balance>88974.50000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JP Morgan Chase Commercial Mortgage Sec Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT</title>
        <cusip>46645WAA1</cusip>
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          <isin value="US46645WAA18"/>
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        <balance>4859000.00000000</balance>
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      <invstOrSec>
        <name>Santander Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Santander Drive Auto Receivables Trust 2016-1</title>
        <cusip>80285EAH0</cusip>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>DBWF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>DBWF 2018-GLKS Mortgage Trust</title>
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        <balance>1916000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Westlake Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Westlake Automobile Receivables Trust 2019-2</title>
        <cusip>96041LAB8</cusip>
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          <isin value="US96041LAB80"/>
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        <balance>2985000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FIXED INC CLEARING CORP.REPO</name>
        <lei>549300H47WTHXPU08X20</lei>
        <title>FIXED INC CLEARING CORP.REPO</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="85748R009"/>
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        <balance>10927862.79000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10927862.79000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <clearedCentCparty centralCounterparty="FIXED INC CLEARING CORP.REPO" isCleared="Y"/>
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            <repurchaseCollateral>
              <principalAmt>11025000.00000000</principalAmt>
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              <collateralVal>11151445.72500000</collateralVal>
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              <invstCat>UST</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Enterprise Fleet Financing LLC</name>
        <lei>RKWYUSIDZTWNAX1D9U96</lei>
        <title>Enterprise Fleet Financing LLC</title>
        <cusip>29373LAB7</cusip>
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          <isin value="US29373LAB71"/>
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        <balance>578065.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>580814.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87000000</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>Santander UK PLC</name>
        <lei>PTCQB104N23FMNK2RZ28</lei>
        <title>Santander UK PLC</title>
        <cusip>002920AC0</cusip>
        <identifiers>
          <isin value="US002920AC09"/>
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        <balance>2280000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2921001.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.95000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WF-RBS Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>WFRBS Commercial Mortgage Trust 2014-C23</title>
        <cusip>92939HBE4</cusip>
        <identifiers>
          <isin value="US92939HBE45"/>
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        <balance>21850333.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>516347.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.71000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Saudi Arabian Oil Co</name>
        <lei>5586006WD91QHB7J4X50</lei>
        <title>Saudi Arabian Oil Co</title>
        <cusip>80414L2C8</cusip>
        <identifiers>
          <isin value="US80414L2C81"/>
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        <balance>1950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1976061.38000000</valUSD>
        <pctVal>0.133196766942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.88000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>Halcyon Loan Advisors Funding Ltd</name>
        <lei>5493006GMMSBMRMTK635</lei>
        <title>Halcyon Loan Advisors Funding 2015-2 Ltd</title>
        <cusip>40538KAQ5</cusip>
        <identifiers>
          <isin value="US40538KAQ58"/>
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        <balance>448000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>446500.05000000</valUSD>
        <pctVal>0.030096414869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.09000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>61746BDZ6</cusip>
        <identifiers>
          <isin value="US61746BDZ67"/>
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        <balance>5383000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5804950.44000000</valUSD>
        <pctVal>0.391283711475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.88000000</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>Sound Point CLO LTD</name>
        <lei>549300EBWPUX52MGF160</lei>
        <title>Sound Point Clo XII Ltd</title>
        <cusip>83610CAS0</cusip>
        <identifiers>
          <isin value="US83610CAS08"/>
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        <balance>1565000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1566915.56000000</valUSD>
        <pctVal>0.105618220555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.57000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CPS Auto Trust</name>
        <lei>N/A</lei>
        <title>CPS Auto Receivables Trust 2016-B</title>
        <cusip>12590YAD8</cusip>
        <identifiers>
          <isin value="US12590YAD85"/>
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        <balance>540000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>559091.81000000</valUSD>
        <pctVal>0.037685682372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.58000000</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</name>
        <lei>N/A</lei>
        <title>Dell International LLC / EMC Corp</title>
        <cusip>25272KAR4</cusip>
        <identifiers>
          <isin value="US25272KAR41"/>
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        <balance>1998000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2683163.29000000</valUSD>
        <pctVal>0.180859096293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.35000000</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>CPS Auto Trust</name>
        <lei>N/A</lei>
        <title>CPS Auto Receivables Trust 2018-A</title>
        <cusip>12595MAB3</cusip>
        <identifiers>
          <isin value="US12595MAB37"/>
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        <balance>585627.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>586602.38000000</valUSD>
        <pctVal>0.039540037211</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.77000000</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>FHLMC Multifamily Structured Pass Through Certificates</name>
        <lei>N/A</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137BEWS9</cusip>
        <identifiers>
          <isin value="US3137BEWS94"/>
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        <balance>12003240.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1595110.62000000</valUSD>
        <pctVal>0.107518713563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.23000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>Diamond Resorts Owner Trust</name>
        <lei>54930054P2G7ZJB0KM79</lei>
        <title>Diamond Resorts Owner Trust 2016-1</title>
        <cusip>25273BAA0</cusip>
        <identifiers>
          <isin value="US25273BAA08"/>
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        <balance>112988.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113739.88000000</valUSD>
        <pctVal>0.007666656735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.08000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>Hilton USA Trust</name>
        <lei>N/A</lei>
        <title>Hilton Orlando Trust 2018-ORL</title>
        <cusip>432885AA9</cusip>
        <identifiers>
          <isin value="US432885AA94"/>
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        <balance>4123000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4127116.40000000</valUSD>
        <pctVal>0.278189011150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.54000000</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>
        <name>Chicago Board Of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US ULTRA BOND CBT MAR20 XCBT 20200320</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1CTD83"/>
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        <balance>-21.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10052.28000000</valUSD>
        <pctVal>0.000677575711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Chicago Board Of Trade</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <indexBasketInfo>
                <indexName>US Treasury Ultra Long Bond</indexName>
                <indexIdentifier>WNH0 Comdty</indexIdentifier>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CIFC Funding Ltd</name>
        <lei>549300X1SKS4LNS5LQ62</lei>
        <title>CIFC Funding 2017-I Ltd</title>
        <cusip>12551AAA3</cusip>
        <identifiers>
          <isin value="US12551AAA34"/>
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        <balance>2097000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2099760.91000000</valUSD>
        <pctVal>0.141534755648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.33000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRB Prime Student Loan Trust</name>
        <lei>N/A</lei>
        <title>DRB Prime Student Loan Trust 2015-D</title>
        <cusip>23341KAB1</cusip>
        <identifiers>
          <isin value="US23341KAB17"/>
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        <balance>1706141.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1726413.43000000</valUSD>
        <pctVal>0.116369202702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Credit Acceptance Receivables Trust</name>
        <lei>N/A</lei>
        <title>American Credit Acceptance Receivables Trust 2016-2</title>
        <cusip>02529TAE4</cusip>
        <identifiers>
          <isin value="US02529TAE47"/>
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        <balance>279628.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>280003.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.09000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust 2017-B</title>
        <cusip>26208DAG1</cusip>
        <identifiers>
          <isin value="US26208DAG16"/>
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        <balance>5337000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5507492.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.30000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Entergy Texas Inc</name>
        <lei>LWXX58X12AJXISQ28573</lei>
        <title>Entergy Texas Inc</title>
        <cusip>29365TAG9</cusip>
        <identifiers>
          <isin value="US29365TAG94"/>
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        <balance>1212000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1343438.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CarMax Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>Carmax Auto Owner Trust 2019-4</title>
        <cusip>14315WAG5</cusip>
        <identifiers>
          <isin value="US14315WAG50"/>
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        <balance>804000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>805885.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Massachusetts Educational Financing Authority</name>
        <lei>5493007K5OP7V6CL0Y88</lei>
        <title>Massachusetts Educational Financing Authority</title>
        <cusip>57563NAA6</cusip>
        <identifiers>
          <isin value="US57563NAA63"/>
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        <balance>1034835.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1034617.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.89000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>Long: SLDXD2026 IRS USD R F  2.34967 SLDXD2026_FIX CCPVANILLA / Short: SLDXD2026 IRS USD P V 03MLIBOR SLDXD2026_FLO CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99S17SG05"/>
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        <balance>87118869.49000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>771750.17000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>ICE Libor USD 3 Months</indexName>
                <indexIdentifier>US0003M Index</indexIdentifier>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ICE Libor USD 3 Months" floatingRtSpread="0.00000000" pmntAmt="-314874.36000000">
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38379KGZ5</cusip>
        <identifiers>
          <isin value="US38379KGZ57"/>
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        <balance>3003165.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3045853.39000000</valUSD>
        <pctVal>0.205306286654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.90000000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Investors Auto Owner Trust</name>
        <lei>5493005MRGG10NHC4413</lei>
        <title>First Investors Auto Owner Trust 2018-2</title>
        <cusip>32059DAA2</cusip>
        <identifiers>
          <isin value="US32059DAA28"/>
        </identifiers>
        <balance>739853.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>743276.32000000</valUSD>
        <pctVal>0.050100671857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.23000000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>Drive Auto Receivables Trust 2016-C</title>
        <cusip>26208BAN0</cusip>
        <identifiers>
          <isin value="US26208BAN01"/>
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        <balance>651481.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>660097.99000000</valUSD>
        <pctVal>0.044494021806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.18000000</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>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Americredit Automobile Receivables Trust 2018-2</title>
        <cusip>03066LAB4</cusip>
        <identifiers>
          <isin value="US03066LAB45"/>
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        <balance>1979005.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1981898.78000000</valUSD>
        <pctVal>0.133590237922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.86000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>PAYPAL HOLDINGS INC</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PayPal Holdings Inc</title>
        <cusip>70450YAE3</cusip>
        <identifiers>
          <isin value="US70450YAE32"/>
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        <balance>1419000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1418865.99000000</valUSD>
        <pctVal>0.095638913095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tralee CLO Ltd</name>
        <lei>5493005N95XEN3CRVT47</lei>
        <title>Tralee CLO III Ltd</title>
        <cusip>89300ABA4</cusip>
        <identifiers>
          <isin value="US89300ABA43"/>
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        <balance>3556000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3551479.61000000</valUSD>
        <pctVal>0.239388111473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SURA Asset Management SA</name>
        <lei>549300013ETMS1C0EA22</lei>
        <title>SUAM Finance BV</title>
        <cusip>86425QAA6</cusip>
        <identifiers>
          <isin value="US86425QAA67"/>
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        <balance>1835000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1958100.98000000</valUSD>
        <pctVal>0.131986143002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.88000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP Morgan Chase Commercial Mortgage Sec Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ</title>
        <cusip>46649VAA9</cusip>
        <identifiers>
          <isin value="US46649VAA98"/>
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        <balance>3125183.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3129926.06000000</valUSD>
        <pctVal>0.210973219850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.77000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>Anglo American Capital PLC</name>
        <lei>TINT358G1SSHR3L3PW36</lei>
        <title>Anglo American Capital PLC</title>
        <cusip>034863AR1</cusip>
        <identifiers>
          <isin value="US034863AR12"/>
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        <balance>3199000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3483078.05000000</valUSD>
        <pctVal>0.234777492219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-10</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>
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      <invstOrSec>
        <name>AmeriCredit Automobile Receivables Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Teachers Insurance &amp; Annuity Association of America</name>
        <lei>O06XD7BJ4EPXNABVFN69</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Perimeter Master Note Business Trust</name>
        <lei>5493005H6EB040833X54</lei>
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          <isin value="US71384PAA93"/>
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        <balance>2579000.00000000</balance>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Mountain View CLO Ltd</name>
        <lei>549300RHYK4B5L898W39</lei>
        <title>Mountain View CLO X Ltd</title>
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        <balance>1449000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bank of America Corp</name>
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        <title>Bank of America Corp</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DLL Securitization Trust</name>
        <lei>N/A</lei>
        <title>DLL 2018-2 LLC</title>
        <cusip>23291JAB4</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-10-20</maturityDt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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          <isin value="US38379RA602"/>
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        <balance>1276104.63000000</balance>
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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>
        <debtSec>
          <maturityDt>2058-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GS Mortgage Securities Trust</name>
        <lei>54930066YOFVQE068N73</lei>
        <title>GS Mortgage Securities Trust 2015-GC32</title>
        <cusip>36250PAL9</cusip>
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          <isin value="US36250PAL94"/>
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        <balance>685000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-07-10</maturityDt>
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      <invstOrSec>
        <name>Universal Health Services Inc</name>
        <lei>549300YGMGQDO0NMJD09</lei>
        <title>Universal Health Services Inc</title>
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        <balance>632000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>IFM US Colonial Pipeline 2 LLC</name>
        <lei>N/A</lei>
        <title>IFM US Colonial Pipeline 2 LLC</title>
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        <balance>2710000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Wheels SPV LLC</name>
        <lei>N/A</lei>
        <title>Wheels SPV 2 LLC</title>
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        <balance>704854.46000000</balance>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Nvent Finance Sarl</name>
        <lei>549300KO1OQ4MVFB6X02</lei>
        <title>Nvent Finance Sarl</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Shackleton CLO LTD</name>
        <lei>549300TCSL4JHWNE1X86</lei>
        <title>Shackleton 2016-IX CLO Ltd</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
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        <name>TPG Real Estate Finance</name>
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        <balance>1988000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
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      <invstOrSec>
        <name>Mercedes-Benz Auto Receivables Trust</name>
        <lei>529900R27DL06UVNT076</lei>
        <title>Mercedes-Benz Auto Receivables Trust 2016-1</title>
        <cusip>58769BAD6</cusip>
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        <balance>68824.15000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2021-02-16</maturityDt>
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      <invstOrSec>
        <name>Clear Creek CLO Ltd</name>
        <lei>N/A</lei>
        <title>Clear Creek CLO</title>
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        <balance>798418.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-20</maturityDt>
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      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>Drive Auto Receivables Trust 2018-2</title>
        <cusip>26208JAG8</cusip>
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        <balance>2452000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-08-15</maturityDt>
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      <invstOrSec>
        <name>Barclays Commercial Mortgage Securities LLC</name>
        <lei>N/A</lei>
        <title>BBCMS 2019-BWAY Mortgage Trust</title>
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        <balance>1510000.00000000</balance>
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        <name>Navient Student Loan Trust</name>
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        <name>Westgate Resorts</name>
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        <name>Shell International Finance BV</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Hardee's Funding LLC</name>
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          <isin value="US411707AD42"/>
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      <invstOrSec>
        <name>Access Point Financial</name>
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        <name>OHA Loan Funding Ltd</name>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Neuberger Berman Group LLC / Neuberger Berman Finance Corp</name>
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          <isin value="US64128XAE04"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citigroup Commercial Mortgage Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Foursight Capital Automobile Receivables Trust</name>
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        <name>Affiliated Managers Group Inc</name>
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      <invstOrSec>
        <name>COMM Mortgage Trust</name>
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        <name>Palmer Square Loan Funding Ltd</name>
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        <name>JPMorgan Chase Bank, National Association</name>
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        <name>BAT Capital Corp</name>
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        <name>VISTRA OPERATIONS CO LLC</name>
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        <title>Vistra Operations Co LLC</title>
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        <fairValLevel>2</fairValLevel>
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        <name>ALM Loan Funding</name>
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        <title>ALM VII Ltd</title>
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          <annualizedRt>3.85000000</annualizedRt>
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      <invstOrSec>
        <name>Massage Envy Franchising, LLC</name>
        <lei>N/A</lei>
        <title>ME Funding LLC</title>
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          <isin value="US55282GAA58"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PENNSYLVANIA ST</name>
        <lei>N/A</lei>
        <title>Commonwealth of Pennsylvania</title>
        <cusip>70914PNE8</cusip>
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          <isin value="US70914PNE87"/>
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        <curCd>USD</curCd>
        <valUSD>659620.00000000</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>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.35000000</annualizedRt>
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      <invstOrSec>
        <name>Bank of America Corp</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
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          <isin value="US06051GFU85"/>
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        <balance>940000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1032666.49000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc</name>
        <lei>N/A</lei>
        <title>Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc</title>
        <cusip>03522AAH3</cusip>
        <identifiers>
          <isin value="US03522AAH32"/>
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        <balance>6168000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7180650.64000000</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>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.70000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Avery Point CLO Ltd</name>
        <lei>549300RWY6OWBAXCT467</lei>
        <title>Avery Point IV CLO Ltd</title>
        <cusip>05363UAU7</cusip>
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          <isin value="US05363UAU79"/>
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        <balance>731000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>731866.38000000</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>2026-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.54000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Westlake Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Westlake Automobile Receivables Trust 2019-2</title>
        <cusip>96041LAF9</cusip>
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          <isin value="US96041LAF94"/>
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        <balance>1285000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
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      <invstOrSec>
        <name>WEA FINANCE LLC</name>
        <lei>3CYEJKBUJZO3UW777J80</lei>
        <title>WEA Finance LLC</title>
        <cusip>92928QAF5</cusip>
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          <isin value="US92928QAF54"/>
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        <balance>2743000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>California Republic Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>California Republic Auto Receivables Trust 2018-1</title>
        <cusip>13057FAB7</cusip>
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          <isin value="US13057FAB76"/>
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        <balance>32078.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>32087.23000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.86000000</annualizedRt>
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      <invstOrSec>
        <name>SLC Student Loan Trust</name>
        <lei>5493007QNQ56NU0MGE13</lei>
        <title>SLC Student Loan Trust 2008-1</title>
        <cusip>78444LAD5</cusip>
        <identifiers>
          <isin value="US78444LAD55"/>
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        <balance>2619558.52000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2663877.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.72000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OHA Loan Funding Ltd</name>
        <lei>25490072LQI0R2J4XC93</lei>
        <title>OHA Loan Funding 2015-1 Ltd</title>
        <cusip>67109BCU6</cusip>
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          <isin value="US67109BCU61"/>
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        <balance>770000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>770000.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>61746BEF9</cusip>
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          <isin value="US61746BEF94"/>
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        <balance>1033000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-20</maturityDt>
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          <annualizedRt>3.63000000</annualizedRt>
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      <invstOrSec>
        <name>Ford Credit Floorplan Master Owner Trust</name>
        <lei>5493001DTG5N7T8BG747</lei>
        <title>Ford Credit Floorplan Master Owner Trust A</title>
        <cusip>34528QFP4</cusip>
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          <isin value="US34528QFP46"/>
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        <balance>4168000.00000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Avolon Holdings Funding Ltd</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>Avolon Holdings Funding Ltd</title>
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        <balance>4791000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-15</maturityDt>
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      <invstOrSec>
        <name>Sequoia Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Sequoia Mortgage Trust</title>
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        <balance>307257.56000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-25</maturityDt>
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      <invstOrSec>
        <name>Cox Communications Inc</name>
        <lei>5493001NEDZNIFRP2R92</lei>
        <title>Cox Communications Inc</title>
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          <isin value="US224044BV89"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>8.38000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>9128285X4</cusip>
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          <isin value="US9128285X47"/>
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        <balance>65320000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>COMM Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2015-PC1 Mortgage Trust</title>
        <cusip>12593GAJ1</cusip>
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          <isin value="US12593GAJ13"/>
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        <balance>620000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>664106.49000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.58000000</annualizedRt>
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      <invstOrSec>
        <name>Neuberger Berman Group LLC / Neuberger Berman Finance Corp</name>
        <lei>N/A</lei>
        <title>Neuberger Berman Group LLC / Neuberger Berman Finance Corp</title>
        <cusip>64128XAG5</cusip>
        <identifiers>
          <isin value="US64128XAG51"/>
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        <balance>1164000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1245389.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38380JDN5</cusip>
        <identifiers>
          <isin value="US38380JDN54"/>
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        <balance>3697130.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3735162.30000000</valUSD>
        <pctVal>0.251769275691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-08-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2015-DC1 Mortgage Trust</title>
        <cusip>12629NAX3</cusip>
        <identifiers>
          <isin value="US12629NAX30"/>
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        <balance>2961365.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2738249.25000000</valUSD>
        <pctVal>0.184572175173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.41000000</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>Broadcom Corp / Broadcom Cayman Finance Ltd</name>
        <lei>N/A</lei>
        <title>Broadcom Corp / Broadcom Cayman Finance Ltd</title>
        <cusip>11134LAF6</cusip>
        <identifiers>
          <isin value="US11134LAF67"/>
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        <balance>1933000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1989793.99000000</valUSD>
        <pctVal>0.134122415949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.63000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>NATIONAL OILWELL VARCO I</name>
        <lei>549300EHF3IW1AR6U008</lei>
        <title>National Oilwell Varco Inc</title>
        <cusip>637071AM3</cusip>
        <identifiers>
          <isin value="US637071AM31"/>
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        <balance>2551000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2493516.99000000</valUSD>
        <pctVal>0.168075953887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</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>Hudsons Bay Simon JV Trust</name>
        <lei>N/A</lei>
        <title>Hudsons Bay Simon JV Trust</title>
        <cusip>44422PBC5</cusip>
        <identifiers>
          <isin value="US44422PBC59"/>
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        <balance>2410000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2432837.16000000</valUSD>
        <pctVal>0.163985819210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.67000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>6174468C6</cusip>
        <identifiers>
          <isin value="US6174468C63"/>
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        <balance>5348000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5785049.79000000</valUSD>
        <pctVal>0.389942304641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Freddie Mac</name>
        <lei>N/A</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3132DMDY8</cusip>
        <identifiers>
          <isin value="US3132DMDY84"/>
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        <balance>3560459.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3858415.39000000</valUSD>
        <pctVal>0.260077172030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Glencore Finance Canada Ltd</name>
        <lei>5493005TTO0UJ33KCK70</lei>
        <title>Glencore Finance Canada Ltd</title>
        <cusip>98417EAR1</cusip>
        <identifiers>
          <isin value="US98417EAR18"/>
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        <balance>2296000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2486724.24000000</valUSD>
        <pctVal>0.167618087372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.55000000</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>COMM Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2016-COR1 Mortgage Trust</title>
        <cusip>12594MBG2</cusip>
        <identifiers>
          <isin value="US12594MBG24"/>
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        <balance>690000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>722521.22000000</valUSD>
        <pctVal>0.048701670669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.49000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>Ford Credit Auto Owner Trust</name>
        <lei>5493000WID0TF4CVCL74</lei>
        <title>Ford Credit Auto Owner Trust 2015-REV1</title>
        <cusip>34530RAA6</cusip>
        <identifiers>
          <isin value="US34530RAA68"/>
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        <balance>7121000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7122475.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.12000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Carnival PLC</name>
        <lei>4DR1VPDQMHD3N3QW8W95</lei>
        <title>Carnival PLC</title>
        <cusip>693070AD6</cusip>
        <identifiers>
          <isin value="US693070AD69"/>
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        <balance>1230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1607887.98000000</valUSD>
        <pctVal>0.108379973774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.88000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>TAL Advantage LLC</name>
        <lei>5493000YLAGDN6QHT178</lei>
        <title>TAL Advantage VI LLC</title>
        <cusip>874074AA5</cusip>
        <identifiers>
          <isin value="US874074AA56"/>
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        <balance>2313040.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2357693.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Motors Co</name>
        <lei>54930070NSV60J38I987</lei>
        <title>General Motors Co</title>
        <cusip>37045VAK6</cusip>
        <identifiers>
          <isin value="US37045VAK61"/>
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        <balance>4911000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5715537.01000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.60000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Royal Caribbean Cruises Ltd</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>Royal Caribbean Cruises Ltd</title>
        <cusip>780153AW2</cusip>
        <identifiers>
          <isin value="US780153AW20"/>
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        <balance>4163000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4283185.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>World Omni Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>World Omni Auto Receivables Trust 2017-A</title>
        <cusip>98162EAC1</cusip>
        <identifiers>
          <isin value="US98162EAC12"/>
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        <balance>2383319.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2382659.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.93000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Time Warner Cable LLC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
        <title>Time Warner Cable LLC</title>
        <cusip>88732JAN8</cusip>
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          <isin value="US88732JAN81"/>
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        <balance>3385000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4345338.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Jamestown CLO Ltd</name>
        <lei>254900NFTK4YH0WYT485</lei>
        <title>Jamestown CLO IX Ltd</title>
        <cusip>47048JAR4</cusip>
        <identifiers>
          <isin value="US47048JAR41"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1746815.88000000</valUSD>
        <pctVal>0.117744433454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.62000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TCF Auto Receivables Owner Trust</name>
        <lei>N/A</lei>
        <title>TCF Auto Receivables Owner Trust 2016-PT1</title>
        <cusip>87226VAB2</cusip>
        <identifiers>
          <isin value="US87226VAB27"/>
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        <balance>1508000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1517010.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.92000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2017-C41</title>
        <cusip>95001ABG0</cusip>
        <identifiers>
          <isin value="US95001ABG04"/>
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        <balance>1151000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1238316.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.79000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>ICG US CLO Ltd</name>
        <lei>635400BEIJQT4DUYJT73</lei>
        <title>ICG US CLO 2015-2 Ltd</title>
        <cusip>44931CAU9</cusip>
        <identifiers>
          <isin value="US44931CAU99"/>
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        <balance>2795000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2785151.26000000</valUSD>
        <pctVal>0.187733613455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.85000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JFIN CLO Ltd</name>
        <lei>549300CNL7WAJ1GWHW38</lei>
        <title>JFIN CLO 2014 Ltd</title>
        <cusip>46617EAS6</cusip>
        <identifiers>
          <isin value="US46617EAS63"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2497942.00000000</valUSD>
        <pctVal>0.168374222469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-21</maturityDt>
          <couponKind>Floating</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chicago Board Of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US LONG BOND(CBT) MAR20 XCBT 20200320</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1CT5R0"/>
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        <balance>263.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-255273.06000000</valUSD>
        <pctVal>-0.01720672577</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>Chicago Board Of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>US Treasury Long Bond</indexName>
                <indexIdentifier>USH0 Comdty</indexIdentifier>
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            <expDate>2020-03-20</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-255273.06000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Becle SAB de CV</name>
        <lei>529900JY55CZKMJLCE09</lei>
        <title>Becle SAB de CV</title>
        <cusip>47215TAA6</cusip>
        <identifiers>
          <isin value="US47215TAA60"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>822556.29000000</valUSD>
        <pctVal>0.055444552261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sound Point CLO LTD</name>
        <lei>549300YVZ0M0XDDYS744</lei>
        <title>Sound Point Clo XV Ltd</title>
        <cusip>83609RAE1</cusip>
        <identifiers>
          <isin value="US83609RAE18"/>
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        <balance>1114000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1114836.39000000</valUSD>
        <pctVal>0.075145744115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.43000000</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>JAPAN TREASURY DISC BILL</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japan Treasury Discount Bill</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP1748651KA2"/>
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        <balance>6300000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="109.42000000"/>
        <valUSD>57593408.17000000</valUSD>
        <pctVal>3.882093867673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-27</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM Mortgage Trust</name>
        <lei>5493004GWEVMOU8S3L34</lei>
        <title>COMM 2014-UBS4 Mortgage Trust</title>
        <cusip>12591QAD4</cusip>
        <identifiers>
          <isin value="US12591QAD43"/>
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        <balance>4440000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4123010.64000000</valUSD>
        <pctVal>0.277912261671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.86000000</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>Credit Acceptance Auto Loan Trust</name>
        <lei>N/A</lei>
        <title>Credit Acceptance Auto Loan Trust 2019-3</title>
        <cusip>22535KAC7</cusip>
        <identifiers>
          <isin value="US22535KAC71"/>
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        <balance>4251000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4262892.17000000</valUSD>
        <pctVal>0.287341000950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.86000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>World Financial Network Credit Card Master Trust</name>
        <lei>549300G8S4PO686J7H97</lei>
        <title>World Financial Network Credit Card Master Trust</title>
        <cusip>981464FJ4</cusip>
        <identifiers>
          <isin value="US981464FJ46"/>
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        <balance>747000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>747044.82000000</valUSD>
        <pctVal>0.050354688266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Macquarie Group Ltd</name>
        <lei>ACMHD8HWFMFUIQQ8Y590</lei>
        <title>Macquarie Group Ltd</title>
        <cusip>55608JAN8</cusip>
        <identifiers>
          <isin value="US55608JAN81"/>
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        <balance>3121000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3460191.22000000</valUSD>
        <pctVal>0.233234801394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.65000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>World Omni Select Auto Trust</name>
        <lei>N/A</lei>
        <title>World Omni Select Auto Trust 2018-1</title>
        <cusip>98162DAC3</cusip>
        <identifiers>
          <isin value="US98162DAC39"/>
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        <balance>937509.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>939855.11000000</valUSD>
        <pctVal>0.063351099977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.24000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WF-RBS Commercial Mortgage Trust</name>
        <lei>549300UVB571ELWL8972</lei>
        <title>WFRBS Commercial Mortgage Trust 2014-C20</title>
        <cusip>92890FAX4</cusip>
        <identifiers>
          <isin value="US92890FAX42"/>
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        <balance>1909000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48311.25000000</valUSD>
        <pctVal>0.003256428353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.73000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Dell International LLC / EMC Corp</name>
        <lei>N/A</lei>
        <title>Dell International LLC / EMC Corp</title>
        <cusip>25272KAK9</cusip>
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          <isin value="US25272KAK97"/>
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        <balance>1950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2229988.12000000</valUSD>
        <pctVal>0.150312743779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.02000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>Long: SLI4EXXT1 IRS USD R F  1.89020 SLI4EXXT1_FIX CCPVANILLA / Short: SLI4EXXT1 IRS USD P V 03MLIBOR SLI4EXXT1_FLO CCPVANILLA</title>
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          <other otherDesc="Internal Identifier" value="99S18YDU8"/>
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        <balance>125000000.00000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>947321.53000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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              <indexBasketInfo>
                <indexName>ICE Libor USD 3 Months</indexName>
                <indexIdentifier>US0003M Index</indexIdentifier>
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            <swapFlag>Y</swapFlag>
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        <name>Banco de Credito e Inversiones SA</name>
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      <invstOrSec>
        <name>PFS Financing Corp</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust 2017-1</title>
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      <invstOrSec>
        <name>TD Securities Inc.</name>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Repurchase</transCat>
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      <invstOrSec>
        <name>South Carolina Electric &amp; Gas Co</name>
        <lei>3QRVFYR22IUIEOORTK28</lei>
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          <isin value="US837004BV11"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Burlington Northern Santa Fe LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ohio Edison Co</name>
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        <title>Ohio Edison Co</title>
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          <isin value="US677347CF16"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Cedar Funding Ltd</name>
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        <title>Cedar Funding VI CLO Ltd</title>
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        <balance>1200000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Commercial Mortgage Securities LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Capital Auto Receivables Asset Trust</name>
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        <name>CPS Auto Trust</name>
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        <name>Flagship Credit Auto Trust</name>
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        <name>Mercedes-Benz Auto Lease Trust</name>
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        <name>Northern Natural Gas Co</name>
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        <name>Benefit Street Partners CLO Ltd</name>
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        <title>Benefit Street Partners CLO IV Ltd</title>
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        <name>United States Treasury</name>
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        <title>United States Treasury Note/Bond</title>
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        <name>SCF Equipment Trust LLC</name>
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        <title>SCF Equipment Leasing 2017-2 LLC</title>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Abu Dhabi Crude Oil Pipeline LLC</name>
        <lei>549300DONDFW2383FV66</lei>
        <title>Abu Dhabi Crude Oil Pipeline LLC</title>
        <cusip>00401MAB2</cusip>
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          <isin value="US00401MAB28"/>
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        <balance>770000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>882208.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.60000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Citigroup Commercial Mortgage Trust 2016-P3</title>
        <cusip>29429CAM7</cusip>
        <identifiers>
          <isin value="US29429CAM73"/>
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        <balance>709000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>621170.14000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
        <cusip>46625HRY8</cusip>
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          <isin value="US46625HRY89"/>
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        <balance>9225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9923521.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.78000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PFP III</name>
        <lei>N/A</lei>
        <title>PFP 2019-6 Ltd</title>
        <cusip>69346WAA5</cusip>
        <identifiers>
          <isin value="US69346WAA53"/>
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        <balance>1729000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1745962.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.96000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Americredit Automobile Receivables Trust 2019-1</title>
        <cusip>03066GAC3</cusip>
        <identifiers>
          <isin value="US03066GAC33"/>
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        <balance>1465417.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1465625.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.02000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMMONSPIRIT HEALTH</name>
        <lei>4SXHN5XW08IBO0UG2V58</lei>
        <title>CommonSpirit Health</title>
        <cusip>20268JAB9</cusip>
        <identifiers>
          <isin value="US20268JAB98"/>
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        <balance>1938000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1949770.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.35000000</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>Ascentium Equipment Receivables LLC</name>
        <lei>549300Q0SQ1DXWXY4D79</lei>
        <title>Ascentium Equipment Receivables 2017-1 Trust</title>
        <cusip>04365JAC3</cusip>
        <identifiers>
          <isin value="US04365JAC36"/>
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        <balance>234871.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>235087.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.29000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Equinor ASA</name>
        <lei>OW6OFBNCKXC4US5C7523</lei>
        <title>Equinor ASA</title>
        <cusip>656531AD2</cusip>
        <identifiers>
          <isin value="US656531AD28"/>
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        <balance>1354000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1693807.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.15000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KKR Financial CLO Ltd</name>
        <lei>54930088PYF0FHKY5C94</lei>
        <title>KKR CLO 18 Ltd</title>
        <cusip>48251JAJ2</cusip>
        <identifiers>
          <isin value="US48251JAJ25"/>
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        <balance>332154.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>326351.20000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Regatta VI Funding Ltd.</name>
        <lei>2549001NU08X5ZRD6A39</lei>
        <title>Regatta VI Funding Ltd</title>
        <cusip>75887NAQ2</cusip>
        <identifiers>
          <isin value="US75887NAQ25"/>
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        <balance>929000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>909213.69000000</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>2028-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.02000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SAUDI INTERNATIONAL BOND</name>
        <lei>635400FMICXSM3SI3H65</lei>
        <title>Saudi Government International Bond</title>
        <cusip>80413TAB5</cusip>
        <identifiers>
          <isin value="US80413TAB52"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4135696.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Foursight Capital Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Foursight Capital Automobile Receivables Trust 2018-1</title>
        <cusip>35105DAD3</cusip>
        <identifiers>
          <isin value="US35105DAD30"/>
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        <balance>937000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>947067.13000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.53000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cantor Commercial Real Estate Lending</name>
        <lei>N/A</lei>
        <title>CF Trust 2019-BOSS</title>
        <cusip>15725PAA4</cusip>
        <identifiers>
          <isin value="US15725PAA49"/>
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        <balance>1690000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GE Capital International Funding Co Unlimited Co</name>
        <lei>549300G6UZOB126GBY72</lei>
        <title>GE Capital International Funding Co Unlimited Co</title>
        <cusip>36164QNA2</cusip>
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          <isin value="US36164QNA21"/>
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        <balance>2712000.00000000</balance>
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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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          <maturityDt>2035-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Regatta XVI Funding Ltd.</name>
        <lei>N/A</lei>
        <title>Regatta XVI Funding Ltd</title>
        <cusip>75888TAJ4</cusip>
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          <isin value="US75888TAJ43"/>
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        <balance>731000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>731000.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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      <invstOrSec>
        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2019-HY2</title>
        <cusip>89177HAA0</cusip>
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          <isin value="US89177HAA05"/>
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        <balance>1812389.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1822158.85000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.71000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pennsylvania Electric Co</name>
        <lei>O1PLQWO3TX952VMBJ146</lei>
        <title>Pennsylvania Electric Co</title>
        <cusip>708696BZ1</cusip>
        <identifiers>
          <isin value="US708696BZ13"/>
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        <balance>1682000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1790497.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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        <name>Park Aerospace Holdings Ltd</name>
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        <name>Longtrain Leasing III LLC</name>
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      <invstOrSec>
        <name>Avid Automobile Receivables Trust</name>
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        <name>Flagship Credit Auto Trust</name>
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        <name>California Republic Auto Receivables Trust</name>
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          <isin value="US13057DAE67"/>
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        <name>Flagship Credit Auto Trust</name>
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        <name>Chicago Board Of Trade</name>
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      <invstOrSec>
        <name>CarMax Auto Owner Trust</name>
        <lei>N/A</lei>
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          <isin value="US14314WAD39"/>
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        <name>Aqua America Inc</name>
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        <name>Drive Auto Receivables Trust</name>
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        <name>United States Treasury</name>
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        <name>AmeriCredit Automobile Receivables Trust</name>
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        <name>Affiliated Managers Group Inc</name>
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        <name>OKLAHOMA G&amp;E CO</name>
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        <name>CSAIL Commercial Mortgage Trust</name>
        <lei>549300D5DIOOMKWXVZ20</lei>
        <title>Csail 2015-C2 Commercial Mortgage Trust</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust 2019-3</title>
        <cusip>26209WAB9</cusip>
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          <isin value="US26209WAB90"/>
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        <balance>1983258.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1987289.01000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810RZ3</cusip>
        <identifiers>
          <isin value="US912810RZ30"/>
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        <balance>31667000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35236959.61000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Planet Fitness Master Issuer LLC</name>
        <lei>549300NX9W3U2DO53T22</lei>
        <title>Planet Fitness Master Issuer LLC</title>
        <cusip>72703PAC7</cusip>
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          <isin value="US72703PAC77"/>
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        <balance>1422000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1429192.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ARES CLO Ltd</name>
        <lei>549300X38KZ67Q2FQG11</lei>
        <title>Ares XLI Clo Ltd</title>
        <cusip>04016DAC9</cusip>
        <identifiers>
          <isin value="US04016DAC92"/>
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        <balance>2100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2105419.68000000</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>2029-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>South Carolina Electric &amp; Gas Co</name>
        <lei>3QRVFYR22IUIEOORTK28</lei>
        <title>Dominion Energy South Carolina Inc</title>
        <cusip>837004CB4</cusip>
        <identifiers>
          <isin value="US837004CB48"/>
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        <balance>1113000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1523211.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.05000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EPR Properties</name>
        <lei>549300YSSXFHMPOWZ492</lei>
        <title>EPR Properties</title>
        <cusip>26884UAD1</cusip>
        <identifiers>
          <isin value="US26884UAD19"/>
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        <balance>779000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>836530.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Voya CLO Ltd</name>
        <lei>549300KSCKXTOBY0IP86</lei>
        <title>Voya CLO 2019-1 Ltd</title>
        <cusip>92917NAG3</cusip>
        <identifiers>
          <isin value="US92917NAG34"/>
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        <balance>375676.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>374308.73000000</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>2029-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.30000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
        <lei>549300SGFUCMB43V8P22</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2016-NXS5</title>
        <cusip>95000CAJ2</cusip>
        <identifiers>
          <isin value="US95000CAJ27"/>
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        <balance>1524000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1529684.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.04000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EPR Properties</name>
        <lei>549300YSSXFHMPOWZ492</lei>
        <title>EPR Properties</title>
        <cusip>26884UAE9</cusip>
        <identifiers>
          <isin value="US26884UAE91"/>
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        <balance>2902000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3184971.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CPS Auto Trust</name>
        <lei>N/A</lei>
        <title>CPS Auto Receivables Trust 2018-B</title>
        <cusip>12595PAD2</cusip>
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          <isin value="US12595PAD24"/>
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        <balance>949000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>978952.15000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.26000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Chicago Board Of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 10YR ULTRA FUT MAR20 XCBT 20200320</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="ADI1D4LR6"/>
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        <balance>-113.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>28055.64000000</valUSD>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>Chicago Board Of Trade</counterpartyName>
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                <indexName>US 10 Year Ultra Bond</indexName>
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      <invstOrSec>
        <name>Flagship Credit Auto Trust</name>
        <lei>N/A</lei>
        <title>Flagship Credit Auto Trust 2017-4</title>
        <cusip>33843RAA0</cusip>
        <identifiers>
          <isin value="US33843RAA05"/>
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        <balance>315201.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>314972.32000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.07000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912828YP9</cusip>
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          <isin value="US912828YP90"/>
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        <balance>19561000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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      <invstOrSec>
        <name>California Republic Auto Receivables Trust</name>
        <lei>549300X5JLQ66ZP4H573</lei>
        <title>California Republic Auto Receivables Trust 2015-3</title>
        <cusip>13056JAE4</cusip>
        <identifiers>
          <isin value="US13056JAE47"/>
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        <balance>419000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>419393.61000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Tencent Holdings Ltd</name>
        <lei>254900N4SLUMW4XUYY11</lei>
        <title>Tencent Holdings Ltd</title>
        <cusip>88032WAG1</cusip>
        <identifiers>
          <isin value="US88032WAG15"/>
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        <balance>3700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3852929.70000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Japan Bank for International Cooperation</name>
        <lei>549300TJ3QFYVCTSCJ29</lei>
        <title>Japan Bank for International Cooperation</title>
        <cusip>471048BY3</cusip>
        <identifiers>
          <isin value="US471048BY30"/>
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        <balance>5060000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5173995.07000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>WF-RBS Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>WFRBS Commercial Mortgage Trust 2014-C23</title>
        <cusip>92939HBF1</cusip>
        <identifiers>
          <isin value="US92939HBF10"/>
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        <balance>36416000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>453634.11000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.31000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UBS AG</name>
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        <name>Government National Mortgage Association</name>
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        <name>CSAIL Commercial Mortgage Trust</name>
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          <isin value="US12597DAH89"/>
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        <name>The Bancorp Commercial Mortgage Trust</name>
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      <invstOrSec>
        <name>Orix Credit Alliance Owner Trust</name>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
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          <isin value="US912828YV68"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Shackleton CLO LTD</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
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        <title>Drive Auto Receivables Trust 2017-A</title>
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        <name>Northwoods Capital Ltd</name>
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        <name>Citigroup Inc</name>
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        <name>JPMorgan Chase &amp; Co</name>
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        <name>AT&amp;T INC</name>
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        <name>KKR Financial CLO Ltd</name>
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        <name>Santander Drive Auto Receivables Trust</name>
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        <title>Santander Drive Auto Receivables Trust 2017-3</title>
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      <invstOrSec>
        <name>CNAC HK Finbridge Co Ltd</name>
        <lei>549300US1UQ7R7WABI28</lei>
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      <invstOrSec>
        <name>Regatta XVI Funding Ltd.</name>
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        <title>Regatta XVI Funding Ltd</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hardee's Funding</name>
        <lei>N/A</lei>
        <title>Hardee's Funding LLC</title>
        <cusip>411707AF9</cusip>
        <identifiers>
          <isin value="US411707AF99"/>
        </identifiers>
        <balance>1716173.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1848534.34000000</valUSD>
        <pctVal>0.124600784248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.71000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Halliburton Co</name>
        <lei>ENYF8GB5SMQZ25S06U51</lei>
        <title>Halliburton Co</title>
        <cusip>406216AY7</cusip>
        <identifiers>
          <isin value="US406216AY74"/>
        </identifiers>
        <balance>2595000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3698758.13000000</valUSD>
        <pctVal>0.249315446172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AerCap Ireland Capital DAC / AerCap Global Aviation Trust</name>
        <lei>N/A</lei>
        <title>AerCap Ireland Capital DAC / AerCap Global Aviation Trust</title>
        <cusip>00774MAE5</cusip>
        <identifiers>
          <isin value="US00774MAE57"/>
        </identifiers>
        <balance>2320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2411656.36000000</valUSD>
        <pctVal>0.162558123639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.88000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38379RZP1</cusip>
        <identifiers>
          <isin value="US38379RZP18"/>
        </identifiers>
        <balance>1474632.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1490218.64000000</valUSD>
        <pctVal>0.100448451092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WF-RBS Commercial Mortgage Trust</name>
        <lei>549300UVB571ELWL8972</lei>
        <title>WFRBS Commercial Mortgage Trust 2014-C20</title>
        <cusip>92890FAW6</cusip>
        <identifiers>
          <isin value="US92890FAW68"/>
        </identifiers>
        <balance>7562951.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258302.03000000</valUSD>
        <pctVal>0.017410894033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.12000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ooredoo International Finance Ltd</name>
        <lei>549300BHXCDJ03WU7N77</lei>
        <title>Ooredoo International Finance Ltd</title>
        <cusip>68341PAA7</cusip>
        <identifiers>
          <isin value="US68341PAA75"/>
        </identifiers>
        <balance>3270000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3441675.00000000</valUSD>
        <pctVal>0.231986712308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AerCap Ireland Capital DAC / AerCap Global Aviation Trust</name>
        <lei>N/A</lei>
        <title>AerCap Ireland Capital DAC / AerCap Global Aviation Trust</title>
        <cusip>00774MAC9</cusip>
        <identifiers>
          <isin value="US00774MAC91"/>
        </identifiers>
        <balance>2732000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2814823.01000000</valUSD>
        <pctVal>0.189733643014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ReadyCap Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>ReadyCap Commercial Mortgage Trust 2019-6</title>
        <cusip>75575QAA7</cusip>
        <identifiers>
          <isin value="US75575QAA76"/>
        </identifiers>
        <balance>1331400.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1337193.67000000</valUSD>
        <pctVal>0.090133775915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.83000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP Morgan Chase Commercial Mortgage Sec Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ</title>
        <cusip>46649VAL5</cusip>
        <identifiers>
          <isin value="US46649VAL53"/>
        </identifiers>
        <balance>1559824.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1567519.29000000</valUSD>
        <pctVal>0.105658915082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.87000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bayer Corp</name>
        <lei>54930050NR9YMICYZM28</lei>
        <title>Bayer Corp</title>
        <cusip>072732AC4</cusip>
        <identifiers>
          <isin value="US072732AC42"/>
        </identifiers>
        <balance>629000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>773965.45000000</valUSD>
        <pctVal>0.052169278094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCF Equipment Trust Llc</name>
        <lei>N/A</lei>
        <title>SCF Equipment Leasing 2019-2 LLC</title>
        <cusip>784034AC4</cusip>
        <identifiers>
          <isin value="US784034AC47"/>
        </identifiers>
        <balance>3285000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3288844.76000000</valUSD>
        <pctVal>0.221685162941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.76000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Diamond Resorts Owner Trust</name>
        <lei>N/A</lei>
        <title>Diamond Resorts Owner Trust</title>
        <cusip>25272XAB1</cusip>
        <identifiers>
          <isin value="US25272XAB10"/>
        </identifiers>
        <balance>689609.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>703039.32000000</valUSD>
        <pctVal>0.047388489753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.11000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ecopetrol SA</name>
        <lei>254900IDGKCJICKBPA66</lei>
        <title>Ecopetrol SA</title>
        <cusip>279158AK5</cusip>
        <identifiers>
          <isin value="US279158AK55"/>
        </identifiers>
        <balance>3650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3815764.75000000</valUSD>
        <pctVal>0.257202298095</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>4.13000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2019-12-26</ncom:dateSigned>
      <ncom:nameOfApplicant>LORD ABBETT INVESTMENT TRUST</ncom:nameOfApplicant>
      <ncom:signature>Vito Fronda</ncom:signature>
      <ncom:signerName>Vito Fronda</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
