<?xml version="1.0" encoding="UTF-8"?><edgarSubmission xmlns="http://www.sec.gov/edgar/nport" xmlns:com="http://www.sec.gov/edgar/common" xmlns:ncom="http://www.sec.gov/edgar/nportcommon" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
  <headerData>
    <submissionType>NPORT-P/A</submissionType>
    <isConfidential>false</isConfidential>
    <accessionNumber>0001145549-22-024215</accessionNumber>
    <filerInfo>

      <filer>
        <issuerCredentials>
          <cik>0001368040</cik>
          <ccc>XXXXXXXX</ccc>
        </issuerCredentials>
      </filer>


      <seriesClassInfo>
        <seriesId>S000013585</seriesId>
        <classId>C000148417</classId>
        <classId>C000036822</classId>
        <classId>C000180010</classId>
        <classId>C000036819</classId>
        <classId>C000224564</classId>
        <classId>C000068533</classId>
        <classId>C000224563</classId>
        <classId>C000036826</classId>
        <classId>C000036825</classId>
        <classId>C000037881</classId>
        <classId>C000036824</classId>
        <classId>C000077916</classId>
        <classId>C000036821</classId>
        <classId>C000164812</classId>
        <classId>C000036820</classId>
        <classId>C000189523</classId>
        <classId>C000036818</classId>
        <classId>C000189524</classId>
        <classId>C000036823</classId>
        <classId>C000037882</classId>
        <classId>C000037879</classId>
      </seriesClassInfo>


    </filerInfo>
  </headerData>
  <formData>
    <genInfo>
      <regName>Short-Term Bond Fund of America</regName>
      <regFileNumber>811-21928</regFileNumber>
      <regCik>0001368040</regCik>
      <regLei>P0F9XIISTZ8DB31ZU527</regLei>
      <regStreet1>333 South Hope Street</regStreet1>
      <regStreet2>55th Floor</regStreet2>
      <regCity>Los Angeles</regCity>
      <regStateConditional regCountry="US" regState="US-CA"/>
      <regZipOrPostalCode>90071-1406</regZipOrPostalCode>
      <regPhone>9499755000</regPhone>
      <seriesName>Short-Term Bond Fund of America</seriesName>
      <seriesId>S000013585</seriesId>
      <seriesLei>P0F9XIISTZ8DB31ZU527</seriesLei>
      <repPdEnd>2022-08-31</repPdEnd>
      <repPdDate>2022-02-28</repPdDate>
      <isFinalFiling>N</isFinalFiling>
    </genInfo>
    <fundInfo>
      <totAssets>11651613635.180000000000</totAssets>
      <totLiabs>160619697.080000000000</totLiabs>
      <netAssets>11490993938.100000000000</netAssets>
      <assetsAttrMiscSec>0.000000000000</assetsAttrMiscSec>
      <assetsInvested>0.000000000000</assetsInvested>
      <amtPayOneYrBanksBorr>0.000000000000</amtPayOneYrBanksBorr>
      <amtPayOneYrCtrldComp>0.000000000000</amtPayOneYrCtrldComp>
      <amtPayOneYrOthAffil>0.000000000000</amtPayOneYrOthAffil>
      <amtPayOneYrOther>0.000000000000</amtPayOneYrOther>
      <amtPayAftOneYrBanksBorr>0.000000000000</amtPayAftOneYrBanksBorr>
      <amtPayAftOneYrCtrldComp>0.000000000000</amtPayAftOneYrCtrldComp>
      <amtPayAftOneYrOthAffil>0.000000000000</amtPayAftOneYrOthAffil>
      <amtPayAftOneYrOther>0.000000000000</amtPayAftOneYrOther>
      <delayDeliv>0.000000000000</delayDeliv>
      <standByCommit>0.000000000000</standByCommit>
      <liquidPref>0.000000000000</liquidPref>
      <cshNotRptdInCorD>1633063.550000000000</cshNotRptdInCorD>
      <curMetrics>
        <curMetric>
          <curCd>USD</curCd>
          <intrstRtRiskdv01 period10Yr="-75220.054340900000" period1Yr="-1339242.975331100000" period30Yr="-353193.434203900000" period3Mon="-23707.489844900000" period5Yr="-416672.380416900000"/>
          <intrstRtRiskdv100 period10Yr="-7741661.313841800000" period1Yr="-133149828.506157000000" period30Yr="-31683923.613395000000" period3Mon="-2406364.135233400000" period5Yr="-41829594.577141200000"/>
        </curMetric>
      </curMetrics>
      <creditSprdRiskInvstGrade period10Yr="-34379.826197000000" period1Yr="-376223.963620100000" period30Yr="-26446.029747900000" period3Mon="-10004.385108600000" period5Yr="-466465.859992300000"/>
      <creditSprdRiskNonInvstGrade period10Yr="-16645.801997600000" period1Yr="-47226.928540500000" period30Yr="-17564.932314000000" period3Mon="-3085.850941000000" period5Yr="-44208.472958200000"/>
      <isNonCashCollateral>N</isNonCashCollateral>
      <returnInfo>
        <monthlyTotReturns>
          <monthlyTotReturn classId="C000036818" rtn1="-.137056000000" rtn2="-.568359990000" rtn3="-.177420000000"/>
          <monthlyTotReturn classId="C000036819" rtn1="-.137056000000" rtn2="-.568359990000" rtn3="-.177420000000"/>
          <monthlyTotReturn classId="C000036820" rtn1="-.136060000000" rtn2="-.565389990000" rtn3="-.174456000000"/>
          <monthlyTotReturn classId="C000036821" rtn1="-.123112000000" rtn2="-.553510000000" rtn3="-.160624000000"/>
          <monthlyTotReturn classId="C000036822" rtn1="-.181160000000" rtn2="-.605130990000" rtn3="-.305340000000"/>
          <monthlyTotReturn classId="C000036823" rtn1="-.181408000000" rtn2="-.606195990000" rtn3="-.305404000000"/>
          <monthlyTotReturn classId="C000036824" rtn1="-.157670000000" rtn2="-.484842000000" rtn3="-.292721990000"/>
          <monthlyTotReturn classId="C000036825" rtn1="-.134067990000" rtn2="-.565389990000" rtn3="-.175443990000"/>
          <monthlyTotReturn classId="C000036826" rtn1="-.110164000000" rtn2="-.440176000000" rtn3="-.254484000000"/>
          <monthlyTotReturn classId="C000037879" rtn1="-.180140000000" rtn2="-.604273990000" rtn3="-.305487990000"/>
          <monthlyTotReturn classId="C000037881" rtn1="-.183504000000" rtn2="-.607010000000" rtn3="-.306167990000"/>
          <monthlyTotReturn classId="C000037882" rtn1="-.154735000000" rtn2="-.582753000000" rtn3="-.290749990000"/>
          <monthlyTotReturn classId="C000068533" rtn1="-.114148000000" rtn2="-.545589990000" rtn3="-.155684000000"/>
          <monthlyTotReturn classId="C000077916" rtn1="-.105184000000" rtn2="-.536679990000" rtn3="-.147780000000"/>
          <monthlyTotReturn classId="C000148417" rtn1="-.165621990000" rtn2="-.592379990000" rtn3="-.297314990000"/>
          <monthlyTotReturn classId="C000164812" rtn1="-.119128000000" rtn2="-.449094990000" rtn3="-.263376000000"/>
          <monthlyTotReturn classId="C000180010" rtn1="-.106179990000" rtn2="-.436211990000" rtn3="-.248555990000"/>
          <monthlyTotReturn classId="C000189523" rtn1="-.118132000000" rtn2="-.546579990000" rtn3="-.259701990000"/>
          <monthlyTotReturn classId="C000189524" rtn1="-.112156000000" rtn2="-.442157990000" rtn3="-.254484000000"/>
          <monthlyTotReturn classId="C000224563" rtn1="-.013861000000" rtn2="-.544230990000" rtn3="-.256460000000"/>
          <monthlyTotReturn classId="C000224564" rtn1="-.112156000000" rtn2="-.442157990000" rtn3="-.252507990000"/>
        </monthlyTotReturns>
        <monthlyReturnCats>
          <interestRtContracts>
            <mon1 netRealizedGain="-9178628.17" netUnrealizedAppr="9535285.2"/>
            <mon2 netRealizedGain="-4268007.99" netUnrealizedAppr="9418689.64"/>
            <mon3 netRealizedGain="11585291.69" netUnrealizedAppr="-962729.36"/>
            <futureCategory>
              <instrMon1 netRealizedGain="-9307316.63" netUnrealizedAppr="9613957.05"/>
              <instrMon2 netRealizedGain="-4268007.99" netUnrealizedAppr="9418689.64"/>
              <instrMon3 netRealizedGain="11585291.69" netUnrealizedAppr="-962729.36"/>
            </futureCategory>
            <swapCategory>
              <instrMon1 netRealizedGain="128688.46" netUnrealizedAppr="-78671.85"/>
              <instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/>
              <instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/>
            </swapCategory>
          </interestRtContracts>
        </monthlyReturnCats>
        <othMon1 netRealizedGain="3608248.69" netUnrealizedAppr="-26870318.71"/>
        <othMon2 netRealizedGain="-4094456.78" netUnrealizedAppr="-68525896.38"/>
        <othMon3 netRealizedGain="-4863030.18" netUnrealizedAppr="-37325568.26"/>
      </returnInfo>
      <mon1Flow redemption="368787943.6800" reinvestment="8765343.1200" sales="320688793.5000"/>
      <mon2Flow redemption="412343921.8100" reinvestment="5460047.9000" sales="373712551.9900"/>
      <mon3Flow redemption="295116564.4800" reinvestment="4304074.3800" sales="347479614.2200"/>

    </fundInfo>
    <invstOrSecs>
      <invstOrSec>
        <name>MRA ISSUANCE TRUST MRAIT_21-16</name>
        <lei>N/A</lei>
        <title>MRAIT 21-16 A1 144A FRN (L+155) 09-01-51</title>
        <cusip>55349T100</cusip>
        <identifiers>
          <isin value="US55349T1007"/>
          <other otherDesc="CG Symbol" value="FMM32244"/>
        </identifiers>
        <balance>20837000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20844063.740000000000</valUSD>
        <pctVal>0.1813947849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.4260000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MILL CITY MORTGAGE LOAN TRUST MCMLT_15-1</name>
        <lei>N/A</lei>
        <title>MCMLT 15-1 M2 144A FRN 06-25-56/10-25-30</title>
        <cusip>599809CE8</cusip>
        <identifiers>
          <isin value="US599809CE89"/>
          <other otherDesc="CG Symbol" value="FMM33493"/>
        </identifiers>
        <balance>5020200.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5052916.640000000000</valUSD>
        <pctVal>0.0439728423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.6208400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MRAIT_20-10</name>
        <lei>N/A</lei>
        <title>MRAIT 20-10 A3 144A FRN (L+130) 10-15-22</title>
        <cusip>55345C101</cusip>
        <identifiers>
          <isin value="US55345C1018"/>
          <other otherDesc="CG Symbol" value="FMM34269"/>
        </identifiers>
        <balance>20394000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20486588.760000000000</valUSD>
        <pctVal>0.1782838706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.4062900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_16-1A</name>
        <lei>N/A</lei>
        <title>NRZT 16-1A A1 144A FRN 03-27-56</title>
        <cusip>64829FAA9</cusip>
        <identifiers>
          <isin value="US64829FAA93"/>
          <other otherDesc="CG Symbol" value="FMN27320"/>
        </identifiers>
        <balance>324944.050000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>333168.710000000000</valUSD>
        <pctVal>0.0028993898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-03-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-RPL3</name>
        <lei>N/A</lei>
        <title>NRZT 19-RPL3 A1 144A FRN 07-25-59</title>
        <cusip>64830NAA9</cusip>
        <identifiers>
          <isin value="US64830NAA90"/>
          <other otherDesc="CG Symbol" value="FMN27428"/>
        </identifiers>
        <balance>2051413.340000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2056068.000000000000</valUSD>
        <pctVal>0.0178928647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-RPL1</name>
        <lei>N/A</lei>
        <title>NRZT 18-RPL1 A1 144A FRN 12-25-57</title>
        <cusip>64829VAA4</cusip>
        <identifiers>
          <isin value="US64829VAA44"/>
          <other otherDesc="CG Symbol" value="FMN27509"/>
        </identifiers>
        <balance>3277688.490000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3310340.820000000000</valUSD>
        <pctVal>0.0288081330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.5000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 19-2A</name>
        <lei>N/A</lei>
        <title>NRZT 19-2A A1 144A FRN 12-25-57</title>
        <cusip>64830DAB9</cusip>
        <identifiers>
          <isin value="US64830DAB91"/>
          <other otherDesc="CG Symbol" value="FMN27596"/>
        </identifiers>
        <balance>657529.200000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>675038.550000000000</valUSD>
        <pctVal>0.0058745010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.2500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 18-5A</name>
        <lei>N/A</lei>
        <title>NRZT 18-5A A1 144A FRN 12-25-57</title>
        <cusip>64829XAA0</cusip>
        <identifiers>
          <isin value="US64829XAA00"/>
          <other otherDesc="CG Symbol" value="FMN27705"/>
        </identifiers>
        <balance>742273.260000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>762457.150000000000</valUSD>
        <pctVal>0.0066352585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST  NRZT_18-3A</name>
        <lei>549300U48YU2VDL8N523</lei>
        <title>NRZT 18-3A A1 144A FRN 05-27-58</title>
        <cusip>64830KAA5</cusip>
        <identifiers>
          <isin value="US64830KAA51"/>
          <other otherDesc="CG Symbol" value="FMN27771"/>
        </identifiers>
        <balance>553680.410000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>579200.090000000000</valUSD>
        <pctVal>0.0050404699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-05-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.5000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_15-2A</name>
        <lei>N/A</lei>
        <title>NRZT 15-2A A1 144A FRN 08-25-55</title>
        <cusip>64829EAA2</cusip>
        <identifiers>
          <isin value="US64829EAA29"/>
          <other otherDesc="CG Symbol" value="FMN27775"/>
        </identifiers>
        <balance>755568.870000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>772840.420000000000</valUSD>
        <pctVal>0.0067256186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_16-2A</name>
        <lei>N/A</lei>
        <title>NRZT 16-2 A1 144A FRN 11-26-35</title>
        <cusip>64829GAA7</cusip>
        <identifiers>
          <isin value="US64829GAA76"/>
          <other otherDesc="CG Symbol" value="FMN27776"/>
        </identifiers>
        <balance>375433.320000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>384970.080000000000</valUSD>
        <pctVal>0.0033501896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEWREZ WAREHOUSE SECURITIZATION TRUST NEWZ_21-1</name>
        <lei>N/A</lei>
        <title>NEWZ 21-1 A 144A FRN (L+75) 05-25-55</title>
        <cusip>65246PAA9</cusip>
        <identifiers>
          <isin value="US65246PAA93"/>
          <other otherDesc="CG Symbol" value="FMN30344"/>
        </identifiers>
        <balance>26648657.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26498411.870000000000</valUSD>
        <pctVal>0.2306015651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.9368600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OSW STRUCTURED ASSET TRUST OSAT_20-RPL1</name>
        <lei>N/A</lei>
        <title>OSAT 20-RPL1 A1 144A FRN 12-26-59</title>
        <cusip>67113FAA7</cusip>
        <identifiers>
          <isin value="US67113FAA75"/>
          <other otherDesc="CG Symbol" value="FMO26792"/>
        </identifiers>
        <balance>13945126.090000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13944665.900000000000</valUSD>
        <pctVal>0.1213530002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-12-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.0719000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ONE MARKET PLAZA TRUST OMPT_17-1MKT</name>
        <lei>N/A</lei>
        <title>OMPT 17-1MKT C 144A 4.0163% 02-10-32/02-12-24</title>
        <cusip>68245HAE4</cusip>
        <identifiers>
          <isin value="US68245HAE45"/>
          <other otherDesc="CG Symbol" value="FMO32104"/>
        </identifiers>
        <balance>7365000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7323196.260000000000</valUSD>
        <pctVal>0.0637298766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.016300000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROGRESS RESIDENTIAL TRUST PROG_20-SFR2</name>
        <lei>N/A</lei>
        <title>PROG 20-SFR2 A 144A 2.078% 06-18-37/06-19-25</title>
        <cusip>74333LAA4</cusip>
        <identifiers>
          <isin value="US74333LAA44"/>
          <other otherDesc="CG Symbol" value="FMP27628"/>
        </identifiers>
        <balance>3365000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3309245.320000000000</valUSD>
        <pctVal>0.0287985995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.078000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROVIDENT FUNDING SECURITIZATION TRUST PFWST_21-1</name>
        <lei>N/A</lei>
        <title>PFWST 2021-1 A 144A FRN (L+70) 02-25-55/03-20-24</title>
        <cusip>74387PAA0</cusip>
        <identifiers>
          <isin value="US74387PAA03"/>
          <other otherDesc="CG Symbol" value="FMP29744"/>
        </identifiers>
        <balance>13852000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13736460.470000000000</valUSD>
        <pctVal>0.1195410993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.8868600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROVIDENT FUNDING MORTGAGE TRUST PFMT_21-INV1</name>
        <lei>N/A</lei>
        <title>PFMT 21-INV1 A3 144A FRN 08-25-51</title>
        <cusip>74387VAC3</cusip>
        <identifiers>
          <isin value="US74387VAC37"/>
          <other otherDesc="CG Symbol" value="FMP31446"/>
        </identifiers>
        <balance>1055700.540000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1039756.290000000000</valUSD>
        <pctVal>0.0090484452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.5000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PRKCM_21-AFC2 TRUST</name>
        <lei>N/A</lei>
        <title>PRKCM 21-AFC2 A1 144A FRN 11-25-56/07-25-28</title>
        <cusip>69361JAA4</cusip>
        <identifiers>
          <isin value="US69361JAA43"/>
          <other otherDesc="CG Symbol" value="FMP33665"/>
        </identifiers>
        <balance>11953932.670000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11632658.780000000000</valUSD>
        <pctVal>0.1012328337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.0710000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RMF BUYOUT ISSUANCE TRUST RBIT_21-HB1</name>
        <lei>N/A</lei>
        <title>RBIT 21-HB1 A 144A FRN 11-25-31</title>
        <cusip>74969TAA8</cusip>
        <identifiers>
          <isin value="US74969TAA88"/>
          <other otherDesc="CG Symbol" value="FMR33325"/>
        </identifiers>
        <balance>6736157.780000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6667880.080000000000</valUSD>
        <pctVal>0.0580270089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.2586000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEASONED CREDIT RISK TRANSFER SCRT_17-1</name>
        <lei>N/A</lei>
        <title>SCRT 17-1 HA FRN 01-25-56</title>
        <cusip>35563PAP4</cusip>
        <identifiers>
          <isin value="US35563PAP45"/>
          <other otherDesc="CG Symbol" value="FMS15997"/>
        </identifiers>
        <balance>5828922.950000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5902647.170000000000</valUSD>
        <pctVal>0.0513675945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.0000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEASONED CREDIT RISK TRANSFER SCRT_17-2</name>
        <lei>N/A</lei>
        <title>SCRT 17-2 HA FRN 08-25-56</title>
        <cusip>35563PBF5</cusip>
        <identifiers>
          <isin value="US35563PBF53"/>
          <other otherDesc="CG Symbol" value="FMS16726"/>
        </identifiers>
        <balance>8946992.100000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9048048.380000000000</valUSD>
        <pctVal>0.0787403460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.0000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEASONED CREDIT RISK TRANSFER SCRT_17-2</name>
        <lei>N/A</lei>
        <title>SCRT 17-2 MA 3.0% 08-25-56</title>
        <cusip>35563PBC2</cusip>
        <identifiers>
          <isin value="US35563PBC23"/>
          <other otherDesc="CG Symbol" value="FMS16727"/>
        </identifiers>
        <balance>8834505.390000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8959805.180000000000</valUSD>
        <pctVal>0.0779724124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEASONED CREDIT RISK TRANSFER SCRT_17-4</name>
        <lei>N/A</lei>
        <title>SCRT 17-4 M45T 4.5% 06-25-57</title>
        <cusip>35563PCS6</cusip>
        <identifiers>
          <isin value="US35563PCS65"/>
          <other otherDesc="CG Symbol" value="FMS18007"/>
        </identifiers>
        <balance>5058828.840000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5368059.870000000000</valUSD>
        <pctVal>0.0467153660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEASONED CREDIT RISK TRANSFER SCRT_17-4</name>
        <lei>N/A</lei>
        <title>SCRT 17-4 MT 3.5% 06-25-57</title>
        <cusip>35563PCM9</cusip>
        <identifiers>
          <isin value="US35563PCM95"/>
          <other otherDesc="CG Symbol" value="FMS18008"/>
        </identifiers>
        <balance>12907.730000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13568.350000000000</valUSD>
        <pctVal>0.0001180781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEASONED CREDIT RISK TRANSFER SCRT_17-4</name>
        <lei>N/A</lei>
        <title>SCRT 17-4 HT FRN% 06-25-57</title>
        <cusip>35563PDD8</cusip>
        <identifiers>
          <isin value="US35563PDD87"/>
          <other otherDesc="CG Symbol" value="FMS18009"/>
        </identifiers>
        <balance>16614.520000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17126.650000000000</valUSD>
        <pctVal>0.0001490441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.2500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1</name>
        <lei>N/A</lei>
        <title>SLST 18-1 A1 3.5% 06-25-28</title>
        <cusip>35564CAA5</cusip>
        <identifiers>
          <isin value="US35564CAA53"/>
          <other otherDesc="CG Symbol" value="FMS21379"/>
        </identifiers>
        <balance>14640665.340000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14993271.120000000000</valUSD>
        <pctVal>0.1304784530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEASONED CREDIT RISK TRANSFER SCRT_19-2</name>
        <lei>N/A</lei>
        <title>SCRT 19-2 MA 3.5% 08-25-58</title>
        <cusip>35563PKG3</cusip>
        <identifiers>
          <isin value="US35563PKG36"/>
          <other otherDesc="CG Symbol" value="FMS24337"/>
        </identifiers>
        <balance>10280253.750000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10614485.360000000000</valUSD>
        <pctVal>0.0923722127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC - SLST SLST_19-1</name>
        <lei>N/A</lei>
        <title>SLST 19-1 A1 3.5% 05-25-29</title>
        <cusip>35564CBB2</cusip>
        <identifiers>
          <isin value="US35564CBB28"/>
          <other otherDesc="CG Symbol" value="FMS24438"/>
        </identifiers>
        <balance>2374849.970000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2448705.430000000000</valUSD>
        <pctVal>0.0213097791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEASONED CREDIT RISK TRANSFER SCRT_19-1</name>
        <lei>N/A</lei>
        <title>SCRT 19-1 MA 3.5% 07-25-58</title>
        <cusip>35563PJF7</cusip>
        <identifiers>
          <isin value="US35563PJF71"/>
          <other otherDesc="CG Symbol" value="FMS25162"/>
        </identifiers>
        <balance>1366061.600000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1408234.650000000000</valUSD>
        <pctVal>0.0122551161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEASONED CREDIT RISK TRANSFER SCRT_19-4</name>
        <lei>N/A</lei>
        <title>SCRT 19-4 MA 3.0% 02-25-59</title>
        <cusip>35563PML0</cusip>
        <identifiers>
          <isin value="US35563PML03"/>
          <other otherDesc="CG Symbol" value="FMS25590"/>
        </identifiers>
        <balance>1998325.600000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2026985.590000000000</valUSD>
        <pctVal>0.0176397760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC - SLST SLST_19-3</name>
        <lei>N/A</lei>
        <title>SLST 19-3 A1C 2.75% 11-25-2029</title>
        <cusip>35564CEE3</cusip>
        <identifiers>
          <isin value="US35564CEE30"/>
          <other otherDesc="CG Symbol" value="FMS25642"/>
        </identifiers>
        <balance>783619.340000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>800646.600000000000</valUSD>
        <pctVal>0.0069676009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED AGENCY CREDIT RISK STACR_15-DNA3</name>
        <lei>N/A</lei>
        <title>STACR 15-DNA3 M3 FRN (L+470) 04-25-28</title>
        <cusip>3137G0GW3</cusip>
        <identifiers>
          <isin value="US3137G0GW39"/>
          <other otherDesc="CG Symbol" value="FMS27112"/>
        </identifiers>
        <balance>3640392.290000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3787558.790000000000</valUSD>
        <pctVal>0.0329611068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.8868600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STARWOOD MORTGAGE RESIDENTIAL STAR_20-2</name>
        <lei>N/A</lei>
        <title>STAR 20-2 A1 144A FRN 04-25-60</title>
        <cusip>85573DAA7</cusip>
        <identifiers>
          <isin value="US85573DAA72"/>
          <other otherDesc="CG Symbol" value="FMS27674"/>
        </identifiers>
        <balance>463208.700000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>463980.410000000000</valUSD>
        <pctVal>0.0040377744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.7180000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MANHATTAN WEST OMW_20-OMW</name>
        <lei>N/A</lei>
        <title>OMW 20-OMW A 144A 2.13% 09-10-39/27</title>
        <cusip>563136AA8</cusip>
        <identifiers>
          <isin value="US563136AA85"/>
          <other otherDesc="CG Symbol" value="FMS27939"/>
        </identifiers>
        <balance>7193000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6918026.000000000000</valUSD>
        <pctVal>0.0602038957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.130000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SREIT TRUST SREIT_21-FLWR</name>
        <lei>N/A</lei>
        <title>SREIT 21-FLWR A 144A FRN (L+57.66) 07-15-36</title>
        <cusip>78485GAA2</cusip>
        <identifiers>
          <isin value="US78485GAA22"/>
          <other otherDesc="CG Symbol" value="FMS31146"/>
        </identifiers>
        <balance>8572000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8367609.230000000000</valUSD>
        <pctVal>0.0728188464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.7676900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SREIT TRUST SREIT_21-MFP</name>
        <lei>N/A</lei>
        <title>SREIT 21-MFP A 144A FRN (L+73.08) 11-15-38/11-16-26</title>
        <cusip>78472UAA6</cusip>
        <identifiers>
          <isin value="US78472UAA60"/>
          <other otherDesc="CG Symbol" value="FMS33187"/>
        </identifiers>
        <balance>5890000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5779621.400000000000</valUSD>
        <pctVal>0.0502969667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.9219400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI</name>
        <lei>N/A</lei>
        <title>SMRT 22-MINI A 144A FRN (SOFR+100) 01-15-24</title>
        <cusip>78457JAA0</cusip>
        <identifiers>
          <isin value="US78457JAA07"/>
          <other otherDesc="CG Symbol" value="FMS34261"/>
        </identifiers>
        <balance>9312000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9172003.390000000000</valUSD>
        <pctVal>0.0798190604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.1000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_16-4</name>
        <lei>N/A</lei>
        <title>TPMT 16-4 A1 144A 2.25% 07-25-56</title>
        <cusip>89172UAA6</cusip>
        <identifiers>
          <isin value="US89172UAA60"/>
          <other otherDesc="CG Symbol" value="FMT12340"/>
        </identifiers>
        <balance>84463.220000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84667.710000000000</valUSD>
        <pctVal>0.0007368180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.2500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_17-5</name>
        <lei>N/A</lei>
        <title>TPMT 17-5 A1 144A 2.55969% 02-25-57</title>
        <cusip>89169EAA7</cusip>
        <identifiers>
          <isin value="US89169EAA73"/>
          <other otherDesc="CG Symbol" value="FMT17281"/>
        </identifiers>
        <balance>2665459.090000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2662988.210000000000</valUSD>
        <pctVal>0.0231745681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.7868600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_17-6</name>
        <lei>N/A</lei>
        <title>TPMT 17-6 A1 144A FRN 10-25-57</title>
        <cusip>89175JAA8</cusip>
        <identifiers>
          <isin value="US89175JAA88"/>
          <other otherDesc="CG Symbol" value="FMT27116"/>
        </identifiers>
        <balance>195579.210000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196966.060000000000</valUSD>
        <pctVal>0.0017140907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_16-2</name>
        <lei>N/A</lei>
        <title>TPMT 16-2 A1A 144 FRN 08-25-55/12-26-24</title>
        <cusip>89172PAJ8</cusip>
        <identifiers>
          <isin value="US89172PAJ84"/>
          <other otherDesc="CG Symbol" value="FMT27218"/>
        </identifiers>
        <balance>89782.560000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89923.970000000000</valUSD>
        <pctVal>0.0007825604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_18-5</name>
        <lei>N/A</lei>
        <title>TPMT 18-5 A1 144A FRN 07-25-58</title>
        <cusip>89176VAA0</cusip>
        <identifiers>
          <isin value="US89176VAA08"/>
          <other otherDesc="CG Symbol" value="FMT27433"/>
        </identifiers>
        <balance>463546.990000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>469371.920000000000</valUSD>
        <pctVal>0.0040846938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.2500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMP_20-4</name>
        <lei>N/A</lei>
        <title>TPMT 20-4 A1 144A 1.75% 10-25-60/08-26-30</title>
        <cusip>89179JAA4</cusip>
        <identifiers>
          <isin value="US89179JAA43"/>
          <other otherDesc="CG Symbol" value="FMT28197"/>
        </identifiers>
        <balance>4524445.120000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4448502.310000000000</valUSD>
        <pctVal>0.0387129463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRICON RESIDENTIAL TCN_21-SFR1</name>
        <lei>N/A</lei>
        <title>TCN 21-SFR1 A 144A 1.943% 07-17-38/26</title>
        <cusip>89614YAA4</cusip>
        <identifiers>
          <isin value="US89614YAA47"/>
          <other otherDesc="CG Symbol" value="FMT33065"/>
        </identifiers>
        <balance>1564000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1513216.920000000000</valUSD>
        <pctVal>0.0131687209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.943000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_16-4</name>
        <lei>N/A</lei>
        <title>TPMT 16-4 M2 144A FRN 07-25-56/01-26-26</title>
        <cusip>89172UAD0</cusip>
        <identifiers>
          <isin value="US89172UAD00"/>
          <other otherDesc="CG Symbol" value="FMT34535"/>
        </identifiers>
        <balance>2537999.970000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2598346.000000000000</valUSD>
        <pctVal>0.0226120213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNIFORM MBS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL 3.5 UMBS TBA 04-01-52</title>
        <cusip>01F032641</cusip>
        <identifiers>
          <isin value="US01F0326417"/>
          <other otherDesc="CG Symbol" value="FMU34315"/>
        </identifiers>
        <balance>20000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20552.340000000000</valUSD>
        <pctVal>0.0001788561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNIFORM MBS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL 4.5 UMBS TBA 03-01-52</title>
        <cusip>01F042632</cusip>
        <identifiers>
          <isin value="US01F0426324"/>
          <other otherDesc="CG Symbol" value="FMU34318"/>
        </identifiers>
        <balance>16605228.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17532463.930000000000</valUSD>
        <pctVal>0.1525756956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNIFORM MBS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCI 2.0 UMBS TBA 03-01-37</title>
        <cusip>01F020430</cusip>
        <identifiers>
          <isin value="US01F0204309"/>
          <other otherDesc="CG Symbol" value="FMU34319"/>
        </identifiers>
        <balance>112044834.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111221976.740000000000</valUSD>
        <pctVal>0.9679056254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST VERUS_20-2</name>
        <lei>N/A</lei>
        <title>VERUS 20-2 A1 144A FRN 05-25-60</title>
        <cusip>92537UAA0</cusip>
        <identifiers>
          <isin value="US92537UAA07"/>
          <other otherDesc="CG Symbol" value="FMV27644"/>
        </identifiers>
        <balance>723486.680000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>719765.060000000000</valUSD>
        <pctVal>0.0062637320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.2260000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST VERUS_21-7</name>
        <lei>N/A</lei>
        <title>VERUS 21-7 A1 144 FRN 10-25-66</title>
        <cusip>92538QAA8</cusip>
        <identifiers>
          <isin value="US92538QAA85"/>
          <other otherDesc="CG Symbol" value="FMV33451"/>
        </identifiers>
        <balance>10385966.780000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10154100.070000000000</valUSD>
        <pctVal>0.0883657247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.8290000000000000</annualizedRt>
          <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 WFRBS_13-C11</name>
        <lei>N/A</lei>
        <title>WFRBS 13-C11 B FRN 03-15-45</title>
        <cusip>92937EAG9</cusip>
        <identifiers>
          <isin value="US92937EAG98"/>
          <other otherDesc="CG Symbol" value="FMW12741"/>
        </identifiers>
        <balance>3250000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3272551.750000000000</valUSD>
        <pctVal>0.0284792749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.7140000000000000</annualizedRt>
          <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 WFRBS_14-C19</name>
        <lei>549300FCX3YXSYSLU895</lei>
        <title>WFRBS 14-C19 A5 4.101% 03-15-47/24</title>
        <cusip>92938VAQ8</cusip>
        <identifiers>
          <isin value="US92938VAQ86"/>
          <other otherDesc="CG Symbol" value="FMW12978"/>
        </identifiers>
        <balance>1580000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1630722.740000000000</valUSD>
        <pctVal>0.0141913115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.101000000000</annualizedRt>
          <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 WFRBS_13-C12</name>
        <lei>N/A</lei>
        <title>WFRBS 13-C12 B FRN 03-15-48/03-15-23</title>
        <cusip>92937FAG6</cusip>
        <identifiers>
          <isin value="US92937FAG63"/>
          <other otherDesc="CG Symbol" value="FMW13003"/>
        </identifiers>
        <balance>1250000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1261208.750000000000</valUSD>
        <pctVal>0.0109756280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.8630000000000000</annualizedRt>
          <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 WFRBS_14-C22</name>
        <lei>N/A</lei>
        <title>WFRBS 14-C22 A4 3.488% 09-15-57/08-16-24</title>
        <cusip>92890KAZ8</cusip>
        <identifiers>
          <isin value="US92890KAZ84"/>
          <other otherDesc="CG Symbol" value="FMW13031"/>
        </identifiers>
        <balance>1490501.600000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1518554.330000000000</valUSD>
        <pctVal>0.0132151695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.488000000000</annualizedRt>
          <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 WFRBS_12-C9</name>
        <lei>N/A</lei>
        <title>WFRBS 12-C9 A3 2.87% 11-15-45/10-17-22</title>
        <cusip>92930RBB7</cusip>
        <identifiers>
          <isin value="US92930RBB78"/>
          <other otherDesc="CG Symbol" value="FMW13062"/>
        </identifiers>
        <balance>875392.830000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>877581.310000000000</valUSD>
        <pctVal>0.0076371227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.870000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WFRBS_12-C10</name>
        <lei>N/A</lei>
        <title>WFRBS 12-C10 AS 3.241% 12-15-45/12-16-22</title>
        <cusip>92890NAW9</cusip>
        <identifiers>
          <isin value="US92890NAW92"/>
          <other otherDesc="CG Symbol" value="FMW13093"/>
        </identifiers>
        <balance>313000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>313377.790000000000</valUSD>
        <pctVal>0.0027271600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.241000000000</annualizedRt>
          <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 WFRBS_14-C25</name>
        <lei>N/A</lei>
        <title>WFRBS 14-C25 A5 3.631% 11-15-47/11-18-24</title>
        <cusip>92939LAE6</cusip>
        <identifiers>
          <isin value="US92939LAE65"/>
          <other otherDesc="CG Symbol" value="FMW13104"/>
        </identifiers>
        <balance>581210.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>597330.440000000000</valUSD>
        <pctVal>0.0051982487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.631000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C34</name>
        <lei>N/A</lei>
        <title>WFCM 16-C34 A4 3.096% 06-15-49/04-15-26</title>
        <cusip>95000DBD2</cusip>
        <identifiers>
          <isin value="US95000DBD21"/>
          <other otherDesc="CG Symbol" value="FMW13250"/>
        </identifiers>
        <balance>5160000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5204701.080000000000</valUSD>
        <pctVal>0.0452937414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.096000000000</annualizedRt>
          <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 WFRBS_13-C13</name>
        <lei>N/A</lei>
        <title>WFRBS 13-C13 B 3.553% 05-15-45/05-17-23</title>
        <cusip>92937UAG3</cusip>
        <identifiers>
          <isin value="US92937UAG31"/>
          <other otherDesc="CG Symbol" value="FMW13707"/>
        </identifiers>
        <balance>1250000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1258011.250000000000</valUSD>
        <pctVal>0.0109478019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.553000000000</annualizedRt>
          <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 WFRBS_12-C8</name>
        <lei>N/A</lei>
        <title>WFRBS 12-C8 B 4.311% 08-15-45/07-15-22</title>
        <cusip>92936YAF8</cusip>
        <identifiers>
          <isin value="US92936YAF88"/>
          <other otherDesc="CG Symbol" value="FMW13787"/>
        </identifiers>
        <balance>6000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6029082.000000000000</valUSD>
        <pctVal>0.0524678895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.311000000000</annualizedRt>
          <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 WFRBS_13-C12</name>
        <lei>N/A</lei>
        <title>WFRBS 13-C12 A4 3.198% 03-15-48/03-17-23</title>
        <cusip>92937FAD3</cusip>
        <identifiers>
          <isin value="US92937FAD33"/>
          <other otherDesc="CG Symbol" value="FMW13844"/>
        </identifiers>
        <balance>1203750.210000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1212296.840000000000</valUSD>
        <pctVal>0.0105499737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.198000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_12-LC5</name>
        <lei>N/A</lei>
        <title>WFCM 12-LC5 A3 2.918% 10-15-45/09-16-22</title>
        <cusip>94988HAC5</cusip>
        <identifiers>
          <isin value="US94988HAC51"/>
          <other otherDesc="CG Symbol" value="FMW13900"/>
        </identifiers>
        <balance>58822.140000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59016.610000000000</valUSD>
        <pctVal>0.0005135901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.918000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_14-LC16</name>
        <lei>549300PX4QZK7CUM8D08</lei>
        <title>WFCM 14-LC16 A4 3.548% 08-15-50/04-17-24</title>
        <cusip>94988XAT3</cusip>
        <identifiers>
          <isin value="US94988XAT37"/>
          <other otherDesc="CG Symbol" value="FMW14173"/>
        </identifiers>
        <balance>957255.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>960833.220000000000</valUSD>
        <pctVal>0.0083616198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.548000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_14-LC16</name>
        <lei>549300PX4QZK7CUM8D08</lei>
        <title>WFCM 14-LC16 A5 3.817% 08-15-50/05-17-24</title>
        <cusip>94988XAU0</cusip>
        <identifiers>
          <isin value="US94988XAU00"/>
          <other otherDesc="CG Symbol" value="FMW14174"/>
        </identifiers>
        <balance>2000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2054376.000000000000</valUSD>
        <pctVal>0.0178781401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.817000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_20-1</name>
        <lei>N/A</lei>
        <title>WFMBS 20-1 A3 144A FRN 12-25-49/02-25-27</title>
        <cusip>95002KAC7</cusip>
        <identifiers>
          <isin value="US95002KAC71"/>
          <other otherDesc="CG Symbol" value="FMW27601"/>
        </identifiers>
        <balance>2327.060000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2327.060000000000</valUSD>
        <pctVal>0.0000202512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.0000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REVOLVING SINGLE FAMILY HOME NOTES ZILLO_21-1</name>
        <lei>N/A</lei>
        <title>ZILLO 21-1 A 144A 2.25% 02-18-27/09-19-23</title>
        <cusip>98879EAA9</cusip>
        <identifiers>
          <isin value="US98879EAA91"/>
          <other otherDesc="CG Symbol" value="FMZ31427"/>
        </identifiers>
        <balance>4883000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4851592.540000000000</valUSD>
        <pctVal>0.0422208259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.252500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZH TRUST ZILLO_21-2</name>
        <lei>N/A</lei>
        <title>ZILLO 21-2 A 144A 2.3494% 10-17-27/04-18-24</title>
        <cusip>98879FAA6</cusip>
        <identifiers>
          <isin value="US98879FAA66"/>
          <other otherDesc="CG Symbol" value="FMZ31964"/>
        </identifiers>
        <balance>4361000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4326072.750000000000</valUSD>
        <pctVal>0.0376475070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.349400000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STATE BOARD OF ADMINISTRATION FINANCE CORP</name>
        <lei>549300S34SOJ0RULXM35</lei>
        <title>FL ST BRD OF ADMIN TAXABLE 20A 1.258% 07-01-25</title>
        <cusip>341271AD6</cusip>
        <identifiers>
          <isin value="US341271AD62"/>
          <other otherDesc="CG Symbol" value="FXF114553"/>
        </identifiers>
        <balance>13725000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13438010.250000000000</valUSD>
        <pctVal>0.1169438460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.258000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DORMITORY AUTHORITY OF STATE OF NEW YORK</name>
        <lei>549300C8XO7EXTX2XU71</lei>
        <title>NY ST DORM DASNY PIT 21C TAXABLE 0.492% 03-15-24</title>
        <cusip>64990FD35</cusip>
        <identifiers>
          <isin value="US64990FD354"/>
          <other otherDesc="CG Symbol" value="FXN124661"/>
        </identifiers>
        <balance>9985000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9722724.010000000000</valUSD>
        <pctVal>0.0846116886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.492000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNIVERSITY OF CALIFORNIA</name>
        <lei>N/A</lei>
        <title>UNIV OF CA TAXABLE 20BG 0.883% 05-15-25</title>
        <cusip>91412HGE7</cusip>
        <identifiers>
          <isin value="US91412HGE71"/>
          <other otherDesc="CG Symbol" value="FXU112967"/>
        </identifiers>
        <balance>7500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7275540.000000000000</valUSD>
        <pctVal>0.0633151496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.883000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAPITAL GROUP CENTRAL CASH FUND</name>
        <lei>549300YD0SRETB6WWP29</lei>
        <title>CAPITAL GROUP CENTRAL CASH FUND</title>
        <cusip>14020B102</cusip>
        <identifiers>
          <isin value="US14020B1026"/>
          <other otherDesc="CG Symbol" value="MFC705"/>
        </identifiers>
        <balance>9371591.460000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>937159146.000000000000</valUSD>
        <pctVal>8.1555969053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>EURO$ 90DAY FUT EDH2 03-15-32</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="GEH2"/>
          <other otherDesc="CG Symbol" value="UL9730"/>
        </identifiers>
        <balance>37.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-46782.910000000000</valUSD>
        <pctVal>-0.0004071267</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>EURO$ 90DAY FUT EDH2 03-14-22</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="UL9730_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-14</expDate>
            <notionalAmt>9189412.500000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-46782.910000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>FED FUND 30DAY FUT FFJ2 04-29-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZQJ2"/>
          <other otherDesc="CG Symbol" value="ULF2529"/>
        </identifiers>
        <balance>82.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-47970.820000000000</valUSD>
        <pctVal>-0.0004174645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>FED FUND 30DAY FUT FFJ2 04-29-22</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULF2529_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-05-02</expDate>
            <notionalAmt>-34049807.100000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-47970.820000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 10YR FUT TYM2 06-21-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZNM2"/>
          <other otherDesc="CG Symbol" value="ULU5015"/>
        </identifiers>
        <balance>2213.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2123036.480000000000</valUSD>
        <pctVal>-0.0184756557</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 10YR FUT TYM2 06-21-22</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU5015_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-06-21</expDate>
            <notionalAmt>-282019187.500000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2123036.480000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 20YR FUT USM2 06-21-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZBM2"/>
          <other otherDesc="CG Symbol" value="ULU5016"/>
        </identifiers>
        <balance>198.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-416381.250000000000</valUSD>
        <pctVal>-0.0036235442</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 20YR FUT USM2 06-21-22</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU5016_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-06-21</expDate>
            <notionalAmt>-31024125.000000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-416381.250000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 30YR FUT ULTRA WNM2 06-21-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UBM2"/>
          <other otherDesc="CG Symbol" value="ULU5017"/>
        </identifiers>
        <balance>1198.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2193552.760000000000</valUSD>
        <pctVal>0.0190893214</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 30YR FUT ULTRA WNM2 06-21-22</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU5017_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-06-21</expDate>
            <notionalAmt>222753125.000000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2193552.760000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 10YR FUT ULTRA UXYM2 06-21-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TNM2"/>
          <other otherDesc="CG Symbol" value="ULU5034"/>
        </identifiers>
        <balance>657.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-850529.620000000000</valUSD>
        <pctVal>-0.0074017063</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 10YR FUT ULTRA UXYM2 06-21-22</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU5034_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-06-21</expDate>
            <notionalAmt>-92852581.410000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-850529.620000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 5YR FUT FVM2 06-30-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZFM2"/>
          <other otherDesc="CG Symbol" value="ULU5058"/>
        </identifiers>
        <balance>8810.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6390305.700000000000</valUSD>
        <pctVal>-0.0556114270</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 5YR FUT FVM2 06-30-22</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU5058_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-06-30</expDate>
            <notionalAmt>-1042057812.500000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6390305.700000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 2YR FUT TUM2 06-30-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZTM2"/>
          <other otherDesc="CG Symbol" value="ULU5059"/>
        </identifiers>
        <balance>14099.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7723109.290000000000</valUSD>
        <pctVal>0.0672101067</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 2YR FUT TUM2 06-30-22</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU5059_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-06-30</expDate>
            <notionalAmt>3034479269.440000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7723109.290000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_13-CR10</name>
        <lei>549300YJIXJB9DCDOI21</lei>
        <title>COMM 13-CC10 B 144A FRN 08-10-46/08-11-23</title>
        <cusip>12626BAQ7</cusip>
        <identifiers>
          <isin value="US12626BAQ77"/>
          <other otherDesc="CG Symbol" value="FMC20362"/>
        </identifiers>
        <balance>2750000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2822176.500000000000</valUSD>
        <pctVal>0.0245598990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.8998500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES CGCMT_12-GC8</name>
        <lei>N/A</lei>
        <title>CGCMT 12-GC8 AS 144A 3.683% 09-10-45/07-12-22</title>
        <cusip>17318UAF1</cusip>
        <identifiers>
          <isin value="US17318UAF12"/>
          <other otherDesc="CG Symbol" value="FMC20863"/>
        </identifiers>
        <balance>1000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1004704.000000000000</valUSD>
        <pctVal>0.0087434038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.683000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_13-CR7</name>
        <lei>549300FVY7JUBJ0PIH53</lei>
        <title>COMM 13-CR7 C 144A FRN 03-10-46/10-10-23</title>
        <cusip>12625FAY2</cusip>
        <identifiers>
          <isin value="US12625FAY25"/>
          <other otherDesc="CG Symbol" value="FMC22116"/>
        </identifiers>
        <balance>460033.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>464102.910000000000</valUSD>
        <pctVal>0.0040388404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.0625100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_13-CR6</name>
        <lei>N/A</lei>
        <title>COMM 13-CR6 B 144A 3.397% 03-10-46/02-10-23</title>
        <cusip>12624XAP3</cusip>
        <identifiers>
          <isin value="US12624XAP33"/>
          <other otherDesc="CG Symbol" value="FMC22169"/>
        </identifiers>
        <balance>3250000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3251985.750000000000</valUSD>
        <pctVal>0.0283002999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.397000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_13-CR7</name>
        <lei>549300FVY7JUBJ0PIH53</lei>
        <title>COMM 13-CRE7 B 144A 3.613% 03-10-46/04-12-23</title>
        <cusip>12625FAU0</cusip>
        <identifiers>
          <isin value="US12625FAU03"/>
          <other otherDesc="CG Symbol" value="FMC22372"/>
        </identifiers>
        <balance>500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>504999.500000000000</valUSD>
        <pctVal>0.0043947417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.613000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-RPL1</name>
        <lei>N/A</lei>
        <title>CSMC 19-RPL1 A1A 144A FRN 07-25-58</title>
        <cusip>12596MAB2</cusip>
        <identifiers>
          <isin value="US12596MAB28"/>
          <other otherDesc="CG Symbol" value="FMC27239"/>
        </identifiers>
        <balance>944189.110000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>961706.650000000000</valUSD>
        <pctVal>0.0083692208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.6500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLT FUNDING LLC COLT_20-2</name>
        <lei>N/A</lei>
        <title>COLT 20-2 A1 144A 1.853% 03-25-65</title>
        <cusip>19688JAA5</cusip>
        <identifiers>
          <isin value="US19688JAA51"/>
          <other otherDesc="CG Symbol" value="FMC27683"/>
        </identifiers>
        <balance>1769718.890000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1772536.280000000000</valUSD>
        <pctVal>0.0154254392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.853000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1</name>
        <lei>N/A</lei>
        <title>CMLTI 20-EXP1 A1A 144A FRN 05-25-60</title>
        <cusip>17328JAA5</cusip>
        <identifiers>
          <isin value="US17328JAA51"/>
          <other otherDesc="CG Symbol" value="FMC27709"/>
        </identifiers>
        <balance>3801362.800000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3809885.460000000000</valUSD>
        <pctVal>0.0331554040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.8040000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-NET</name>
        <lei>N/A</lei>
        <title>CSMC 20-NET A 144A 2.2569% 08-15-37/25</title>
        <cusip>126438AA8</cusip>
        <identifiers>
          <isin value="US126438AA86"/>
          <other otherDesc="CG Symbol" value="FMC27921"/>
        </identifiers>
        <balance>4033277.480000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3938293.800000000000</valUSD>
        <pctVal>0.0342728734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.256900000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4</name>
        <lei>N/A</lei>
        <title>CFMT 20-HB4 A 144A FRN 12-26-30/04-25-23</title>
        <cusip>12529LAA8</cusip>
        <identifiers>
          <isin value="US12529LAA89"/>
          <other otherDesc="CG Symbol" value="FMC28610"/>
        </identifiers>
        <balance>7105501.960000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7078465.530000000000</valUSD>
        <pctVal>0.0616001154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.9461000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB5</name>
        <lei>N/A</lei>
        <title>CFMT 21-HB5 A 144A FRN 02-25-31</title>
        <cusip>12526PAA2</cusip>
        <identifiers>
          <isin value="US12526PAA21"/>
          <other otherDesc="CG Symbol" value="FMC29087"/>
        </identifiers>
        <balance>3941703.590000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3921581.190000000000</valUSD>
        <pctVal>0.0341274324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.8006000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL3</name>
        <lei>N/A</lei>
        <title>CSMC 21-RPL3 A1 144A FRN 01-25-60</title>
        <cusip>12661GAA7</cusip>
        <identifiers>
          <isin value="US12661GAA76"/>
          <other otherDesc="CG Symbol" value="FMC30024"/>
        </identifiers>
        <balance>9577247.960000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9503742.580000000000</valUSD>
        <pctVal>0.0827060099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.0000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB6</name>
        <lei>N/A</lei>
        <title>CFMT 21-HB6 A 144A FRN 06-25-36</title>
        <cusip>12527LAA0</cusip>
        <identifiers>
          <isin value="US12527LAA08"/>
          <other otherDesc="CG Symbol" value="FMC30946"/>
        </identifiers>
        <balance>35363056.760000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35221144.810000000000</valUSD>
        <pctVal>0.3065108641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.8983000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIM RETAIL PORTFOLIO TRUST CRPT_21-RETL</name>
        <lei>N/A</lei>
        <title>CRPT 21-RETL A 144A FRN (L+140) 08-15-36/08-17-26</title>
        <cusip>12566BAA4</cusip>
        <identifiers>
          <isin value="US12566BAA44"/>
          <other otherDesc="CG Symbol" value="FMC31310"/>
        </identifiers>
        <balance>1478414.530000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1456146.650000000000</valUSD>
        <pctVal>0.0126720687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.5911400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7</name>
        <lei>N/A</lei>
        <title>CFMT 21-HB7 A 144A FRN 10-27-31/06-25-24</title>
        <cusip>12530BAA7</cusip>
        <identifiers>
          <isin value="US12530BAA70"/>
          <other otherDesc="CG Symbol" value="FMC32765"/>
        </identifiers>
        <balance>4660732.490000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4616879.660000000000</valUSD>
        <pctVal>0.0401782447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.1512000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7</name>
        <lei>N/A</lei>
        <title>CFMT 21-HB7 M1 144A FRN 10-27-31/09-25-24</title>
        <cusip>12530BAB5</cusip>
        <identifiers>
          <isin value="US12530BAB53"/>
          <other otherDesc="CG Symbol" value="FMC32766"/>
        </identifiers>
        <balance>300000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>295149.300000000000</valUSD>
        <pctVal>0.0025685272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.1246000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST COLT_21-5</name>
        <lei>N/A</lei>
        <title>COLT 21-5 A1 144A FRN 11-26-66</title>
        <cusip>12598RAA1</cusip>
        <identifiers>
          <isin value="US12598RAA14"/>
          <other otherDesc="CG Symbol" value="FMC33448"/>
        </identifiers>
        <balance>23173561.630000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22718548.750000000000</valUSD>
        <pctVal>0.1977074296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-11-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.7260000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST COLT_21-5</name>
        <lei>N/A</lei>
        <title>COLT 21-5 A2 144A FRN 11-26-66</title>
        <cusip>12598RAB9</cusip>
        <identifiers>
          <isin value="US12598RAB96"/>
          <other otherDesc="CG Symbol" value="FMC33449"/>
        </identifiers>
        <balance>1554000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1507366.010000000000</valUSD>
        <pctVal>0.0131178035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-11-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.6060000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_13-GC15</name>
        <lei>N/A</lei>
        <title>CGCMT 13-GC15 A4 FRN 09-10-46/09-10-23</title>
        <cusip>17321JAD6</cusip>
        <identifiers>
          <isin value="US17321JAD63"/>
          <other otherDesc="CG Symbol" value="FMC443"/>
        </identifiers>
        <balance>1550000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1588557.800000000000</valUSD>
        <pctVal>0.0138243724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.3710000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_14-GC19</name>
        <lei>N/A</lei>
        <title>CGCMT 14-GC19 A4 4.023% 03-10-47/01-10-24</title>
        <cusip>17322AAD4</cusip>
        <identifiers>
          <isin value="US17322AAD46"/>
          <other otherDesc="CG Symbol" value="FMC6357"/>
        </identifiers>
        <balance>1000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1031192.000000000000</valUSD>
        <pctVal>0.0089739148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.023000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_14-CCRE20</name>
        <lei>N/A</lei>
        <title>COMM 14-CR20 A4 3.59% 11-10-47/10-10-24</title>
        <cusip>12592LBJ0</cusip>
        <identifiers>
          <isin value="US12592LBJ08"/>
          <other otherDesc="CG Symbol" value="FMC8114"/>
        </identifiers>
        <balance>1800000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1844760.600000000000</valUSD>
        <pctVal>0.0160539690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.590000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2</name>
        <lei>N/A</lei>
        <title>EART 20-2 C 144A 3.28% 05-15-25/07-17-23</title>
        <cusip>30167YAE1</cusip>
        <identifiers>
          <isin value="US30167YAE14"/>
          <other otherDesc="CG Symbol" value="FME27666"/>
        </identifiers>
        <balance>2345000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2368738.440000000000</valUSD>
        <pctVal>0.0206138690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.280000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_20-1</name>
        <lei>N/A</lei>
        <title>EFMT 2020-1 A1 144A 2.006% 05-25-65</title>
        <cusip>31574PAA3</cusip>
        <identifiers>
          <isin value="US31574PAA30"/>
          <other otherDesc="CG Symbol" value="FME27668"/>
        </identifiers>
        <balance>950455.520000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>951585.610000000000</valUSD>
        <pctVal>0.0082811427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.0060000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXTENDED STAY AMERICA TRUST ESA_21-ESH</name>
        <lei>N/A</lei>
        <title>ESA 21-ESH A 144A FRN (L+108) 07-15-38/26</title>
        <cusip>30227FAA8</cusip>
        <identifiers>
          <isin value="US30227FAA84"/>
          <other otherDesc="CG Symbol" value="FME30892"/>
        </identifiers>
        <balance>6675913.050000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6620636.490000000000</valUSD>
        <pctVal>0.0576158731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.2720000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_21-3</name>
        <lei>N/A</lei>
        <title>EFMT 21-3 A1 144A FRN 09-25-66</title>
        <cusip>31573JAA8</cusip>
        <identifiers>
          <isin value="US31573JAA88"/>
          <other otherDesc="CG Symbol" value="FME32284"/>
        </identifiers>
        <balance>4151046.460000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3981247.900000000000</valUSD>
        <pctVal>0.0346466800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.2410000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K054</name>
        <lei>N/A</lei>
        <title>FHMS K054 A2 (MF) 2.745% 01-25-26</title>
        <cusip>3137BNGT5</cusip>
        <identifiers>
          <isin value="US3137BNGT50"/>
          <other otherDesc="CG Symbol" value="FMF10858"/>
        </identifiers>
        <balance>400000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>410098.800000000000</valUSD>
        <pctVal>0.0035688714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.745000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K049</name>
        <lei>N/A</lei>
        <title>FHMS K049 A2 (MF) 3.01% 07-25-25</title>
        <cusip>3137BLMZ8</cusip>
        <identifiers>
          <isin value="US3137BLMZ80"/>
          <other otherDesc="CG Symbol" value="FMF12038"/>
        </identifiers>
        <balance>750000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>774057.000000000000</valUSD>
        <pctVal>0.0067362058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.010000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K057</name>
        <lei>N/A</lei>
        <title>FHMS K057 A2 (MF) 2.57% 07-25-26</title>
        <cusip>3137BRQJ7</cusip>
        <identifiers>
          <isin value="US3137BRQJ72"/>
          <other otherDesc="CG Symbol" value="FMF12218"/>
        </identifiers>
        <balance>30000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30620.640000000000</valUSD>
        <pctVal>0.0002664751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.570000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE FNMA_12-M13</name>
        <lei>N/A</lei>
        <title>FNA 12-M13 A2 (MF) 2.377% 05-25-22</title>
        <cusip>3136A8G61</cusip>
        <identifiers>
          <isin value="US3136A8G612"/>
          <other otherDesc="CG Symbol" value="FMF12829"/>
        </identifiers>
        <balance>168085.070000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>168385.440000000000</valUSD>
        <pctVal>0.0014653688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.377000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE-ACES FNMA_15-M4</name>
        <lei>N/A</lei>
        <title>FNA 15-M4 AV2 (MF) FRN 07-25-22</title>
        <cusip>3136AMM48</cusip>
        <identifiers>
          <isin value="US3136AMM483"/>
          <other otherDesc="CG Symbol" value="FMF12983"/>
        </identifiers>
        <balance>300828.920000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300955.270000000000</valUSD>
        <pctVal>0.0026190534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.5090000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE-ACES FNMA_13-M12</name>
        <lei>N/A</lei>
        <title>FNA 13-M12 APT (MF) FRN 03-25-23</title>
        <cusip>3136AGMB5</cusip>
        <identifiers>
          <isin value="US3136AGMB53"/>
          <other otherDesc="CG Symbol" value="FMF13156"/>
        </identifiers>
        <balance>2822345.330000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2833629.070000000000</valUSD>
        <pctVal>0.0246595646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.4090000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K052</name>
        <lei>N/A</lei>
        <title>FHMS K052 A2 (MF) 3.151% 11-25-25</title>
        <cusip>3137BMTX4</cusip>
        <identifiers>
          <isin value="US3137BMTX43"/>
          <other otherDesc="CG Symbol" value="FMF13187"/>
        </identifiers>
        <balance>2075000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2156281.900000000000</valUSD>
        <pctVal>0.0187649729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.151000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE-ACES FNMA_16-M2</name>
        <lei>N/A</lei>
        <title>FNA 16-M2 AV2 (MF) 2.152% 01-25-23</title>
        <cusip>3136AQ5E6</cusip>
        <identifiers>
          <isin value="US3136AQ5E67"/>
          <other otherDesc="CG Symbol" value="FMF13582"/>
        </identifiers>
        <balance>2646040.870000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2652642.740000000000</valUSD>
        <pctVal>0.0230845369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.152000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE-ACES FNMA_16-M5</name>
        <lei>N/A</lei>
        <title>FNA 16-M5 A1 (MF) 2.073% 04-25-26</title>
        <cusip>3136AR4Z8</cusip>
        <identifiers>
          <isin value="US3136AR4Z87"/>
          <other otherDesc="CG Symbol" value="FMF13617"/>
        </identifiers>
        <balance>1694117.800000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1701688.810000000000</valUSD>
        <pctVal>0.0148088914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.073000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE ACES FNMA_16-M4</name>
        <lei>N/A</lei>
        <title>FNA 16-M4 A1 (MF) 2.187% 03-25-26</title>
        <cusip>3136ARTY4</cusip>
        <identifiers>
          <isin value="US3136ARTY49"/>
          <other otherDesc="CG Symbol" value="FMF13808"/>
        </identifiers>
        <balance>2228072.250000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2236436.430000000000</valUSD>
        <pctVal>0.0194625151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.187000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K037</name>
        <lei>N/A</lei>
        <title>FHMS K037 A2 (MF) 3.49% 01-25-24</title>
        <cusip>3137B7YY9</cusip>
        <identifiers>
          <isin value="US3137B7YY96"/>
          <other otherDesc="CG Symbol" value="FMF13860"/>
        </identifiers>
        <balance>2000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2056198.000000000000</valUSD>
        <pctVal>0.0178939960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.490000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE ACES FNMA_16-M3</name>
        <lei>N/A</lei>
        <title>FNA 16-M3 ASQ2 (MF) 2.263% 02-25-23</title>
        <cusip>3136ARTB4</cusip>
        <identifiers>
          <isin value="US3136ARTB46"/>
          <other otherDesc="CG Symbol" value="FMF14178"/>
        </identifiers>
        <balance>137951.660000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137882.410000000000</valUSD>
        <pctVal>0.0011999172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.263000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE-ACES FNMA_16-M6</name>
        <lei>N/A</lei>
        <title>FNA 16-M6 A1 (MF) 2.137% 05-26-26</title>
        <cusip>3136ASVY9</cusip>
        <identifiers>
          <isin value="US3136ASVY93"/>
          <other otherDesc="CG Symbol" value="FMF14202"/>
        </identifiers>
        <balance>230478.670000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231019.140000000000</valUSD>
        <pctVal>0.0020104365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.137000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE ACES FNMA_16-M9</name>
        <lei>N/A</lei>
        <title>FNA 16-M9 A1 (MF) 2.003% 06-25-26</title>
        <cusip>3136ATYS7</cusip>
        <identifiers>
          <isin value="US3136ATYS71"/>
          <other otherDesc="CG Symbol" value="FMF14505"/>
        </identifiers>
        <balance>293266.460000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>294561.820000000000</valUSD>
        <pctVal>0.0025634146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.003000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE-ACES FNMA_16-M11</name>
        <lei>N/A</lei>
        <title>FNA 16-M11 A1 (MF) 2.08% 07-25-26</title>
        <cusip>3136ATZ80</cusip>
        <identifiers>
          <isin value="US3136ATZ803"/>
          <other otherDesc="CG Symbol" value="FMF14546"/>
        </identifiers>
        <balance>4915789.770000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4917352.990000000000</valUSD>
        <pctVal>0.0427931040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.080000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE-ACES FNMA_16-M12</name>
        <lei>N/A</lei>
        <title>FNA 16-M12 A1 (MF) 2.132% 09-25-26</title>
        <cusip>3136AUKW0</cusip>
        <identifiers>
          <isin value="US3136AUKW03"/>
          <other otherDesc="CG Symbol" value="FMF14869"/>
        </identifiers>
        <balance>1167528.050000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1173125.180000000000</valUSD>
        <pctVal>0.0102090836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.132000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN 555538 05-01-33</title>
        <cusip>31385XEK9</cusip>
        <identifiers>
          <isin value="US31385XEK90"/>
          <other otherDesc="CG Symbol" value="FMF15357"/>
        </identifiers>
        <balance>295919.460000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>296477.860000000000</valUSD>
        <pctVal>0.0025800889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.4230000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHARM FRN 848751 06-01-36</title>
        <cusip>31300LWL5</cusip>
        <identifiers>
          <isin value="US31300LWL51"/>
          <other otherDesc="CG Symbol" value="FMF15358"/>
        </identifiers>
        <balance>135220.250000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142486.310000000000</valUSD>
        <pctVal>0.0012399825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.3300000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHARM FRN 760014 08-01-45</title>
        <cusip>31342WAP6</cusip>
        <identifiers>
          <isin value="US31342WAP68"/>
          <other otherDesc="CG Symbol" value="FMF15379"/>
        </identifiers>
        <balance>563135.880000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>574975.250000000000</valUSD>
        <pctVal>0.0050037034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.8320000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHARM FRN 848365 07-01-36</title>
        <cusip>31300LJJ5</cusip>
        <identifiers>
          <isin value="US31300LJJ52"/>
          <other otherDesc="CG Symbol" value="FMF15539"/>
        </identifiers>
        <balance>409086.450000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>431821.840000000000</valUSD>
        <pctVal>0.0037579155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.3220000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHARM FRN 1L1292 01-01-36</title>
        <cusip>3128Q3NH0</cusip>
        <identifiers>
          <isin value="US3128Q3NH00"/>
          <other otherDesc="CG Symbol" value="FMF15540"/>
        </identifiers>
        <balance>575617.740000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>580572.080000000000</valUSD>
        <pctVal>0.0050524096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.5050000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN 888521 03-01-34</title>
        <cusip>31410GD26</cusip>
        <identifiers>
          <isin value="US31410GD260"/>
          <other otherDesc="CG Symbol" value="FMF15542"/>
        </identifiers>
        <balance>457440.120000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>479984.140000000000</valUSD>
        <pctVal>0.0041770463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.3540000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHARM FRN 782818 11-01-34</title>
        <cusip>31349UDX3</cusip>
        <identifiers>
          <isin value="US31349UDX37"/>
          <other otherDesc="CG Symbol" value="FMF15657"/>
        </identifiers>
        <balance>195996.900000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206321.040000000000</valUSD>
        <pctVal>0.0017955021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.3750000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC POOL #781228 ARH10 3.689% 02-01-34</title>
        <cusip>31349SLH4</cusip>
        <identifiers>
          <isin value="US31349SLH49"/>
          <other otherDesc="CG Symbol" value="FMF15659"/>
        </identifiers>
        <balance>262022.260000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>261612.200000000000</valUSD>
        <pctVal>0.0022766716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.3750000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHARM FRN 1H2524 08-01-35</title>
        <cusip>3128QLPH8</cusip>
        <identifiers>
          <isin value="US3128QLPH83"/>
          <other otherDesc="CG Symbol" value="FMF15660"/>
        </identifiers>
        <balance>538007.580000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>566590.310000000000</valUSD>
        <pctVal>0.0049307337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.3550000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE ACES FNMA_17-M3</name>
        <lei>N/A</lei>
        <title>FNA 17-M3 AV2 (MF) FRN 05-25-24</title>
        <cusip>3136AVPR4</cusip>
        <identifiers>
          <isin value="US3136AVPR46"/>
          <other otherDesc="CG Symbol" value="FMF16180"/>
        </identifiers>
        <balance>2488346.930000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2503602.990000000000</valUSD>
        <pctVal>0.0217875234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.5460000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 17-M7 A2 (MF) 2.961% 02-25-27</title>
        <cusip>3136AV7G8</cusip>
        <identifiers>
          <isin value="US3136AV7G89"/>
          <other otherDesc="CG Symbol" value="FMF16257"/>
        </identifiers>
        <balance>9869.640000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10168.380000000000</valUSD>
        <pctVal>0.0000884900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.9610000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA_17-M10</name>
        <lei>N/A</lei>
        <title>FNA 17-M10 AV2 (MF) FRN 07-25-24</title>
        <cusip>3136AXVB8</cusip>
        <identifiers>
          <isin value="US3136AXVB85"/>
          <other otherDesc="CG Symbol" value="FMF17183"/>
        </identifiers>
        <balance>4218449.510000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4279760.460000000000</valUSD>
        <pctVal>0.0372444758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.5540000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHMS_K727</name>
        <lei>N/A</lei>
        <title>FHMS K727 A2 (MF) 2.946% 07-25-24</title>
        <cusip>3137FARE0</cusip>
        <identifiers>
          <isin value="US3137FARE06"/>
          <other otherDesc="CG Symbol" value="FMF17539"/>
        </identifiers>
        <balance>1600000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1628324.800000000000</valUSD>
        <pctVal>0.0141704435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.946000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K070</name>
        <lei>N/A</lei>
        <title>FHMS K070 A2 (MF) 3.303% 11-25-27</title>
        <cusip>3137FCJK1</cusip>
        <identifiers>
          <isin value="US3137FCJK14"/>
          <other otherDesc="CG Symbol" value="FMF17848"/>
        </identifiers>
        <balance>10000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10577.380000000000</valUSD>
        <pctVal>0.0000920493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.3030000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE ACES FNMA_17-M15</name>
        <lei>N/A</lei>
        <title>FNA 17-M15 AV2 (MF) FRN 11-15-24</title>
        <cusip>3136AY6S7</cusip>
        <identifiers>
          <isin value="US3136AY6S72"/>
          <other otherDesc="CG Symbol" value="FMF18337"/>
        </identifiers>
        <balance>2829334.960000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2879886.690000000000</valUSD>
        <pctVal>0.0250621200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.5760000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 4.0 BK6971 06-01-48</title>
        <cusip>3140HLW93</cusip>
        <identifiers>
          <isin value="US3140HLW937"/>
          <other otherDesc="CG Symbol" value="FMF22462"/>
        </identifiers>
        <balance>121471.010000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127508.610000000000</valUSD>
        <pctVal>0.0011096395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS BK5305 06-01-48</title>
        <cusip>3140HJ3P4</cusip>
        <identifiers>
          <isin value="US3140HJ3P43"/>
          <other otherDesc="CG Symbol" value="FMF22497"/>
        </identifiers>
        <balance>19306.090000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20434.760000000000</valUSD>
        <pctVal>0.0001778328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS BK2010 04-01-48</title>
        <cusip>3140HFGU7</cusip>
        <identifiers>
          <isin value="US3140HFGU72"/>
          <other otherDesc="CG Symbol" value="FMF22500"/>
        </identifiers>
        <balance>33530.100000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35583.250000000000</valUSD>
        <pctVal>0.0003096621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN BN5611 02-01-49</title>
        <cusip>3140JNGV6</cusip>
        <identifiers>
          <isin value="US3140JNGV61"/>
          <other otherDesc="CG Symbol" value="FMF22776"/>
        </identifiers>
        <balance>2509075.490000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2556657.600000000000</valUSD>
        <pctVal>0.0222492294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.1010000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN BK9464 02-01-49</title>
        <cusip>3140HPQS9</cusip>
        <identifiers>
          <isin value="US3140HPQS98"/>
          <other otherDesc="CG Symbol" value="FMF22777"/>
        </identifiers>
        <balance>1557046.290000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1595458.620000000000</valUSD>
        <pctVal>0.0138844266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.6150000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN BK7655 10-01-48</title>
        <cusip>3140HMQH0</cusip>
        <identifiers>
          <isin value="US3140HMQH03"/>
          <other otherDesc="CG Symbol" value="FMF22783"/>
        </identifiers>
        <balance>1153087.800000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1174931.900000000000</valUSD>
        <pctVal>0.0102248065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.9020000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 4.5 CA2493 10-01-48</title>
        <cusip>3140Q9XX6</cusip>
        <identifiers>
          <isin value="US3140Q9XX64"/>
          <other otherDesc="CG Symbol" value="FMF23209"/>
        </identifiers>
        <balance>83906.570000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89036.620000000000</valUSD>
        <pctVal>0.0007748383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEASONED CREDIT RISK TRANSFER SCRT_18-4</name>
        <lei>N/A</lei>
        <title>SCRT 18-4 MA 3.5% 03-25-58</title>
        <cusip>35563PHF9</cusip>
        <identifiers>
          <isin value="US35563PHF99"/>
          <other otherDesc="CG Symbol" value="FMF25151"/>
        </identifiers>
        <balance>64045.890000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65977.130000000000</valUSD>
        <pctVal>0.0005741638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEASONED CREDIT RISK TRANSFER SCRT_18-3</name>
        <lei>N/A</lei>
        <title>SCRT 18-3 MA 3.5% 08-25-57</title>
        <cusip>35563PGG8</cusip>
        <identifiers>
          <isin value="US35563PGG81"/>
          <other otherDesc="CG Symbol" value="FMF25170"/>
        </identifiers>
        <balance>7442029.170000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7656233.100000000000</valUSD>
        <pctVal>0.0666281189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FNCL UMBS 4.0 SI2002 03-01-48</title>
        <cusip>3133USGK1</cusip>
        <identifiers>
          <isin value="US3133USGK14"/>
          <other otherDesc="CG Symbol" value="FMF25767"/>
        </identifiers>
        <balance>184975.240000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194360.700000000000</valUSD>
        <pctVal>0.0016914177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN AL9532 11-01-42</title>
        <cusip>3138ERSW1</cusip>
        <identifiers>
          <isin value="US3138ERSW12"/>
          <other otherDesc="CG Symbol" value="FMF26600"/>
        </identifiers>
        <balance>3245059.890000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3376744.420000000000</valUSD>
        <pctVal>0.0293860082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.9920000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN AP7819 09-01-42</title>
        <cusip>3138MBVM5</cusip>
        <identifiers>
          <isin value="US3138MBVM58"/>
          <other otherDesc="CG Symbol" value="FMF26606"/>
        </identifiers>
        <balance>265868.610000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275961.250000000000</valUSD>
        <pctVal>0.0024015438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.9100000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN AL2184 08-01-42</title>
        <cusip>3138EJNA2</cusip>
        <identifiers>
          <isin value="US3138EJNA21"/>
          <other otherDesc="CG Symbol" value="FMF26607"/>
        </identifiers>
        <balance>614349.650000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>639809.530000000000</valUSD>
        <pctVal>0.0055679216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.9810000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN AL2000 09-01-42</title>
        <cusip>3138EJGJ1</cusip>
        <identifiers>
          <isin value="US3138EJGJ13"/>
          <other otherDesc="CG Symbol" value="FMF26608"/>
        </identifiers>
        <balance>297897.110000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309909.810000000000</valUSD>
        <pctVal>0.0026969800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.9420000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN AL1941 08-01-42</title>
        <cusip>3138EJEP9</cusip>
        <identifiers>
          <isin value="US3138EJEP90"/>
          <other otherDesc="CG Symbol" value="FMF26609"/>
        </identifiers>
        <balance>356529.210000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>370960.800000000000</valUSD>
        <pctVal>0.0032282743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.9510000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN AL9533 09-01-42</title>
        <cusip>3138ERSX9</cusip>
        <identifiers>
          <isin value="US3138ERSX94"/>
          <other otherDesc="CG Symbol" value="FMF26610"/>
        </identifiers>
        <balance>1576947.740000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1642350.070000000000</valUSD>
        <pctVal>0.0142924979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.0480000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN AL9530 07-01-42</title>
        <cusip>3138ERSU5</cusip>
        <identifiers>
          <isin value="US3138ERSU55"/>
          <other otherDesc="CG Symbol" value="FMF26611"/>
        </identifiers>
        <balance>2243418.690000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2341983.290000000000</valUSD>
        <pctVal>0.0203810332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.0890000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN AL0073 04-01-41</title>
        <cusip>3138EGCK8</cusip>
        <identifiers>
          <isin value="US3138EGCK82"/>
          <other otherDesc="CG Symbol" value="FMF26612"/>
        </identifiers>
        <balance>189812.560000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198638.460000000000</valUSD>
        <pctVal>0.0017286447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.1850000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN AE0789 03-01-41</title>
        <cusip>31419A2X4</cusip>
        <identifiers>
          <isin value="US31419A2X47"/>
          <other otherDesc="CG Symbol" value="FMF26613"/>
        </identifiers>
        <balance>246297.600000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257009.820000000000</valUSD>
        <pctVal>0.0022366196</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.2510000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN AE0844 02-01-41</title>
        <cusip>31419A5E3</cusip>
        <identifiers>
          <isin value="US31419A5E39"/>
          <other otherDesc="CG Symbol" value="FMF26614"/>
        </identifiers>
        <balance>259450.440000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>270693.470000000000</valUSD>
        <pctVal>0.0023557011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.1450000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN AL9531 12-01-41</title>
        <cusip>3138ERSV3</cusip>
        <identifiers>
          <isin value="US3138ERSV39"/>
          <other otherDesc="CG Symbol" value="FMF26615"/>
        </identifiers>
        <balance>2763514.080000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2890619.150000000000</valUSD>
        <pctVal>0.0251555189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.1100000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN AE7629 11-01-40</title>
        <cusip>31419JPP7</cusip>
        <identifiers>
          <isin value="US31419JPP74"/>
          <other otherDesc="CG Symbol" value="FMF26616"/>
        </identifiers>
        <balance>17483.350000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18020.510000000000</valUSD>
        <pctVal>0.0001568229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.0600000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 3.5 AB9584 06-01-43</title>
        <cusip>31417GUJ3</cusip>
        <identifiers>
          <isin value="US31417GUJ39"/>
          <other otherDesc="CG Symbol" value="FMF27036"/>
        </identifiers>
        <balance>4219.740000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4439.030000000000</valUSD>
        <pctVal>0.0000386305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC POOL #1B4386 ARH5 4.599% 07-01-39</title>
        <cusip>3128JPXQ8</cusip>
        <identifiers>
          <isin value="US3128JPXQ87"/>
          <other otherDesc="CG Symbol" value="FMF2725"/>
        </identifiers>
        <balance>36122.810000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36174.570000000000</valUSD>
        <pctVal>0.0003148080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.0990000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN AC2106 08-01-39</title>
        <cusip>31417LKU8</cusip>
        <identifiers>
          <isin value="US31417LKU88"/>
          <other otherDesc="CG Symbol" value="FMF2737"/>
        </identifiers>
        <balance>170018.890000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178623.890000000000</valUSD>
        <pctVal>0.0015544686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.0900000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FINANCE OF AMERICA HECM BUYOUT FAHB_20-HB2</name>
        <lei>N/A</lei>
        <title>FAHB 20-HB2 A 144A FRN 07-25-30</title>
        <cusip>31737VAA4</cusip>
        <identifiers>
          <isin value="US31737VAA44"/>
          <other otherDesc="CG Symbol" value="FMF27890"/>
        </identifiers>
        <balance>691065.130000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>683668.660000000000</valUSD>
        <pctVal>0.0059496042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.7100000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIRSTKEY HOMES FKH_20-SFR2</name>
        <lei>N/A</lei>
        <title>FKH 20-SFR2 A 144A 1.266% 10-19-37/11-17-25</title>
        <cusip>33767JAA0</cusip>
        <identifiers>
          <isin value="US33767JAA07"/>
          <other otherDesc="CG Symbol" value="FMF28174"/>
        </identifiers>
        <balance>8413193.400000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8024840.390000000000</valUSD>
        <pctVal>0.0698359118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.266000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 6.0 889579 05-01-38</title>
        <cusip>31410KJY1</cusip>
        <identifiers>
          <isin value="US31410KJY10"/>
          <other otherDesc="CG Symbol" value="FMF2827"/>
        </identifiers>
        <balance>1248176.450000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1428871.210000000000</valUSD>
        <pctVal>0.0124347051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN AC1676 09-01-39</title>
        <cusip>31417K2J5</cusip>
        <identifiers>
          <isin value="US31417K2J55"/>
          <other otherDesc="CG Symbol" value="FMF2830"/>
        </identifiers>
        <balance>43025.090000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44479.250000000000</valUSD>
        <pctVal>0.0003870792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.0850000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 6.0 889983 10-01-38</title>
        <cusip>31410KXL3</cusip>
        <identifiers>
          <isin value="US31410KXL33"/>
          <other otherDesc="CG Symbol" value="FMF2834"/>
        </identifiers>
        <balance>515110.780000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>582207.560000000000</valUSD>
        <pctVal>0.0050666423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA POOL AC6266 ARH5 FRN 12-01-39</title>
        <cusip>31417S6C9</cusip>
        <identifiers>
          <isin value="US31417S6C93"/>
          <other otherDesc="CG Symbol" value="FMF2910"/>
        </identifiers>
        <balance>171391.360000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179798.280000000000</valUSD>
        <pctVal>0.0015646887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.1410000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FONTAINEBLEAU MIAMI BEACH TRUST FMBT_19-FBLU</name>
        <lei>N/A</lei>
        <title>FMBT 19-FBLU A 144A 3.144% 12-10-36/12-12-24</title>
        <cusip>34461LAA2</cusip>
        <identifiers>
          <isin value="US34461LAA26"/>
          <other otherDesc="CG Symbol" value="FMF29884"/>
        </identifiers>
        <balance>2400000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2407819.200000000000</valUSD>
        <pctVal>0.0209539681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.144000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCI UMBS 4.5 AD2028 03-01-25</title>
        <cusip>31418PHE8</cusip>
        <identifiers>
          <isin value="US31418PHE88"/>
          <other otherDesc="CG Symbol" value="FMF3036"/>
        </identifiers>
        <balance>401931.270000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>420661.270000000000</valUSD>
        <pctVal>0.0036607910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLAGSTAR MORTGAGE TRUST FSMT_21-51NV</name>
        <lei>N/A</lei>
        <title>FSMT 21-5INV A5 144A FRN 07-25-51</title>
        <cusip>33851PAE5</cusip>
        <identifiers>
          <isin value="US33851PAE51"/>
          <other otherDesc="CG Symbol" value="FMF30898"/>
        </identifiers>
        <balance>3043124.970000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2987968.330000000000</valUSD>
        <pctVal>0.0260026969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.5000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIRSTKEY HOMES TRUST FKH_21-SFR3</name>
        <lei>N/A</lei>
        <title>FKH 21-SFR3 A 144A 2.135% 12-17-38/12-18-26</title>
        <cusip>33768JAA9</cusip>
        <identifiers>
          <isin value="US33768JAA97"/>
          <other otherDesc="CG Symbol" value="FMF33504"/>
        </identifiers>
        <balance>1744000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1698989.100000000000</valUSD>
        <pctVal>0.0147853972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.135000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 5.0 AI8806 08-01-41</title>
        <cusip>3138ANYC1</cusip>
        <identifiers>
          <isin value="US3138ANYC16"/>
          <other otherDesc="CG Symbol" value="FMF4156"/>
        </identifiers>
        <balance>888366.700000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>987989.920000000000</valUSD>
        <pctVal>0.0085979501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 6.0 AL0095 07-01-38</title>
        <cusip>3138EGC93</cusip>
        <identifiers>
          <isin value="US3138EGC930"/>
          <other otherDesc="CG Symbol" value="FMF4207"/>
        </identifiers>
        <balance>40852.890000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46723.080000000000</valUSD>
        <pctVal>0.0004066061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC POOL #1B8916 ARH5 MHA 3.62% 10-01-41</title>
        <cusip>3128UHJL0</cusip>
        <identifiers>
          <isin value="US3128UHJL02"/>
          <other otherDesc="CG Symbol" value="FMF4543"/>
        </identifiers>
        <balance>364986.930000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>365214.320000000000</valUSD>
        <pctVal>0.0031782657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.1200000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FGCI 5.5 G14740 12-01-24</title>
        <cusip>3128MDPZ0</cusip>
        <identifiers>
          <isin value="US3128MDPZ02"/>
          <other otherDesc="CG Symbol" value="FMF5212"/>
        </identifiers>
        <balance>22938.100000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23085.430000000000</valUSD>
        <pctVal>0.0002009002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K030 A2 (MF) 3.25% 04-25-23</title>
        <cusip>3137B3NA2</cusip>
        <identifiers>
          <isin value="US3137B3NA26"/>
          <other otherDesc="CG Symbol" value="FMF5418"/>
        </identifiers>
        <balance>495554.170000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503744.190000000000</valUSD>
        <pctVal>0.0043838174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FGLMC 5.5 G02162 05-01-36</title>
        <cusip>3128LXMK3</cusip>
        <identifiers>
          <isin value="US3128LXMK33"/>
          <other otherDesc="CG Symbol" value="FMF995570"/>
        </identifiers>
        <balance>116279.010000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130427.260000000000</valUSD>
        <pctVal>0.0011350390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FGLMC 5.5 A23893 110K MAX 07-01-34</title>
        <cusip>31297BKE1</cusip>
        <identifiers>
          <isin value="US31297BKE10"/>
          <other otherDesc="CG Symbol" value="FMF995571"/>
        </identifiers>
        <balance>204756.760000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224621.030000000000</valUSD>
        <pctVal>0.0019547572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 4.632 AO0461 08-20-65</title>
        <cusip>3617A0QN9</cusip>
        <identifiers>
          <isin value="US3617A0QN99"/>
          <other otherDesc="CG Symbol" value="FMG10807"/>
        </identifiers>
        <balance>61367.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63372.900000000000</valUSD>
        <pctVal>0.0005515006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.632000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST GSMS_15-GS1</name>
        <lei>549300WZ62L3Y22NOZ64</lei>
        <title>GSMS 15-GS1 A2 3.47% 11-10-48/10-10-25</title>
        <cusip>36252AAB2</cusip>
        <identifiers>
          <isin value="US36252AAB26"/>
          <other otherDesc="CG Symbol" value="FMG13522"/>
        </identifiers>
        <balance>1460000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1490695.040000000000</valUSD>
        <pctVal>0.0129727250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.470000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST GSMS_13-GC16</name>
        <lei>N/A</lei>
        <title>GSMS 13-GC16 A4 4.271% 11-10-46/10-13-23</title>
        <cusip>36248GAD2</cusip>
        <identifiers>
          <isin value="US36248GAD25"/>
          <other otherDesc="CG Symbol" value="FMG13664"/>
        </identifiers>
        <balance>890000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>913222.770000000000</valUSD>
        <pctVal>0.0079472914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.271000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST GSMS_13-GCJ12</name>
        <lei>549300SSCQUZ3RRV2T53</lei>
        <title>GSMS 13-GC12 A4 3.135% 06-10-46/23</title>
        <cusip>36197XAK0</cusip>
        <identifiers>
          <isin value="US36197XAK00"/>
          <other otherDesc="CG Symbol" value="FMG14107"/>
        </identifiers>
        <balance>1173000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1187458.400000000000</valUSD>
        <pctVal>0.0103338180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.135000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORPORATION II GSMS_13-GC10</name>
        <lei>N/A</lei>
        <title>GSMS 13-GC10 B 144A 3.682% 02-10-46</title>
        <cusip>36192CAL9</cusip>
        <identifiers>
          <isin value="US36192CAL90"/>
          <other otherDesc="CG Symbol" value="FMG22261"/>
        </identifiers>
        <balance>2250000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2263673.250000000000</valUSD>
        <pctVal>0.0196995426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.682000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2SF 5.0 MA5765 02-20-49</title>
        <cusip>36179UMN9</cusip>
        <identifiers>
          <isin value="US36179UMN99"/>
          <other otherDesc="CG Symbol" value="FMG22825"/>
        </identifiers>
        <balance>538029.530000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>570709.980000000000</valUSD>
        <pctVal>0.0049665850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2SF MA5653 12-20-48</title>
        <cusip>36179UH62</cusip>
        <identifiers>
          <isin value="US36179UH623"/>
          <other otherDesc="CG Symbol" value="FMG23589"/>
        </identifiers>
        <balance>2491336.330000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2642635.190000000000</valUSD>
        <pctVal>0.0229974466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2SF MA5878 04-20-49</title>
        <cusip>36179UQ70</cusip>
        <identifiers>
          <isin value="US36179UQ707"/>
          <other otherDesc="CG Symbol" value="FMG23880"/>
        </identifiers>
        <balance>1780057.410000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1888057.050000000000</valUSD>
        <pctVal>0.0164307549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2SF MA5332 07-20-48</title>
        <cusip>36179T4R3</cusip>
        <identifiers>
          <isin value="US36179T4R30"/>
          <other otherDesc="CG Symbol" value="FMG24794"/>
        </identifiers>
        <balance>57543.670000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61312.380000000000</valUSD>
        <pctVal>0.0005335690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2SF 5.0 MA6042 07-20-49</title>
        <cusip>36179UWB4</cusip>
        <identifiers>
          <isin value="US36179UWB42"/>
          <other otherDesc="CG Symbol" value="FMG24812"/>
        </identifiers>
        <balance>52144.470000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55306.200000000000</valUSD>
        <pctVal>0.0004813004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST GSMS_18-HULA</name>
        <lei>N/A</lei>
        <title>GSMS 18-HULA A 144A FRN 07-15-25/20</title>
        <cusip>36259AAA7</cusip>
        <identifiers>
          <isin value="US36259AAA79"/>
          <other otherDesc="CG Symbol" value="FMG27933"/>
        </identifiers>
        <balance>1829545.180000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1811050.310000000000</valUSD>
        <pctVal>0.0157606063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.1111400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST GSMS_13-GC14</name>
        <lei>549300ITVQSU1IHX4H03</lei>
        <title>GSMS 13-GC14 A5 4.243% 08-10-46/23</title>
        <cusip>36198FAE2</cusip>
        <identifiers>
          <isin value="US36198FAE25"/>
          <other otherDesc="CG Symbol" value="FMG2977"/>
        </identifiers>
        <balance>2543501.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2606785.850000000000</valUSD>
        <pctVal>0.0226854688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.243000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE_BACKED SECURITIES GSMBS_20-PJ4</name>
        <lei>N/A</lei>
        <title>GSMBS 20-PJ4 A2 144A FRN 01-25-51/06-25-42</title>
        <cusip>36259VAB9</cusip>
        <identifiers>
          <isin value="US36259VAB99"/>
          <other otherDesc="CG Symbol" value="FMG30588"/>
        </identifiers>
        <balance>1857335.030000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1852652.690000000000</valUSD>
        <pctVal>0.0161226496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.0000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GCAT TRUST GCAT_21-NQM6</name>
        <lei>N/A</lei>
        <title>GCAT 21-NQM6 A1 144A FRN 08-25-66</title>
        <cusip>36167KAA6</cusip>
        <identifiers>
          <isin value="US36167KAA60"/>
          <other otherDesc="CG Symbol" value="FMG33446"/>
        </identifiers>
        <balance>39237895.740000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38512897.140000000000</valUSD>
        <pctVal>0.3351572314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.8550000000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 4.72 710074 04-20-61</title>
        <cusip>36297E2F1</cusip>
        <identifiers>
          <isin value="US36297E2F12"/>
          <other otherDesc="CG Symbol" value="FMG6315"/>
        </identifiers>
        <balance>2439.550000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2482.980000000000</valUSD>
        <pctVal>0.0000216081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.720000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 4.924 725876 09-20-61</title>
        <cusip>3620ACMZ4</cusip>
        <identifiers>
          <isin value="US3620ACMZ45"/>
          <other otherDesc="CG Symbol" value="FMG6317"/>
        </identifiers>
        <balance>646.040000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>681.590000000000</valUSD>
        <pctVal>0.0000059315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.924000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 4.904 725879 10-20-61</title>
        <cusip>3620ACM43</cusip>
        <identifiers>
          <isin value="US3620ACM438"/>
          <other otherDesc="CG Symbol" value="FMG6335"/>
        </identifiers>
        <balance>1564.300000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1654.740000000000</valUSD>
        <pctVal>0.0000144003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.904000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 4.7 710077 05-20-61</title>
        <cusip>36297E2J3</cusip>
        <identifiers>
          <isin value="US36297E2J34"/>
          <other otherDesc="CG Symbol" value="FMG6336"/>
        </identifiers>
        <balance>5224.970000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5347.690000000000</valUSD>
        <pctVal>0.0000465381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 4.405 AC1008 10-20-63</title>
        <cusip>36179ADM5</cusip>
        <identifiers>
          <isin value="US36179ADM53"/>
          <other otherDesc="CG Symbol" value="FMG6337"/>
        </identifiers>
        <balance>1227.890000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1276.150000000000</valUSD>
        <pctVal>0.0000111057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.405000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 4.41 AG8070 01-20-64</title>
        <cusip>36182C6F9</cusip>
        <identifiers>
          <isin value="US36182C6F99"/>
          <other otherDesc="CG Symbol" value="FMG6338"/>
        </identifiers>
        <balance>16937.120000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17442.980000000000</valUSD>
        <pctVal>0.0001517970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.410000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 4.35 AG8069 01-20-64</title>
        <cusip>36182C6E2</cusip>
        <identifiers>
          <isin value="US36182C6E25"/>
          <other otherDesc="CG Symbol" value="FMG6339"/>
        </identifiers>
        <balance>17443.830000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17921.580000000000</valUSD>
        <pctVal>0.0001559620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 4.851 776094 10-20-63</title>
        <cusip>36176T7F9</cusip>
        <identifiers>
          <isin value="US36176T7F94"/>
          <other otherDesc="CG Symbol" value="FMG6500"/>
        </identifiers>
        <balance>1771.950000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1827.830000000000</valUSD>
        <pctVal>0.0000159066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.851000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 4.41 AG8041 11-20-63</title>
        <cusip>36182C5A1</cusip>
        <identifiers>
          <isin value="US36182C5A12"/>
          <other otherDesc="CG Symbol" value="FMG6502"/>
        </identifiers>
        <balance>16920.770000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17426.130000000000</valUSD>
        <pctVal>0.0001516503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.410000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 4.41 AG8060 12-20-63</title>
        <cusip>36182C5V5</cusip>
        <identifiers>
          <isin value="US36182C5V58"/>
          <other otherDesc="CG Symbol" value="FMG6503"/>
        </identifiers>
        <balance>16923.810000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17428.930000000000</valUSD>
        <pctVal>0.0001516747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.410000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 4.406 AC0975 04-20-63</title>
        <cusip>36179ACL8</cusip>
        <identifiers>
          <isin value="US36179ACL89"/>
          <other otherDesc="CG Symbol" value="FMG6504"/>
        </identifiers>
        <balance>2442.620000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2538.670000000000</valUSD>
        <pctVal>0.0000220927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.406000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 4.405 AC1026 01-20-64</title>
        <cusip>36179AD78</cusip>
        <identifiers>
          <isin value="US36179AD780"/>
          <other otherDesc="CG Symbol" value="FMG6505"/>
        </identifiers>
        <balance>2463.980000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2560.660000000000</valUSD>
        <pctVal>0.0000222841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.405000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 4.407 AG8082 02-20-64</title>
        <cusip>36182C6T9</cusip>
        <identifiers>
          <isin value="US36182C6T93"/>
          <other otherDesc="CG Symbol" value="FMG6554"/>
        </identifiers>
        <balance>16659.400000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17148.670000000000</valUSD>
        <pctVal>0.0001492357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.407000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 4.352 AG8081 02-20-64</title>
        <cusip>36182C6S1</cusip>
        <identifiers>
          <isin value="US36182C6S11"/>
          <other otherDesc="CG Symbol" value="FMG6555"/>
        </identifiers>
        <balance>17564.850000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18047.080000000000</valUSD>
        <pctVal>0.0001570541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.352000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 4.759 AG8076 02-20-64</title>
        <cusip>36182C6M4</cusip>
        <identifiers>
          <isin value="US36182C6M41"/>
          <other otherDesc="CG Symbol" value="FMG6556"/>
        </identifiers>
        <balance>2790.720000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2884.220000000000</valUSD>
        <pctVal>0.0000250998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.759000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 5.46 714621 08-20-59</title>
        <cusip>36297K4E8</cusip>
        <identifiers>
          <isin value="US36297K4E83"/>
          <other otherDesc="CG Symbol" value="FMG6634"/>
        </identifiers>
        <balance>118898.340000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128668.930000000000</valUSD>
        <pctVal>0.0011197372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.460000000000</annualizedRt>
          <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>GNR 12-H20 PT FRN  07-20-62</title>
        <cusip>38375BVS8</cusip>
        <identifiers>
          <isin value="US38375BVS86"/>
          <other otherDesc="CG Symbol" value="FMG6936"/>
        </identifiers>
        <balance>14472200.290000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14448219.850000000000</valUSD>
        <pctVal>0.1257351621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-07-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.0403800000000000</annualizedRt>
          <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>GNR 14-H08 FT FRN 2.69% 03-20-64</title>
        <cusip>38375UEY2</cusip>
        <identifiers>
          <isin value="US38375UEY29"/>
          <other otherDesc="CG Symbol" value="FMG6937"/>
        </identifiers>
        <balance>5225016.710000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5201289.910000000000</valUSD>
        <pctVal>0.0452640558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-03-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.9700000000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 4.56 767680 06-20-64</title>
        <cusip>36176JUD0</cusip>
        <identifiers>
          <isin value="US36176JUD08"/>
          <other otherDesc="CG Symbol" value="FMG7335"/>
        </identifiers>
        <balance>34303.820000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35482.600000000000</valUSD>
        <pctVal>0.0003087862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.560000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RM FRN AG8149 06-20-64</title>
        <cusip>36182DBS3</cusip>
        <identifiers>
          <isin value="US36182DBS36"/>
          <other otherDesc="CG Symbol" value="FMG7415"/>
        </identifiers>
        <balance>213610.430000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214722.700000000000</valUSD>
        <pctVal>0.0018686173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-06-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.9580000000000000</annualizedRt>
          <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>GNR 12-H12 FT FRN 2.76% 05-20-62</title>
        <cusip>38375BRN4</cusip>
        <identifiers>
          <isin value="US38375BRN46"/>
          <other otherDesc="CG Symbol" value="FMG7554"/>
        </identifiers>
        <balance>911251.750000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>908682.930000000000</valUSD>
        <pctVal>0.0079077836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-05-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.0700000000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 6.64 AA7554 07-20-64</title>
        <cusip>36178FMB9</cusip>
        <identifiers>
          <isin value="US36178FMB93"/>
          <other otherDesc="CG Symbol" value="FMG7834"/>
        </identifiers>
        <balance>20541.930000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20808.830000000000</valUSD>
        <pctVal>0.0001810882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.640000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 5.05 721648 04-20-61</title>
        <cusip>3620A7WH4</cusip>
        <identifiers>
          <isin value="US3620A7WH47"/>
          <other otherDesc="CG Symbol" value="FMG8475"/>
        </identifiers>
        <balance>2901.730000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2862.640000000000</valUSD>
        <pctVal>0.0000249120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</annualizedRt>
          <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 II</name>
        <lei>N/A</lei>
        <title>G2RF 5.044 710085 09-20-61</title>
        <cusip>36297E2S3</cusip>
        <identifiers>
          <isin value="US36297E2S33"/>
          <other otherDesc="CG Symbol" value="FMG8494"/>
        </identifiers>
        <balance>3168.060000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3314.460000000000</valUSD>
        <pctVal>0.0000288440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.044000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HAWAII HOTEL TRUST 2019-MAUI HHT_19-MAUI</name>
        <lei>N/A</lei>
        <title>HHT 19-MAUI A FRN (L+115) 05-15-38/21</title>
        <cusip>41975AAA0</cusip>
        <identifiers>
          <isin value="US41975AAA07"/>
          <other otherDesc="CG Symbol" value="FMH27753"/>
        </identifiers>
        <balance>4500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4486347.000000000000</valUSD>
        <pctVal>0.0390422885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.3411400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOMEWARD OPPORTUNITIES FUND I TRUST HOF_20-2</name>
        <lei>N/A</lei>
        <title>HOF 20-2 A1 144A 1.657% 05-25-65</title>
        <cusip>43789XAA2</cusip>
        <identifiers>
          <isin value="US43789XAA28"/>
          <other otherDesc="CG Symbol" value="FMH27803"/>
        </identifiers>
        <balance>1366310.450000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1363714.460000000000</valUSD>
        <pctVal>0.0118676806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.6570000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HUNDRED ACRE WOOD TRUST HAWT_21-INV1</name>
        <lei>N/A</lei>
        <title>HAWT 21-INV1 A3 144A FRN 07-25-51</title>
        <cusip>44590HAC0</cusip>
        <identifiers>
          <isin value="US44590HAC07"/>
          <other otherDesc="CG Symbol" value="FMH30584"/>
        </identifiers>
        <balance>2387239.870000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2298644.620000000000</valUSD>
        <pctVal>0.0200038798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.5000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOME PARTNERS OF AMERICA TRUST HPA_21-2</name>
        <lei>N/A</lei>
        <title>HPA 21-2 B 144A 2.302% 12-17-26</title>
        <cusip>43732VAA4</cusip>
        <identifiers>
          <isin value="US43732VAA44"/>
          <other otherDesc="CG Symbol" value="FMH32745"/>
        </identifiers>
        <balance>2990023.620000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2856821.060000000000</valUSD>
        <pctVal>0.0248613921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.302000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOME PARTNERS OF AMERICA TRUST HPA_21-2</name>
        <lei>N/A</lei>
        <title>HPA 21-2 A 144A 1.901% 12-17-26</title>
        <cusip>43732VAT3</cusip>
        <identifiers>
          <isin value="US43732VAT35"/>
          <other otherDesc="CG Symbol" value="FMH32747"/>
        </identifiers>
        <balance>6698301.750000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6456868.160000000000</valUSD>
        <pctVal>0.0561906846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.901000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INVITATION HOMES TRUST IHSFR_18-SFR1</name>
        <lei>N/A</lei>
        <title>IHSFR 18-SFR1 A 144A FRN (L+70) 03-17-37/03-19-20</title>
        <cusip>46185JAA6</cusip>
        <identifiers>
          <isin value="US46185JAA60"/>
          <other otherDesc="CG Symbol" value="FMI20029"/>
        </identifiers>
        <balance>839031.820000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>836375.450000000000</valUSD>
        <pctVal>0.0072785301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.8920000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM4</name>
        <lei>N/A</lei>
        <title>IMPRL 21-NQM4 A1 144A FRN 01-25-57</title>
        <cusip>45276JAA8</cusip>
        <identifiers>
          <isin value="US45276JAA88"/>
          <other otherDesc="CG Symbol" value="FMI33544"/>
        </identifiers>
        <balance>6891714.570000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6657975.180000000000</valUSD>
        <pctVal>0.0579408119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.0910000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C19</name>
        <lei>N/A</lei>
        <title>JPMBB 14-C19 A4 3.9965% 04-15-47/04/17/24</title>
        <cusip>46641WAV9</cusip>
        <identifiers>
          <isin value="US46641WAV90"/>
          <other otherDesc="CG Symbol" value="FMJ12765"/>
        </identifiers>
        <balance>947835.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>972369.710000000000</valUSD>
        <pctVal>0.0084620157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.996500000000</annualizedRt>
          <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 SECURITIES TRUST JPMCC_13-C16</name>
        <lei>N/A</lei>
        <title>JPMCC 13-C16 A4 4.1664% 12-15-46/10-15-23</title>
        <cusip>46641BAD5</cusip>
        <identifiers>
          <isin value="US46641BAD55"/>
          <other otherDesc="CG Symbol" value="FMJ12882"/>
        </identifiers>
        <balance>940000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>965155.340000000000</valUSD>
        <pctVal>0.0083992329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.166400000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C26</name>
        <lei>N/A</lei>
        <title>JPMBB 14-C26 B 3.9508% 01-15-48</title>
        <cusip>46643TBF8</cusip>
        <identifiers>
          <isin value="US46643TBF84"/>
          <other otherDesc="CG Symbol" value="FMJ12910"/>
        </identifiers>
        <balance>3500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3504137.000000000000</valUSD>
        <pctVal>0.0304946380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950800000000</annualizedRt>
          <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 SECURITIES TRUST JPMCC_12-C6</name>
        <lei>N/A</lei>
        <title>JPMCC 12-C6 A3 3.5074% 05-15-45/04-15-22</title>
        <cusip>46634SAC9</cusip>
        <identifiers>
          <isin value="US46634SAC98"/>
          <other otherDesc="CG Symbol" value="FMJ13027"/>
        </identifiers>
        <balance>1907490.370000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1907143.210000000000</valUSD>
        <pctVal>0.0165968516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.507400000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMMT 2018-3</name>
        <lei>N/A</lei>
        <title>JPMMT 18-3 A1 144A FRN 09-25-48/40</title>
        <cusip>46649TAA4</cusip>
        <identifiers>
          <isin value="US46649TAA43"/>
          <other otherDesc="CG Symbol" value="FMJ20066"/>
        </identifiers>
        <balance>34126.720000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34355.300000000000</valUSD>
        <pctVal>0.0002989759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.5000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN MORTGAGE TRUST JPMMT_19-3</name>
        <lei>N/A</lei>
        <title>JPMMT 19-3 A3 144A FRN 09-25-49</title>
        <cusip>46650QAC2</cusip>
        <identifiers>
          <isin value="US46650QAC24"/>
          <other otherDesc="CG Symbol" value="FMJ27073"/>
        </identifiers>
        <balance>86390.930000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86721.460000000000</valUSD>
        <pctVal>0.0007546907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.0000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN MORTGAGE TRUST JPMMT_19-1</name>
        <lei>N/A</lei>
        <title>JPMMT 19-1 A3 144A FRN 05-25-49</title>
        <cusip>46650HAC2</cusip>
        <identifiers>
          <isin value="US46650HAC25"/>
          <other otherDesc="CG Symbol" value="FMJ27074"/>
        </identifiers>
        <balance>132295.180000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132993.830000000000</valUSD>
        <pctVal>0.0011573745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.0000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN MORTGAGE TRUST JPMMT_19-LTV1</name>
        <lei>N/A</lei>
        <title>JPMMT 19-LTV1 A15 144A FRN 06-25-49</title>
        <cusip>46650PAR1</cusip>
        <identifiers>
          <isin value="US46650PAR10"/>
          <other otherDesc="CG Symbol" value="FMJ27301"/>
        </identifiers>
        <balance>9551.740000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9554.460000000000</valUSD>
        <pctVal>0.0000831474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.0000000000000000</annualizedRt>
          <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 STRUCTURED FINANCING TRUST JPSF_21-EBO1</name>
        <lei>N/A</lei>
        <title>JPSF 21-EBO1 A 144A FRN (L+100) 06-25-22</title>
        <cusip>46654LAA3</cusip>
        <identifiers>
          <isin value="US46654LAA35"/>
          <other otherDesc="CGSymbol" value="FMJ30953"/>
        </identifiers>
        <balance>651915.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>651915.000000000000</valUSD>
        <pctVal>0.0056732690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.2085700000000000</annualizedRt>
          <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 SECURITIES TRUST JPMCC_22-OPO</name>
        <lei>N/A</lei>
        <title>JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27</title>
        <cusip>46655AAA6</cusip>
        <identifiers>
          <isin value="US46655AAA60"/>
          <other otherDesc="CG Symbol" value="FMJ34144"/>
        </identifiers>
        <balance>9132000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9108612.950000000000</valUSD>
        <pctVal>0.0792674071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.024200000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST LMAT_19-GS7</name>
        <lei>N/A</lei>
        <title>LMAT 19-GS7 A1 144A FRN 11-25-59</title>
        <cusip>52474MAA7</cusip>
        <identifiers>
          <isin value="US52474MAA71"/>
          <other otherDesc="CG Symbol" value="FML25548"/>
        </identifiers>
        <balance>20699629.160000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20694806.150000000000</valUSD>
        <pctVal>0.1800958756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.2500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST LMAT_20-GS4</name>
        <lei>N/A</lei>
        <title>LMAT 20-GS4 A1 144A FRN 02-25-60</title>
        <cusip>52474KAA1</cusip>
        <identifiers>
          <isin value="US52474KAA16"/>
          <other otherDesc="CG Symbol" value="FML27647"/>
        </identifiers>
        <balance>24027143.170000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23966378.520000000000</valUSD>
        <pctVal>0.2085666275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.2500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2</name>
        <lei>N/A</lei>
        <title>LMAT 21-GS2 A1 144A FRN 04-25-61</title>
        <cusip>52476DAA5</cusip>
        <identifiers>
          <isin value="US52476DAA54"/>
          <other otherDesc="CG Symbol" value="FML30105"/>
        </identifiers>
        <balance>2962637.070000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2897844.200000000000</valUSD>
        <pctVal>0.0252183946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUTHERN CALIFORNIA EDISON CO</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>SOUTHERN CAL EDISON 1ST LIEN 0.7% 08-01-23</title>
        <cusip>842400HH9</cusip>
        <identifiers>
          <isin value="US842400HH96"/>
          <other otherDesc="CG Symbol" value="FCS72512"/>
        </identifiers>
        <balance>9285000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9139708.320000000000</valUSD>
        <pctVal>0.0795380136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUTHERN CALIFORNIA EDISON CO</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>SOUTHERN CAL EDISON 1ST LIEN 0.975% 08-01-24</title>
        <cusip>842400HK2</cusip>
        <identifiers>
          <isin value="US842400HK26"/>
          <other otherDesc="CG Symbol" value="FCS72513"/>
        </identifiers>
        <balance>6375000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6202849.500000000000</valUSD>
        <pctVal>0.0539800955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.975000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LUXE_21-TRIP</name>
        <lei>N/A</lei>
        <title>LUXE 21-TRIP A 144A FRN (L+105) 10-15-38/24</title>
        <cusip>55066WAA2</cusip>
        <identifiers>
          <isin value="US55066WAA27"/>
          <other otherDesc="CG Symbol" value="FML32304"/>
        </identifiers>
        <balance>7227000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7134978.610000000000</valUSD>
        <pctVal>0.0620919187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.2410000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5</name>
        <lei>N/A</lei>
        <title>LMAT 21-GS5 A1 144A 2.25% 07-25-67/11-25-24</title>
        <cusip>52475XAA2</cusip>
        <identifiers>
          <isin value="US52475XAA28"/>
          <other otherDesc="CG Symbol" value="FML33364"/>
        </identifiers>
        <balance>8651585.290000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8448921.900000000000</valUSD>
        <pctVal>0.0735264673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.2500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-R1</name>
        <lei>N/A</lei>
        <title>BRAVO 22-R1 A 144A 3.125% 01-29-70/25</title>
        <cusip>10568PAA5</cusip>
        <identifiers>
          <isin value="US10568PAA57"/>
          <other otherDesc="CG Symbol" value="FML34225"/>
        </identifiers>
        <balance>3877000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3905557.980000000000</valUSD>
        <pctVal>0.0339879910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-01-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.1250000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_15-C25</name>
        <lei>N/A</lei>
        <title>MSBAM 15-C25 ASB 3.383% 10-15-48/06-17-25</title>
        <cusip>61765TAC7</cusip>
        <identifiers>
          <isin value="US61765TAC71"/>
          <other otherDesc="CG Symbol" value="FMM10159"/>
        </identifiers>
        <balance>763617.770000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>776095.280000000000</valUSD>
        <pctVal>0.0067539439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.383000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_13-C9</name>
        <lei>549300PFVBG5704L7K74</lei>
        <title>MSBAM 13-C9 A4 3.102% 05-15-46/04-17-23</title>
        <cusip>61762DAW1</cusip>
        <identifiers>
          <isin value="US61762DAW11"/>
          <other otherDesc="CG Symbol" value="FMM12799"/>
        </identifiers>
        <balance>3000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3019545.000000000000</valUSD>
        <pctVal>0.0262774919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.102000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_14-C17</name>
        <lei>N/A</lei>
        <title>MSBAM 14-C17 A5 3.741% 08-15-47/07-17-24</title>
        <cusip>61763UAZ5</cusip>
        <identifiers>
          <isin value="US61763UAZ57"/>
          <other otherDesc="CG Symbol" value="FMM12857"/>
        </identifiers>
        <balance>2000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2053050.000000000000</valUSD>
        <pctVal>0.0178666007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.741000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MTR CREDIT SR UNSEC 2.9% 03-30-23</title>
        <cusip>89236TGW9</cusip>
        <identifiers>
          <isin value="US89236TGW99"/>
          <other otherDesc="CG Symbol" value="FCT60707"/>
        </identifiers>
        <balance>4000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4064512.000000000000</valUSD>
        <pctVal>0.0353712831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MTR CREDIT SR UNSEC 1.35% 08-25-23</title>
        <cusip>89236THA6</cusip>
        <identifiers>
          <isin value="US89236THA60"/>
          <other otherDesc="CG Symbol" value="FCT62402"/>
        </identifiers>
        <balance>8621000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8594852.510000000000</valUSD>
        <pctVal>0.0747964237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_13-C8</name>
        <lei>N/A</lei>
        <title>MSBAM 13-C8 A4 3.134% 12-15-48/01-18-23</title>
        <cusip>61761QAE3</cusip>
        <identifiers>
          <isin value="US61761QAE35"/>
          <other otherDesc="CG Symbol" value="FMM12924"/>
        </identifiers>
        <balance>11390000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11465527.090000000000</valUSD>
        <pctVal>0.0997783756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.134000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_14-C19</name>
        <lei>N/A</lei>
        <title>MSBAM 14-C19 B FRN 12-15-47/12-17-24</title>
        <cusip>61764PBX9</cusip>
        <identifiers>
          <isin value="US61764PBX96"/>
          <other otherDesc="CG Symbol" value="FMM13148"/>
        </identifiers>
        <balance>6985000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7135128.610000000000</valUSD>
        <pctVal>0.0620932240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.0000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TENCENT HOLDINGS LTD</name>
        <lei>254900N4SLUMW4XUYY11</lei>
        <title>TENCENT HOLDINGS 144A LIFE SR UNSEC 1.81% 01-26-26</title>
        <cusip>88032WAT3</cusip>
        <identifiers>
          <isin value="US88032WAT36"/>
          <other otherDesc="CG Symbol" value="FCT62575"/>
        </identifiers>
        <balance>6000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5811498.000000000000</valUSD>
        <pctVal>0.0505743718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.810000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TORONTO DOMINION BANK (THE)</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK SR UNSEC 0.75% 06-12-23</title>
        <cusip>89114QCG1</cusip>
        <identifiers>
          <isin value="US89114QCG10"/>
          <other otherDesc="CG Symbol" value="FCT62946"/>
        </identifiers>
        <balance>14417000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14270811.620000000000</valUSD>
        <pctVal>0.1241912727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_15-C21</name>
        <lei>N/A</lei>
        <title>MSBAM 15-C21 A4 3.338% 03-15-48/02-18-25</title>
        <cusip>61764XBJ3</cusip>
        <identifiers>
          <isin value="US61764XBJ37"/>
          <other otherDesc="CG Symbol" value="FMM13167"/>
        </identifiers>
        <balance>4000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4077924.000000000000</valUSD>
        <pctVal>0.0354880006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.338000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_15-C20</name>
        <lei>N/A</lei>
        <title>MSBAM 15-C20 A4 3.249% 02-15-48/12-17-24</title>
        <cusip>61764RBF4</cusip>
        <identifiers>
          <isin value="US61764RBF47"/>
          <other otherDesc="CG Symbol" value="FMM13275"/>
        </identifiers>
        <balance>1250000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1276423.750000000000</valUSD>
        <pctVal>0.0111080361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.249000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_13-C12</name>
        <lei>N/A</lei>
        <title>MSBAM 13-C12 A4 FRN 10-15-46/09-15-23</title>
        <cusip>61762XAU1</cusip>
        <identifiers>
          <isin value="US61762XAU19"/>
          <other otherDesc="CG Symbol" value="FMM13590"/>
        </identifiers>
        <balance>7963000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8164814.270000000000</valUSD>
        <pctVal>0.0710540299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.2590000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_13-C9</name>
        <lei>549300PFVBG5704L7K74</lei>
        <title>MSBAM 13-C9 B 3.708% 05-15-46/04-15-23</title>
        <cusip>61762DAZ4</cusip>
        <identifiers>
          <isin value="US61762DAZ42"/>
          <other otherDesc="CG Symbol" value="FMM13632"/>
        </identifiers>
        <balance>1511000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1519506.930000000000</valUSD>
        <pctVal>0.0132234595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.7080000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TORONTO DOMINION BANK (THE)</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK SR UNSEC 1.15% 06-12-25</title>
        <cusip>89114QCH9</cusip>
        <identifiers>
          <isin value="US89114QCH92"/>
          <other otherDesc="CG Symbol" value="FCT62947"/>
        </identifiers>
        <balance>7208000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6943387.110000000000</valUSD>
        <pctVal>0.0604245999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MTR CREDIT SR UNSEC 0.5% 08-14-23</title>
        <cusip>89236THF5</cusip>
        <identifiers>
          <isin value="US89236THF57"/>
          <other otherDesc="CG Symbol" value="FCT64199"/>
        </identifiers>
        <balance>1500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1478533.500000000000</valUSD>
        <pctVal>0.0128668896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_14-C17</name>
        <lei>N/A</lei>
        <title>MSBAM 14-C17 A4 3.443% 08-15-47/03-15-24</title>
        <cusip>61763UAY8</cusip>
        <identifiers>
          <isin value="US61763UAY82"/>
          <other otherDesc="CG Symbol" value="FMM13709"/>
        </identifiers>
        <balance>628539.070000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>632476.870000000000</valUSD>
        <pctVal>0.0055041093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.443000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_14-C16</name>
        <lei>N/A</lei>
        <title>MSBAM 14-C16 A4 3.6% 06-15-47/02-16-24</title>
        <cusip>61763MAE0</cusip>
        <identifiers>
          <isin value="US61763MAE03"/>
          <other otherDesc="CG Symbol" value="FMM13750"/>
        </identifiers>
        <balance>195547.990000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198197.860000000000</valUSD>
        <pctVal>0.0017248104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_13-C11</name>
        <lei>N/A</lei>
        <title>MSBAM 13-C11 A4 FRN 08-15-46/07-17-23</title>
        <cusip>61762TAE6</cusip>
        <identifiers>
          <isin value="US61762TAE64"/>
          <other otherDesc="CG Symbol" value="FMM13757"/>
        </identifiers>
        <balance>2000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2034004.000000000000</valUSD>
        <pctVal>0.0177008535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.1509200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_13-C13</name>
        <lei>N/A</lei>
        <title>MSBAM 13-C13 A4 4.039% 11-15-46/23</title>
        <cusip>61763BAU8</cusip>
        <identifiers>
          <isin value="US61763BAU89"/>
          <other otherDesc="CG Symbol" value="FMM160"/>
        </identifiers>
        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10261950.000000000000</valUSD>
        <pctVal>0.0893042852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.039000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TORONTO DOMINION BANK (THE)</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK SR UNSEC 0.45% 09-11-23</title>
        <cusip>89114QCJ5</cusip>
        <identifiers>
          <isin value="US89114QCJ58"/>
          <other otherDesc="CG Symbol" value="FCT64697"/>
        </identifiers>
        <balance>8080000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7936248.720000000000</valUSD>
        <pctVal>0.0690649457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MTR CREDIT SR UNSEC 0.45% 01-11-24</title>
        <cusip>89236THU2</cusip>
        <identifiers>
          <isin value="US89236THU25"/>
          <other otherDesc="CG Symbol" value="FCT67119"/>
        </identifiers>
        <balance>35730000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34902493.200000000000</valUSD>
        <pctVal>0.3037378088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_17-C34</name>
        <lei>N/A</lei>
        <title>MSBAM 17-C34 ASB 3.354% 11-15-52/06-17-27</title>
        <cusip>61767EAC8</cusip>
        <identifiers>
          <isin value="US61767EAC84"/>
          <other otherDesc="CG Symbol" value="FMM17556"/>
        </identifiers>
        <balance>1500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1537615.500000000000</valUSD>
        <pctVal>0.0133810487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.354000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MILL CITY MORTGAGE TRUST MCMLT_19-1</name>
        <lei>N/A</lei>
        <title>MCMLT 19-1 A1 144A FRN 10-25-69</title>
        <cusip>59981AAC0</cusip>
        <identifiers>
          <isin value="US59981AAC09"/>
          <other otherDesc="CG Symbol" value="FMM27077"/>
        </identifiers>
        <balance>1385729.950000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1409539.560000000000</valUSD>
        <pctVal>0.0122664721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.2500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MTR CREDIT SR UNSEC 0.8% 01-09-26</title>
        <cusip>89236THW8</cusip>
        <identifiers>
          <isin value="US89236THW80"/>
          <other otherDesc="CG Symbol" value="FCT67120"/>
        </identifiers>
        <balance>10695000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10164057.420000000000</valUSD>
        <pctVal>0.0884523782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TORONTO DOMINION BANK (THE)</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK SR UNSEC 0.3% 06-02-23</title>
        <cusip>89114TZA3</cusip>
        <identifiers>
          <isin value="US89114TZA32"/>
          <other otherDesc="CG Symbol" value="FCT70663"/>
        </identifiers>
        <balance>22785000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22422559.010000000000</valUSD>
        <pctVal>0.1951315885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TORONTO DOMINION BANK (THE)</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK SR UNSEC 1.2% 06-03-26</title>
        <cusip>89114TZD7</cusip>
        <identifiers>
          <isin value="US89114TZD70"/>
          <other otherDesc="CG Symbol" value="FCT70664"/>
        </identifiers>
        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9537190.000000000000</valUSD>
        <pctVal>0.0829970849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TORONTO DOMINION BANK (THE)</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK SR UNSEC 0.7% 09-10-24</title>
        <cusip>89114TZE5</cusip>
        <identifiers>
          <isin value="US89114TZE53"/>
          <other otherDesc="CG Symbol" value="FCT73077"/>
        </identifiers>
        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9672840.000000000000</valUSD>
        <pctVal>0.0841775746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MILL CITY MORTGAGE TRUST MCMLT_18-3</name>
        <lei>N/A</lei>
        <title>MCMLT 18-3 A1 144A FRN 08-26-58</title>
        <cusip>59980XAC1</cusip>
        <identifiers>
          <isin value="US59980XAC11"/>
          <other otherDesc="CG Symbol" value="FMM27117"/>
        </identifiers>
        <balance>542307.990000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>549822.750000000000</valUSD>
        <pctVal>0.0047848146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-08-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.4715400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>METLIFE SECURITIZATION TRUST MST_18-1A</name>
        <lei>N/A</lei>
        <title>MST 18-1A A 144A FRN 03-25-57</title>
        <cusip>59166DAA5</cusip>
        <identifiers>
          <isin value="US59166DAA54"/>
          <other otherDesc="CG Symbol" value="FMM27238"/>
        </identifiers>
        <balance>409530.050000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>419040.160000000000</valUSD>
        <pctVal>0.0036466833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MILL CITY MORTGAGE TRUST MCMLT_19-GS2</name>
        <lei>N/A</lei>
        <title>MCMLT 19-GS2 A1 144A FRN 08-25-59</title>
        <cusip>59981TAC9</cusip>
        <identifiers>
          <isin value="US59981TAC99"/>
          <other otherDesc="CG Symbol" value="FMM27508"/>
        </identifiers>
        <balance>3364149.980000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3390508.100000000000</valUSD>
        <pctVal>0.0295057862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MFA 2020-NQM1 TRUST</name>
        <lei>N/A</lei>
        <title>MFA 20-NQM1 A1 144A FRN 03-25-65</title>
        <cusip>552754AA1</cusip>
        <identifiers>
          <isin value="US552754AA14"/>
          <other otherDesc="CG Symbol" value="FMM28084"/>
        </identifiers>
        <balance>3475987.760000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3440574.400000000000</valUSD>
        <pctVal>0.0299414865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.4790000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TORONTO DOMINION BANK (THE)</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK SR UNSEC 1.25% 09-10-26</title>
        <cusip>89114TZG0</cusip>
        <identifiers>
          <isin value="US89114TZG02"/>
          <other otherDesc="CG Symbol" value="FCT73079"/>
        </identifiers>
        <balance>9825000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9319680.600000000000</valUSD>
        <pctVal>0.0811042165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MTR CREDIT SR UNSEC 0.625% 09-13-24</title>
        <cusip>89236TJN6</cusip>
        <identifiers>
          <isin value="US89236TJN63"/>
          <other otherDesc="CG Symbol" value="FCT73132"/>
        </identifiers>
        <balance>15000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14497425.000000000000</valUSD>
        <pctVal>0.1261633683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TORONTO DOMINION BANK (THE)</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK SR UNSEC 1.45% 01-10-25</title>
        <cusip>89114TZL9</cusip>
        <identifiers>
          <isin value="US89114TZL96"/>
          <other otherDesc="CG Symbol" value="FCT76608"/>
        </identifiers>
        <balance>15000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14695275.000000000000</valUSD>
        <pctVal>0.1278851514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TORONTO DOMINION BANK (THE)</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK SR UNSEC 1.95% 01-12-27</title>
        <cusip>89114TZN5</cusip>
        <identifiers>
          <isin value="US89114TZN52"/>
          <other otherDesc="CG Symbol" value="FCT76609"/>
        </identifiers>
        <balance>7000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6842430.000000000000</valUSD>
        <pctVal>0.0595460239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS AG (LONDON BRANCH)</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS AG 144A LIFE SR UNSEC 1.75% 04-21-22</title>
        <cusip>902674YA2</cusip>
        <identifiers>
          <isin value="US902674YA28"/>
          <other otherDesc="CG Symbol" value="FCU61262"/>
        </identifiers>
        <balance>6200000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6204600.400000000000</valUSD>
        <pctVal>0.0539953326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITEDHEALTH GROUP INC</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITED HEALTH GROUP SR UNSEC 1.15% 05-15-26</title>
        <cusip>91324PEC2</cusip>
        <identifiers>
          <isin value="US91324PEC23"/>
          <other otherDesc="CG Symbol" value="FCU70338"/>
        </identifiers>
        <balance>6081000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5824995.980000000000</valUSD>
        <pctVal>0.0506918376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MELLO WAREHOUSE SECURITIZATION TRUST MWST_20-1</name>
        <lei>N/A</lei>
        <title>MWST 20-1 A 144A FRN (L+90) 10-25-53/10-26-22</title>
        <cusip>585505AA8</cusip>
        <identifiers>
          <isin value="US585505AA81"/>
          <other otherDesc="CG Symbol" value="FMM28294"/>
        </identifiers>
        <balance>23880000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23867677.920000000000</valUSD>
        <pctVal>0.2077076887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.0868600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MELLO WAREHOUSE SECURITIZATION TRUST MWST_20-2</name>
        <lei>N/A</lei>
        <title>MWST 20-2 A 144A FRN (L+80) 11-25-53/12-18-23</title>
        <cusip>58551VAA0</cusip>
        <identifiers>
          <isin value="US58551VAA08"/>
          <other otherDesc="CG Symbol" value="FMM28615"/>
        </identifiers>
        <balance>17098000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17006970.250000000000</valUSD>
        <pctVal>0.1480026040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.9868600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS AG (LONDON BRANCH)</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS AG 144A LIFE SR UNSEC 0.375% 06-01-23</title>
        <cusip>902674YF1</cusip>
        <identifiers>
          <isin value="US902674YF15"/>
          <other otherDesc="CG Symbol" value="FCU70499"/>
        </identifiers>
        <balance>20000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19705800.000000000000</valUSD>
        <pctVal>0.1714890819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS AG (LONDON BRANCH)</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS AG 144A LIFE SR UNSEC 0.7% 08-09-24</title>
        <cusip>902674YK0</cusip>
        <identifiers>
          <isin value="US902674YK00"/>
          <other otherDesc="CG Symbol" value="FCU72459"/>
        </identifiers>
        <balance>20000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19352020.000000000000</valUSD>
        <pctVal>0.1684103229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-1</name>
        <lei>N/A</lei>
        <title>MWST 21-1 A 144A FRN (L+70) 02-25-55/02-05-24</title>
        <cusip>58550LAA3</cusip>
        <identifiers>
          <isin value="US58550LAA35"/>
          <other otherDesc="CG Symbol" value="FMM29051"/>
        </identifiers>
        <balance>9750000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9673326.000000000000</valUSD>
        <pctVal>0.0841818040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.8868600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3</name>
        <lei>N/A</lei>
        <title>MWST 21-3 A 144A FRN (L+85) 11-25-55</title>
        <cusip>58552FAA4</cusip>
        <identifiers>
          <isin value="US58552FAA49"/>
          <other otherDesc="CG Symbol" value="FMM31024"/>
        </identifiers>
        <balance>27731000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27563754.340000000000</valUSD>
        <pctVal>0.2398726732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.0368600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MOTEL 6 TRUST MOTEL_21-MTL6</name>
        <lei>N/A</lei>
        <title>MOTEL 21-MTL6 A 144A FRN (L+90) 09-15-38/26</title>
        <cusip>61977KAA4</cusip>
        <identifiers>
          <isin value="US61977KAA43"/>
          <other otherDesc="CG Symbol" value="FMM31566"/>
        </identifiers>
        <balance>3708264.640000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3665259.890000000000</valUSD>
        <pctVal>0.0318968047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.0911400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MOTEL 6 TRUST MOTEL_21-MTL6</name>
        <lei>N/A</lei>
        <title>MOTEL 21-MTL6 B 144A (L+120) 09-15-38/26</title>
        <cusip>61977KAE6</cusip>
        <identifiers>
          <isin value="US61977KAE64"/>
          <other otherDesc="CG Symbol" value="FMM31567"/>
        </identifiers>
        <balance>753735.710000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>743910.010000000000</valUSD>
        <pctVal>0.0064738526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.3911400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC UNSEC 0.25% 09-08-23</title>
        <cusip>3137EAEW5</cusip>
        <identifiers>
          <isin value="US3137EAEW59"/>
          <other otherDesc="CG Symbol" value="FD05586"/>
        </identifiers>
        <balance>3750000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3689475.000000000000</valUSD>
        <pctVal>0.0321075359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAISSE AMORTISSEMENT DE LA DETTE SOCIALE</name>
        <lei>969500P04DQJS4BPM574</lei>
        <title>CADES USD 144A LIFE SR UNSEC 1.125% 11-29-24</title>
        <cusip>12802D2G0</cusip>
        <identifiers>
          <isin value="US12802D2G00"/>
          <other otherDesc="CG Symbol" value="FDC15113"/>
        </identifiers>
        <balance>50000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49218200.000000000000</valUSD>
        <pctVal>0.4283197804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CPPIB CAPITAL INC</name>
        <lei>549300KW9NB55HTDK075</lei>
        <title>CPPIB CAPITAL 144A LIFE SR UNSEC 0.875% 09-09-26</title>
        <cusip>22411VAU2</cusip>
        <identifiers>
          <isin value="US22411VAU26"/>
          <other otherDesc="CG Symbol" value="FDC9354"/>
        </identifiers>
        <balance>10154000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9627872.520000000000</valUSD>
        <pctVal>0.0837862466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEVELOPMENT BANK OF JAPAN INC</name>
        <lei>5493001HGBABMWFZUI25</lei>
        <title>DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC (B) 1.25% 10-20-26</title>
        <cusip>25159MBD8</cusip>
        <identifiers>
          <isin value="US25159MBD83"/>
          <other otherDesc="CG Symbol" value="FDD10442"/>
        </identifiers>
        <balance>17276000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16646082.490000000000</valUSD>
        <pctVal>0.1448619900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEVELOPMENT BANK OF JAPAN INC</name>
        <lei>5493001HGBABMWFZUI25</lei>
        <title>DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC 1.75% 02-18-25</title>
        <cusip>25159MBF3</cusip>
        <identifiers>
          <isin value="US25159MBF32"/>
          <other otherDesc="CG Symbol" value="FDD16266"/>
        </identifiers>
        <balance>14294000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14242305.750000000000</valUSD>
        <pctVal>0.1239432013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEXIA CREDIT LOCAL SA</name>
        <lei>N/A</lei>
        <title>DEXIA CREDIT LOCAL SA 144A LIFE SR UNSEC 0.5% 07-16-24</title>
        <cusip>25214BBB9</cusip>
        <identifiers>
          <isin value="US25214BBB99"/>
          <other otherDesc="CG Symbol" value="FDD8843"/>
        </identifiers>
        <balance>11000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10695553.000000000000</valUSD>
        <pctVal>0.0930777012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K044 A2 (MF) 2.811% 01-25-25</title>
        <cusip>3137BHCY1</cusip>
        <identifiers>
          <isin value="US3137BHCY14"/>
          <other otherDesc="CG Symbol" value="FDF10858"/>
        </identifiers>
        <balance>1000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1023079.000000000000</valUSD>
        <pctVal>0.0089033116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.811000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K036 A2 (MF) 3.527% 10-25-23</title>
        <cusip>3137B7MZ9</cusip>
        <identifiers>
          <isin value="US3137B7MZ99"/>
          <other otherDesc="CG Symbol" value="FDF1224"/>
        </identifiers>
        <balance>2090000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2145086.130000000000</valUSD>
        <pctVal>0.0186675421</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.527000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 0.625% 04-22-25</title>
        <cusip>3135G03U5</cusip>
        <identifiers>
          <isin value="US3135G03U56"/>
          <other otherDesc="CG Symbol" value="FDF4948"/>
        </identifiers>
        <balance>12100000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11716828.090000000000</valUSD>
        <pctVal>0.1019653143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC 0.375% 05-05-23</title>
        <cusip>3137EAER6</cusip>
        <identifiers>
          <isin value="US3137EAER64"/>
          <other otherDesc="CG Symbol" value="FDF5034"/>
        </identifiers>
        <balance>2000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1981.030000000000</valUSD>
        <pctVal>0.0000172398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 0.25% 05-22-23</title>
        <cusip>3135G04Q3</cusip>
        <identifiers>
          <isin value="US3135G04Q36"/>
          <other otherDesc="CG Symbol" value="FDF5108"/>
        </identifiers>
        <balance>22381000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22125113.550000000000</valUSD>
        <pctVal>0.1925430791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC UNSEC 0.25% 06-26-23</title>
        <cusip>3137EAES4</cusip>
        <identifiers>
          <isin value="US3137EAES48"/>
          <other otherDesc="CG Symbol" value="FDF5238"/>
        </identifiers>
        <balance>14244000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14080577.160000000000</valUSD>
        <pctVal>0.1225357635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 0.875% 08-05-30</title>
        <cusip>3135G05Q2</cusip>
        <identifiers>
          <isin value="US3135G05Q27"/>
          <other otherDesc="CG Symbol" value="FDF5443"/>
        </identifiers>
        <balance>14375000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13044209.940000000000</valUSD>
        <pctVal>0.1135168116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 0.375% 08-25-25</title>
        <cusip>3135G05X7</cusip>
        <identifiers>
          <isin value="US3135G05X77"/>
          <other otherDesc="CG Symbol" value="FDF5556"/>
        </identifiers>
        <balance>19044000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18194529.050000000000</valUSD>
        <pctVal>0.1583372957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAPAN BANK FOR INTERNATIONAL COOPERATION</name>
        <lei>549300TJ3QFYVCTSCJ29</lei>
        <title>JBIC GLOBAL SR UNSEC 1.75% 10-17-24</title>
        <cusip>471048CD8</cusip>
        <identifiers>
          <isin value="US471048CD83"/>
          <other otherDesc="CG Symbol" value="FDJ4076"/>
        </identifiers>
        <balance>3594000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3597867.140000000000</valUSD>
        <pctVal>0.0313103215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KFW</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW GLOBAL USD 1.375% 08-05-24</title>
        <cusip>500769JC9</cusip>
        <identifiers>
          <isin value="US500769JC98"/>
          <other otherDesc="CG Symbol" value="FDK3877"/>
        </identifiers>
        <balance>15165000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15089842.260000000000</valUSD>
        <pctVal>0.1313188602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KFW</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW GLOBAL USD 0.375% 07-18-25</title>
        <cusip>500769JF2</cusip>
        <identifiers>
          <isin value="US500769JF20"/>
          <other otherDesc="CG Symbol" value="FDK5286"/>
        </identifiers>
        <balance>5753000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5493390.120000000000</valUSD>
        <pctVal>0.0478060484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOMMUNALBANKEN AS</name>
        <lei>I7ETN0QQO2AHZZGHJ389</lei>
        <title>KOMMUNALBANKEN USD 144A LIFE 0.375% 09-11-25</title>
        <cusip>50048MCW8</cusip>
        <identifiers>
          <isin value="US50048MCW82"/>
          <other otherDesc="CG Symbol" value="FDK5590"/>
        </identifiers>
        <balance>29046000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27614584.070000000000</valUSD>
        <pctVal>0.2403150173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KFW</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW GLOBAL USD 0.25% 10-19-23</title>
        <cusip>500769JH8</cusip>
        <identifiers>
          <isin value="US500769JH85"/>
          <other otherDesc="CG Symbol" value="FDK5679"/>
        </identifiers>
        <balance>23990000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23556860.550000000000</valUSD>
        <pctVal>0.2050028107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KFW</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW GLOBAL USD 0.625% 01-22-26</title>
        <cusip>500769JJ4</cusip>
        <identifiers>
          <isin value="US500769JJ42"/>
          <other otherDesc="CG Symbol" value="FDK6440"/>
        </identifiers>
        <balance>8396000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8021916.220000000000</valUSD>
        <pctVal>0.0698104643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KFW</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW GLOBAL USD 0.25% 04-25-23</title>
        <cusip>500769JN5</cusip>
        <identifiers>
          <isin value="US500769JN53"/>
          <other otherDesc="CG Symbol" value="FDK7413"/>
        </identifiers>
        <balance>47143000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46641822.770000000000</valUSD>
        <pctVal>0.4058989416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOMMUNALBANKEN AS</name>
        <lei>I7ETN0QQO2AHZZGHJ389</lei>
        <title>KOMMUNALBANKEN USD 144A LIFE 0.5% 10-21-24</title>
        <cusip>50048MDA5</cusip>
        <identifiers>
          <isin value="US50048MDA53"/>
          <other otherDesc="CG Symbol" value="FDK7502"/>
        </identifiers>
        <balance>8960000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8684928.000000000000</valUSD>
        <pctVal>0.0755803027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KFW</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW GLOBAL USD 0.5% 09-20-24</title>
        <cusip>500769JP0</cusip>
        <identifiers>
          <isin value="US500769JP02"/>
          <other otherDesc="CG Symbol" value="FDK8804"/>
        </identifiers>
        <balance>20594000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20015205.630000000000</valUSD>
        <pctVal>0.1741816743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OESTERREICHISCHE KONTROLLBANK AG</name>
        <lei>5299000OVRLMF858L016</lei>
        <title>OESTERREICHISCHE KONTROLLBANK GLOBAL 0.375% 09-17-25</title>
        <cusip>676167CB3</cusip>
        <identifiers>
          <isin value="US676167CB35"/>
          <other otherDesc="CG Symbol" value="FDO5617"/>
        </identifiers>
        <balance>9375000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8913871.880000000000</valUSD>
        <pctVal>0.0775726793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OESTERREICHISCHE KONTROLLBANK AG</name>
        <lei>5299000OVRLMF858L016</lei>
        <title>OESTERREICHISCHE KONTROLLBANK GLOBAL 0.5% 09-16-24</title>
        <cusip>676167CD9</cusip>
        <identifiers>
          <isin value="US676167CD90"/>
          <other otherDesc="CG Symbol" value="FDO9422"/>
        </identifiers>
        <balance>24582000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23887460.170000000000</valUSD>
        <pctVal>0.2078798431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ONTARIO TEACHERS FINANCE TRUST</name>
        <lei>635400ZZE5J8OXXBBY26</lei>
        <title>ONTARIO TEACHERS FINANCE 144A LIFE UNSEC 0.875% 09-21-26</title>
        <cusip>68329AAK4</cusip>
        <identifiers>
          <isin value="US68329AAK43"/>
          <other otherDesc="CG Symbol" value="FDO9505"/>
        </identifiers>
        <balance>13389000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12783291.010000000000</valUSD>
        <pctVal>0.1112461731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QUEBEC (PROVINCE OF)</name>
        <lei>549300WN65YFEQH74Y36</lei>
        <title>QUEBEC PROV 0.6% 07-23-25</title>
        <cusip>748148SC8</cusip>
        <identifiers>
          <isin value="US748148SC86"/>
          <other otherDesc="CG Symbol" value="FDQ5342"/>
        </identifiers>
        <balance>6415000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6120302.600000000000</valUSD>
        <pctVal>0.0532617338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SAUDI ARABIAN OIL CO</name>
        <lei>5586006WD91QHB7J4X50</lei>
        <title>SAUDI ARABIAN OIL 144A LIFE SR UNSEC 1.25% 11-24-23</title>
        <cusip>80414L2G9</cusip>
        <identifiers>
          <isin value="US80414L2G95"/>
          <other otherDesc="CG Symbol" value="FDS5975"/>
        </identifiers>
        <balance>640000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>632534.400000000000</valUSD>
        <pctVal>0.0055046100</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SAUDI ARABIAN OIL CO</name>
        <lei>5586006WD91QHB7J4X50</lei>
        <title>SAUDI ARABIAN OIL 144A LIFE SR UNSEC 1.625% 11-24-25</title>
        <cusip>80414L2H7</cusip>
        <identifiers>
          <isin value="US80414L2H78"/>
          <other otherDesc="CG Symbol" value="FDS5977"/>
        </identifiers>
        <balance>2690000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2604414.960000000000</valUSD>
        <pctVal>0.0226648363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CANADA (GOVERNMENT OF)</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
        <title>CANADA GOVT GLOBAL 0.75% 05-19-26</title>
        <cusip>427028AB1</cusip>
        <identifiers>
          <isin value="US427028AB18"/>
          <other otherDesc="CG Symbol" value="FGC22135"/>
        </identifiers>
        <balance>23510000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22460819.230000000000</valUSD>
        <pctVal>0.1954645469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DENMARK (KINGDOM OF)</name>
        <lei>549300PTO6LS1PTM6607</lei>
        <title>DENMARK GOVT 144A LIFE SR UNSEC 0.125% 10-27-22</title>
        <cusip>24850NAD2</cusip>
        <identifiers>
          <isin value="US24850NAD21"/>
          <other otherDesc="CG Symbol" value="FGD20664"/>
        </identifiers>
        <balance>10480000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10430639.200000000000</valUSD>
        <pctVal>0.0907722975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DENMARK (KINGDOM OF)</name>
        <lei>549300PTO6LS1PTM6607</lei>
        <title>DENMARK GOVT REG S SR UNSEC 0.125% 10-27-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2249779302"/>
          <other otherDesc="CG Symbol" value="FGD20703"/>
        </identifiers>
        <balance>7850000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7813026.500000000000</valUSD>
        <pctVal>0.0679926083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOMMUNINVEST I SVERIGE AB</name>
        <lei>EV2XZWMLLXF2QRX0CD47</lei>
        <title>KOMMUNINVEST I SVERIGE 144A LIFE UNSEC 0.375% 02-16-24</title>
        <cusip>50046PBN4</cusip>
        <identifiers>
          <isin value="US50046PBN42"/>
          <other otherDesc="CG Symbol" value="FGK20233"/>
        </identifiers>
        <balance>25000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24449550.000000000000</valUSD>
        <pctVal>0.2127714115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOMMUNINVEST I SVERIGE AB</name>
        <lei>EV2XZWMLLXF2QRX0CD47</lei>
        <title>KOMMUNINVEST I SVERIGE 144A LIFE UNSEC 0.25% 08-09-23</title>
        <cusip>50046PEM3</cusip>
        <identifiers>
          <isin value="US50046PEM32"/>
          <other otherDesc="CG Symbol" value="FGK20840"/>
        </identifiers>
        <balance>17648000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17372814.740000000000</valUSD>
        <pctVal>0.1511863537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOMMUNINVEST I SVERIGE AB</name>
        <lei>EV2XZWMLLXF2QRX0CD47</lei>
        <title>KOMMUNINVEST I SVERIGE 144A LIFE SR UNSEC 0.5% 07-05-23</title>
        <cusip>50046PBV6</cusip>
        <identifiers>
          <isin value="US50046PBV67"/>
          <other otherDesc="CG Symbol" value="FGK24638"/>
        </identifiers>
        <balance>19752000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19537829.060000000000</valUSD>
        <pctVal>0.1700273202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY I/L 0.125% 04-15-22</title>
        <cusip>912828X39</cusip>
        <identifiers>
          <isin value="US912828X398"/>
          <other otherDesc="CG Symbol" value="FGT14151"/>
        </identifiers>
        <balance>185976362.250000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>188290015.200000000000</valUSD>
        <pctVal>1.6385877167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 2.625% 12-31-23</title>
        <cusip>9128285U0</cusip>
        <identifiers>
          <isin value="US9128285U08"/>
          <other otherDesc="CG Symbol" value="FGT18064"/>
        </identifiers>
        <balance>223361000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228251600.780000000000</valUSD>
        <pctVal>1.9863521120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY I/L 0.125% 10-15-24</title>
        <cusip>912828YL8</cusip>
        <identifiers>
          <isin value="US912828YL86"/>
          <other otherDesc="CG Symbol" value="FGT19185"/>
        </identifiers>
        <balance>36436371.101000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38767866.980000000000</valUSD>
        <pctVal>0.3373760981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.625% 12-15-22</title>
        <cusip>912828YW4</cusip>
        <identifiers>
          <isin value="US912828YW42"/>
          <other otherDesc="CG Symbol" value="FGT19356"/>
        </identifiers>
        <balance>243664600.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245039331.310000000000</valUSD>
        <pctVal>2.1324467895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.375% 02-15-23</title>
        <cusip>912828Z86</cusip>
        <identifiers>
          <isin value="US912828Z864"/>
          <other otherDesc="CG Symbol" value="FGT19586"/>
        </identifiers>
        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10031641.000000000000</valUSD>
        <pctVal>0.0873000286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY I/L 0.125% 04-15-25</title>
        <cusip>912828ZJ2</cusip>
        <identifiers>
          <isin value="US912828ZJ22"/>
          <other otherDesc="CG Symbol" value="FGT19893"/>
        </identifiers>
        <balance>126819498.780000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134842341.580000000000</valUSD>
        <pctVal>1.1734610801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.375% 04-30-25</title>
        <cusip>912828ZL7</cusip>
        <identifiers>
          <isin value="US912828ZL77"/>
          <other otherDesc="CG Symbol" value="FGT19902"/>
        </identifiers>
        <balance>35000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33603787.000000000000</valUSD>
        <pctVal>0.2924358605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.125% 04-30-22</title>
        <cusip>912828ZM5</cusip>
        <identifiers>
          <isin value="US912828ZM50"/>
          <other otherDesc="CG Symbol" value="FGT19903"/>
        </identifiers>
        <balance>80000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79984744.000000000000</valUSD>
        <pctVal>0.6960646262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 0.625% 05-15-30</title>
        <cusip>912828ZQ6</cusip>
        <identifiers>
          <isin value="US912828ZQ64"/>
          <other otherDesc="CG Symbol" value="FGT19962"/>
        </identifiers>
        <balance>2000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1820564.800000000000</valUSD>
        <pctVal>0.0158434058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.125% 05-15-23</title>
        <cusip>912828ZP8</cusip>
        <identifiers>
          <isin value="US912828ZP81"/>
          <other otherDesc="CG Symbol" value="FGT19966"/>
        </identifiers>
        <balance>245700000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242695924.380000000000</valUSD>
        <pctVal>2.1120533671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY I/L FRN 0.625% 01-15-24</title>
        <cusip>912828B25</cusip>
        <identifiers>
          <isin value="US912828B253"/>
          <other otherDesc="CG Symbol" value="FGT203"/>
        </identifiers>
        <balance>45727699.136000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48630111.450000000000</valUSD>
        <pctVal>0.4232019590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.125% 10-15-23</title>
        <cusip>91282CAP6</cusip>
        <identifiers>
          <isin value="US91282CAP68"/>
          <other otherDesc="CG Symbol" value="FGT20605"/>
        </identifiers>
        <balance>108500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106348683.700000000000</valUSD>
        <pctVal>0.9254959516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY I/L 0.125% 10-15-25</title>
        <cusip>91282CAQ4</cusip>
        <identifiers>
          <isin value="US91282CAQ42"/>
          <other otherDesc="CG Symbol" value="FGT20680"/>
        </identifiers>
        <balance>7736472.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8271482.400000000000</valUSD>
        <pctVal>0.0719823058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 0.875% 11-15-30</title>
        <cusip>91282CAV3</cusip>
        <identifiers>
          <isin value="US91282CAV37"/>
          <other otherDesc="CG Symbol" value="FGT20753"/>
        </identifiers>
        <balance>9850000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9111896.160000000000</valUSD>
        <pctVal>0.0792959792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 1.375% 11-15-40</title>
        <cusip>912810ST6</cusip>
        <identifiers>
          <isin value="US912810ST60"/>
          <other otherDesc="CG Symbol" value="FGT20778"/>
        </identifiers>
        <balance>1400000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1211077.840000000000</valUSD>
        <pctVal>0.0105393654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.375% 12-31-25</title>
        <cusip>91282CBC4</cusip>
        <identifiers>
          <isin value="US91282CBC47"/>
          <other otherDesc="CG Symbol" value="FGT20983"/>
        </identifiers>
        <balance>15000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14260546.500000000000</valUSD>
        <pctVal>0.1241019408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 1.875% 02-15-51</title>
        <cusip>912810SU3</cusip>
        <identifiers>
          <isin value="US912810SU34"/>
          <other otherDesc="CG Symbol" value="FGT21393"/>
        </identifiers>
        <balance>1009900.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>940873.230000000000</valUSD>
        <pctVal>0.0081879186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.125% 02-15-24</title>
        <cusip>91282CBM2</cusip>
        <identifiers>
          <isin value="US91282CBM29"/>
          <other otherDesc="CG Symbol" value="FGT21394"/>
        </identifiers>
        <balance>333562800.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>325003778.690000000000</valUSD>
        <pctVal>2.8283347850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 1.125% 02-15-31</title>
        <cusip>91282CBL4</cusip>
        <identifiers>
          <isin value="US91282CBL46"/>
          <other otherDesc="CG Symbol" value="FGT21396"/>
        </identifiers>
        <balance>1569300.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1480448.900000000000</valUSD>
        <pctVal>0.0128835583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 1.875% 02-15-41</title>
        <cusip>912810SW9</cusip>
        <identifiers>
          <isin value="US912810SW99"/>
          <other otherDesc="CG Symbol" value="FGT21470"/>
        </identifiers>
        <balance>1464900.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1377867.360000000000</valUSD>
        <pctVal>0.0119908458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.25% 03-15-24</title>
        <cusip>91282CBR1</cusip>
        <identifiers>
          <isin value="US91282CBR16"/>
          <other otherDesc="CG Symbol" value="FGT21611"/>
        </identifiers>
        <balance>250000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243782950.000000000000</valUSD>
        <pctVal>2.1215131721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY I/L 0.125% 04-15-26</title>
        <cusip>91282CCA7</cusip>
        <identifiers>
          <isin value="US91282CCA71"/>
          <other otherDesc="CG Symbol" value="FGT22010"/>
        </identifiers>
        <balance>87760368.366000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93643914.730000000000</valUSD>
        <pctVal>0.8149331140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.125% 08-31-23</title>
        <cusip>91282CCU3</cusip>
        <identifiers>
          <isin value="US91282CCU36"/>
          <other otherDesc="CG Symbol" value="FGT23794"/>
        </identifiers>
        <balance>275000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>270193715.000000000000</valUSD>
        <pctVal>2.3513519932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY I/L 0.125% 10-15-26</title>
        <cusip>91282CDC2</cusip>
        <identifiers>
          <isin value="US91282CDC29"/>
          <other otherDesc="CG Symbol" value="FGT24412"/>
        </identifiers>
        <balance>51014500.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54808700.000000000000</valUSD>
        <pctVal>0.4769709243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.125% 10-31-26</title>
        <cusip>91282CDG3</cusip>
        <identifiers>
          <isin value="US91282CDG33"/>
          <other otherDesc="CG Symbol" value="FGT24452"/>
        </identifiers>
        <balance>7539600.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7330688.240000000000</valUSD>
        <pctVal>0.0637950753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.75% 12-31-23</title>
        <cusip>91282CDR9</cusip>
        <identifiers>
          <isin value="US91282CDR97"/>
          <other otherDesc="CG Symbol" value="FGT24998"/>
        </identifiers>
        <balance>250000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246938600.000000000000</valUSD>
        <pctVal>2.1489751133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.125% 01-15-25</title>
        <cusip>91282CDS7</cusip>
        <identifiers>
          <isin value="US91282CDS70"/>
          <other otherDesc="CG Symbol" value="FGT25037"/>
        </identifiers>
        <balance>9150000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9021615.440000000000</valUSD>
        <pctVal>0.0785103142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 1.75% 01-31-29</title>
        <cusip>91282CDW8</cusip>
        <identifiers>
          <isin value="US91282CDW82"/>
          <other otherDesc="CG Symbol" value="FGT25192"/>
        </identifiers>
        <balance>54000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53774015.400000000000</valUSD>
        <pctVal>0.4679666153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.5% 02-15-25</title>
        <cusip>91282CDZ1</cusip>
        <identifiers>
          <isin value="US91282CDZ14"/>
          <other otherDesc="CG Symbol" value="FGT25337"/>
        </identifiers>
        <balance>128856100.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128398982.990000000000</valUSD>
        <pctVal>1.1173879621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY I/L FRN 0.125% 07-15-24</title>
        <cusip>912828WU0</cusip>
        <identifiers>
          <isin value="US912828WU04"/>
          <other otherDesc="CG Symbol" value="FGT3523"/>
        </identifiers>
        <balance>33111594.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35243711.400000000000</valUSD>
        <pctVal>0.3067072491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY I/L FRN 0.375% 07-15-25</title>
        <cusip>912828XL9</cusip>
        <identifiers>
          <isin value="US912828XL95"/>
          <other otherDesc="CG Symbol" value="FGT8336"/>
        </identifiers>
        <balance>9287793.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10016220.400000000000</valUSD>
        <pctVal>0.0871658314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARES CLO LTD ARES_17-42A</name>
        <lei>5493004S1FMDW7K3MU50</lei>
        <title>ARES 17-42A AR CLO 144A FRN (L+92) 01-22-28</title>
        <cusip>04016LAQ0</cusip>
        <identifiers>
          <isin value="US04016LAQ05"/>
          <other otherDesc="CG Symbol" value="FAA10074"/>
        </identifiers>
        <balance>13042826.500000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13028414.180000000000</valUSD>
        <pctVal>0.1133793495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.1788600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLEGRO CLO I ALLEG_16-1A</name>
        <lei>635400THLJMIHHPCEN50</lei>
        <title>ALLEG 16-1A AR2 FRN (L+95) 01-15-30</title>
        <cusip>01749TAN0</cusip>
        <identifiers>
          <isin value="US01749TAN00"/>
          <other otherDesc="CG Symbol" value="FAA10452"/>
        </identifiers>
        <balance>10609198.010000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10604423.870000000000</valUSD>
        <pctVal>0.0922846529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.1912900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARGENT SECURITIES INC ARSI_05-W2</name>
        <lei>N/A</lei>
        <title>ARSI 05-W2 M1 FRN (L+73.5) 10-25-35</title>
        <cusip>040104ND9</cusip>
        <identifiers>
          <isin value="US040104ND92"/>
          <other otherDesc="CG Symbol" value="FAA10672"/>
        </identifiers>
        <balance>2736977.450000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2728498.290000000000</valUSD>
        <pctVal>0.0237446674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.9218600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.875% 09-30-22</title>
        <cusip>9128282W9</cusip>
        <identifiers>
          <isin value="US9128282W90"/>
          <other otherDesc="CG Symbol" value="FGU15263"/>
        </identifiers>
        <balance>19480000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19608145.280000000000</valUSD>
        <pctVal>0.1706392448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 2.5% 03-31-23</title>
        <cusip>9128284D9</cusip>
        <identifiers>
          <isin value="US9128284D91"/>
          <other otherDesc="CG Symbol" value="FGU16489"/>
        </identifiers>
        <balance>16121300.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16357643.090000000000</valUSD>
        <pctVal>0.1423518555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 2.75% 04-30-23</title>
        <cusip>9128284L1</cusip>
        <identifiers>
          <isin value="US9128284L18"/>
          <other otherDesc="CG Symbol" value="FGU16613"/>
        </identifiers>
        <balance>98795400.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100579111.430000000000</valUSD>
        <pctVal>0.8752864371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY I/L 0.125% 07-15-22</title>
        <cusip>912828TE0</cusip>
        <identifiers>
          <isin value="US912828TE09"/>
          <other otherDesc="CG Symbol" value="FGU742"/>
        </identifiers>
        <balance>190380031.400000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196425058.280000000000</valUSD>
        <pctVal>1.7093826638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AFFIRM ASSET SECURITIZATION TRUST AFFRM_21-B</name>
        <lei>N/A</lei>
        <title>AFFRM 21-B A 144A 1.03% 08-17-26/03-15-24</title>
        <cusip>00834DAA1</cusip>
        <identifiers>
          <isin value="US00834DAA19"/>
          <other otherDesc="CG Symbol" value="FAA11116"/>
        </identifiers>
        <balance>22156000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21802102.210000000000</valUSD>
        <pctVal>0.1897320835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.030000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AFFIRM ASSET SECURITIZATION TRUST 21-Z2</name>
        <lei>N/A</lei>
        <title>AFFRM 21-Z2 A 144A 1.17% 11-16-26</title>
        <cusip>00834TAA6</cusip>
        <identifiers>
          <isin value="US00834TAA60"/>
          <other otherDesc="CG Symbol" value="FAA11694"/>
        </identifiers>
        <balance>13224560.060000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13118194.920000000000</valUSD>
        <pctVal>0.1141606635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.170000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_18-1A</name>
        <lei>N/A</lei>
        <title>AESOP 18-1A A 144A 3.7% 09-20-24/23</title>
        <cusip>05377RCY8</cusip>
        <identifiers>
          <isin value="US05377RCY80"/>
          <other otherDesc="CG Symbol" value="FAA6424"/>
        </identifiers>
        <balance>1080000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1109587.680000000000</valUSD>
        <pctVal>0.0096561506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_19-1A</name>
        <lei>N/A</lei>
        <title>AESOP 19-1A A 144A 3.45% 03-20-23/03-21-22</title>
        <cusip>05377RDG6</cusip>
        <identifiers>
          <isin value="US05377RDG65"/>
          <other otherDesc="CG Symbol" value="FAA8323"/>
        </identifiers>
        <balance>3874500.080000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3880823.260000000000</valUSD>
        <pctVal>0.0337727379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A</name>
        <lei>N/A</lei>
        <title>AESOP 19-2A A 144A 3.35% 09-22-25/24</title>
        <cusip>05377RDL5</cusip>
        <identifiers>
          <isin value="US05377RDL50"/>
          <other otherDesc="CG Symbol" value="FAA8324"/>
        </identifiers>
        <balance>12965000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13337147.360000000000</valUSD>
        <pctVal>0.1160660899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_17-2A</name>
        <lei>N/A</lei>
        <title>AESOP 17-2A A 144A 2.97% 03-20-24/23</title>
        <cusip>05377RCU6</cusip>
        <identifiers>
          <isin value="US05377RCU68"/>
          <other otherDesc="CG Symbol" value="FAA8325"/>
        </identifiers>
        <balance>7225000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7327544.430000000000</valUSD>
        <pctVal>0.0637677164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.970000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_18-2A</name>
        <lei>N/A</lei>
        <title>AESOP 18-2A A 144A 4.0% 03-20-25/24</title>
        <cusip>05377RDC5</cusip>
        <identifiers>
          <isin value="US05377RDC51"/>
          <other otherDesc="CG Symbol" value="FAA8327"/>
        </identifiers>
        <balance>12750000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13252554.000000000000</valUSD>
        <pctVal>0.1153299190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A</name>
        <lei>N/A</lei>
        <title>AESOP 2020-1A A 144A 2.33% 08-20-26/25</title>
        <cusip>05377RDU5</cusip>
        <identifiers>
          <isin value="US05377RDU59"/>
          <other otherDesc="CG Symbol" value="FAA8404"/>
        </identifiers>
        <balance>1250000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1252600.000000000000</valUSD>
        <pctVal>0.0109007106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.330000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 2.125% 12-31-22</title>
        <cusip>912828N30</cusip>
        <identifiers>
          <isin value="US912828N308"/>
          <other otherDesc="CG Symbol" value="FGU9081"/>
        </identifiers>
        <balance>1192000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1203279.540000000000</valUSD>
        <pctVal>0.0104715010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 2.25% 04-30-24</title>
        <cusip>9128286R6</cusip>
        <identifiers>
          <isin value="US9128286R69"/>
          <other otherDesc="CG Symbol" value="FGW18679"/>
        </identifiers>
        <balance>50000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50789045.000000000000</valUSD>
        <pctVal>0.4419900078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_19-3A</name>
        <lei>N/A</lei>
        <title>AESOP 19-3A A 144A 2.36% 03-20-26/25</title>
        <cusip>05377RDQ4</cusip>
        <identifiers>
          <isin value="US05377RDQ48"/>
          <other otherDesc="CG Symbol" value="FAA8553"/>
        </identifiers>
        <balance>2280000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2281739.640000000000</valUSD>
        <pctVal>0.0198567648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.360000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2</name>
        <lei>N/A</lei>
        <title>AMCAR 20-2 A3 0.66% 12-18-24/02-21-23</title>
        <cusip>03066EAD6</cusip>
        <identifiers>
          <isin value="US03066EAD67"/>
          <other otherDesc="CG Symbol" value="FAA8761"/>
        </identifiers>
        <balance>4444000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4433401.060000000000</valUSD>
        <pctVal>0.0385815281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.660000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.75% 07-31-24</title>
        <cusip>912828Y87</cusip>
        <identifiers>
          <isin value="US912828Y875"/>
          <other otherDesc="CG Symbol" value="FGW18967"/>
        </identifiers>
        <balance>14080000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14153020.290000000000</valUSD>
        <pctVal>0.1231661975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.5% 08-15-22</title>
        <cusip>912828YA2</cusip>
        <identifiers>
          <isin value="US912828YA22"/>
          <other otherDesc="CG Symbol" value="FGW19011"/>
        </identifiers>
        <balance>235500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>236491007.550000000000</valUSD>
        <pctVal>2.0580552807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AFFIRM ASSET SECURITIZATION TRUST AFFRM_20-A</name>
        <lei>N/A</lei>
        <title>AFFRM 20-A A 144A 2.1% 02-18-25/10-17-22</title>
        <cusip>00833LAA4</cusip>
        <identifiers>
          <isin value="US00833LAA44"/>
          <other otherDesc="CG Symbol" value="FAA8772"/>
        </identifiers>
        <balance>13537000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13545352.330000000000</valUSD>
        <pctVal>0.1178779869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2</name>
        <lei>N/A</lei>
        <title>AESOP 20-2 A 144A 2.02% 02-20-27/26</title>
        <cusip>05377RDY7</cusip>
        <identifiers>
          <isin value="US05377RDY71"/>
          <other otherDesc="CG Symbol" value="FAA8774"/>
        </identifiers>
        <balance>10786000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10663956.410000000000</valUSD>
        <pctVal>0.0928027329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.020000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.5% 09-15-22</title>
        <cusip>912828YF1</cusip>
        <identifiers>
          <isin value="US912828YF19"/>
          <other otherDesc="CG Symbol" value="FGW19071"/>
        </identifiers>
        <balance>220605000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221570146.880000000000</valUSD>
        <pctVal>1.9282069773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.5% 11-30-24</title>
        <cusip>912828YV6</cusip>
        <identifiers>
          <isin value="US912828YV68"/>
          <other otherDesc="CG Symbol" value="FGW19344"/>
        </identifiers>
        <balance>19500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19447429.950000000000</valUSD>
        <pctVal>0.1692406249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1</name>
        <lei>N/A</lei>
        <title>ACAR 21-1 A 144A 0.35% 05-13-24/22</title>
        <cusip>02528BAA2</cusip>
        <identifiers>
          <isin value="US02528BAA26"/>
          <other otherDesc="CG Symbol" value="FAA9293"/>
        </identifiers>
        <balance>2291085.320000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2290409.450000000000</valUSD>
        <pctVal>0.0199322135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1</name>
        <lei>N/A</lei>
        <title>ACAR 21-1 B 144A 0.61% 03-13-25/12-13-22</title>
        <cusip>02528BAC8</cusip>
        <identifiers>
          <isin value="US02528BAC81"/>
          <other otherDesc="CG Symbol" value="FAA9294"/>
        </identifiers>
        <balance>1441000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1439097.880000000000</valUSD>
        <pctVal>0.0125237024</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.610000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.75% 12-31-24</title>
        <cusip>912828YY0</cusip>
        <identifiers>
          <isin value="US912828YY08"/>
          <other otherDesc="CG Symbol" value="FGW19376"/>
        </identifiers>
        <balance>39000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39138816.600000000000</valUSD>
        <pctVal>0.3406042751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.5% 01-31-27</title>
        <cusip>912828Z78</cusip>
        <identifiers>
          <isin value="US912828Z781"/>
          <other otherDesc="CG Symbol" value="FGW19510"/>
        </identifiers>
        <balance>1128000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1115362.900000000000</valUSD>
        <pctVal>0.0097064093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.375% 01-31-25</title>
        <cusip>912828Z52</cusip>
        <identifiers>
          <isin value="US912828Z526"/>
          <other otherDesc="CG Symbol" value="FGW19511"/>
        </identifiers>
        <balance>74640000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74091261.650000000000</valUSD>
        <pctVal>0.6447767882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.375% 03-31-22</title>
        <cusip>912828ZG8</cusip>
        <identifiers>
          <isin value="US912828ZG82"/>
          <other otherDesc="CG Symbol" value="FGW19701"/>
        </identifiers>
        <balance>700.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>700.150000000000</valUSD>
        <pctVal>0.0000060930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AFFIRM ASSET SECURITIZATION TRUST AFFRM_21-A</name>
        <lei>N/A</lei>
        <title>AFFRM 21-A A 144A 0.88% 08-15-25/03-15-23</title>
        <cusip>00833MAA2</cusip>
        <identifiers>
          <isin value="US00833MAA27"/>
          <other otherDesc="CG Symbol" value="FAA9433"/>
        </identifiers>
        <balance>13197000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13164588.170000000000</valUSD>
        <pctVal>0.1145643992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.880000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLEGRO CLO I LTD ALLEG_17-1A</name>
        <lei>254900TYK5TGNAFE3053</lei>
        <title>ALLEG 17-1A AR 144A CLO FRN (L+95) 10-16-30</title>
        <cusip>01748RAL9</cusip>
        <identifiers>
          <isin value="US01748RAL96"/>
          <other otherDesc="CG Symbol" value="FAA9812"/>
        </identifiers>
        <balance>7947000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7907408.050000000000</valUSD>
        <pctVal>0.0688139607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.1912900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 0.5% 03-31-25</title>
        <cusip>912828ZF0</cusip>
        <identifiers>
          <isin value="US912828ZF00"/>
          <other otherDesc="CG Symbol" value="FGW19702"/>
        </identifiers>
        <balance>70000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67588.080000000000</valUSD>
        <pctVal>0.0005881831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.125% 05-31-22</title>
        <cusip>912828ZR4</cusip>
        <identifiers>
          <isin value="US912828ZR48"/>
          <other otherDesc="CG Symbol" value="FGW20029"/>
        </identifiers>
        <balance>23000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22986335.700000000000</valUSD>
        <pctVal>0.2000378368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.25% 06-15-23</title>
        <cusip>912828ZU7</cusip>
        <identifiers>
          <isin value="US912828ZU76"/>
          <other otherDesc="CG Symbol" value="FGW20127"/>
        </identifiers>
        <balance>171086300.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>168982075.380000000000</valUSD>
        <pctVal>1.4705610001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.25% 06-30-25</title>
        <cusip>912828ZW3</cusip>
        <identifiers>
          <isin value="US912828ZW33"/>
          <other otherDesc="CG Symbol" value="FGW20193"/>
        </identifiers>
        <balance>15495000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14770286.450000000000</valUSD>
        <pctVal>0.1285379361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.125% 06-30-22</title>
        <cusip>912828ZX1</cusip>
        <identifiers>
          <isin value="US912828ZX16"/>
          <other otherDesc="CG Symbol" value="FGW20195"/>
        </identifiers>
        <balance>12000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11985703.200000000000</valUSD>
        <pctVal>0.1043051912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.25% 07-31-25</title>
        <cusip>91282CAB7</cusip>
        <identifiers>
          <isin value="US91282CAB72"/>
          <other otherDesc="CG Symbol" value="FGW20346"/>
        </identifiers>
        <balance>5000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4763402.500000000000</valUSD>
        <pctVal>0.0414533549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.125% 08-15-23</title>
        <cusip>91282CAF8</cusip>
        <identifiers>
          <isin value="US91282CAF86"/>
          <other otherDesc="CG Symbol" value="FGW20377"/>
        </identifiers>
        <balance>85000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83562930.500000000000</valUSD>
        <pctVal>0.7272036775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.125% 08-31-22</title>
        <cusip>91282CAG6</cusip>
        <identifiers>
          <isin value="US91282CAG69"/>
          <other otherDesc="CG Symbol" value="FGW20420"/>
        </identifiers>
        <balance>38600000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38493398.380000000000</valUSD>
        <pctVal>0.3349875440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BHG SECURITIZATION TRUST BHG_21-A</name>
        <lei>N/A</lei>
        <title>BHG 21-A A 144A 1.42% 11-17-33</title>
        <cusip>08861YAA4</cusip>
        <identifiers>
          <isin value="US08861YAA47"/>
          <other otherDesc="CG Symbol" value="FAB10252"/>
        </identifiers>
        <balance>5692170.330000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5573317.810000000000</valUSD>
        <pctVal>0.0485016165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.420000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BHG SECURITIZATION TRUST BHG_21-B</name>
        <lei>N/A</lei>
        <title>BHG 21-B A 144A 0.9% 10-17-34</title>
        <cusip>08862BAA3</cusip>
        <identifiers>
          <isin value="US08862BAA35"/>
          <other otherDesc="CG Symbol" value="FAB11353"/>
        </identifiers>
        <balance>7015853.450000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6917147.410000000000</valUSD>
        <pctVal>0.0601962498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.375% 09-30-27</title>
        <cusip>91282CAL5</cusip>
        <identifiers>
          <isin value="US91282CAL54"/>
          <other otherDesc="CG Symbol" value="FGW20560"/>
        </identifiers>
        <balance>3500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3242143.800000000000</valUSD>
        <pctVal>0.0282146507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.125% 09-30-22</title>
        <cusip>91282CAN1</cusip>
        <identifiers>
          <isin value="US91282CAN11"/>
          <other otherDesc="CG Symbol" value="FGW20562"/>
        </identifiers>
        <balance>310000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>308907560.000000000000</valUSD>
        <pctVal>2.6882579668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.125% 10-31-22</title>
        <cusip>91282CAR2</cusip>
        <identifiers>
          <isin value="US91282CAR25"/>
          <other otherDesc="CG Symbol" value="FGW20694"/>
        </identifiers>
        <balance>410000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>408219944.000000000000</valUSD>
        <pctVal>3.5525207497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.25% 10-31-25</title>
        <cusip>91282CAT8</cusip>
        <identifiers>
          <isin value="US91282CAT80"/>
          <other otherDesc="CG Symbol" value="FGW20699"/>
        </identifiers>
        <balance>13490000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12795614.390000000000</valUSD>
        <pctVal>0.1113534169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.125% 11-30-22</title>
        <cusip>91282CAX9</cusip>
        <identifiers>
          <isin value="US91282CAX92"/>
          <other otherDesc="CG Symbol" value="FGW20818"/>
        </identifiers>
        <balance>75000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74580570.000000000000</valUSD>
        <pctVal>0.6490349782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.125% 12-15-23</title>
        <cusip>91282CBA8</cusip>
        <identifiers>
          <isin value="US91282CBA80"/>
          <other otherDesc="CG Symbol" value="FGW20881"/>
        </identifiers>
        <balance>150000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>146610375.000000000000</valUSD>
        <pctVal>1.2758720072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BHG SECURITIZATION TRUST BHG_21-B</name>
        <lei>N/A</lei>
        <title>BHG 21-B B 144A 1.67% 10-17-34</title>
        <cusip>08862BAB1</cusip>
        <identifiers>
          <isin value="US08862BAB18"/>
          <other otherDesc="CG Symbol" value="FAB11359"/>
        </identifiers>
        <balance>650000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>627121.300000000000</valUSD>
        <pctVal>0.0054575027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.670000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BHG SECURITIZATION TRUST BHG_22-A</name>
        <lei>N/A</lei>
        <title>BHG 22-A A 144A 1.71% 02-20-35</title>
        <cusip>054977AA1</cusip>
        <identifiers>
          <isin value="US054977AA12"/>
          <other otherDesc="CG Symbol" value="FAB12534"/>
        </identifiers>
        <balance>7000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6965070.000000000000</valUSD>
        <pctVal>0.0606132945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.710000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 0.625% 12-31-27</title>
        <cusip>91282CBB6</cusip>
        <identifiers>
          <isin value="US91282CBB63"/>
          <other otherDesc="CG Symbol" value="FGW20982"/>
        </identifiers>
        <balance>3500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3276916.300000000000</valUSD>
        <pctVal>0.0285172572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.125% 01-31-23</title>
        <cusip>91282CBG5</cusip>
        <identifiers>
          <isin value="US91282CBG50"/>
          <other otherDesc="CG Symbol" value="FGW21262"/>
        </identifiers>
        <balance>398000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>394718768.600000000000</valUSD>
        <pctVal>3.4350272111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BHG 2020-A</name>
        <lei>N/A</lei>
        <title>BHG 20-A A 144A 2.56% 09-17-31</title>
        <cusip>06616PAA5</cusip>
        <identifiers>
          <isin value="US06616PAA57"/>
          <other otherDesc="CG Symbol" value="FAB8769"/>
        </identifiers>
        <balance>1869362.550000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1876939.080000000000</valUSD>
        <pctVal>0.0163340011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.560000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BALLY 2019-2A</name>
        <lei>N/A</lei>
        <title>BALLY 19-2A A1AR CLO 144A FRN (L+100) 11-20-30</title>
        <cusip>05875MAL6</cusip>
        <identifiers>
          <isin value="US05875MAL63"/>
          <other otherDesc="CG Symbol" value="FAB9472"/>
        </identifiers>
        <balance>20775000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20733491.550000000000</valUSD>
        <pctVal>0.1804325340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.4795700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.375% 01-31-26</title>
        <cusip>91282CBH3</cusip>
        <identifiers>
          <isin value="US91282CBH34"/>
          <other otherDesc="CG Symbol" value="FGW21267"/>
        </identifiers>
        <balance>29065000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27586632.030000000000</valUSD>
        <pctVal>0.2400717656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.125% 02-28-23</title>
        <cusip>91282CBN0</cusip>
        <identifiers>
          <isin value="US91282CBN02"/>
          <other otherDesc="CG Symbol" value="FGW21518"/>
        </identifiers>
        <balance>8500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8420362.650000000000</valUSD>
        <pctVal>0.0732779314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_21-3</name>
        <lei>N/A</lei>
        <title>CAALT 21-3A A 144A 1.0% 05-15-30/07-15-24</title>
        <cusip>22535GAA0</cusip>
        <identifiers>
          <isin value="US22535GAA04"/>
          <other otherDesc="CG Symbol" value="FAC10478"/>
        </identifiers>
        <balance>10100000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9865770.900000000000</valUSD>
        <pctVal>0.0858565495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_21-2</name>
        <lei>N/A</lei>
        <title>CLAF 21-1 A 144A 2.868% 05-11-37/11-10-28</title>
        <cusip>12567UAA1</cusip>
        <identifiers>
          <isin value="US12567UAA16"/>
          <other otherDesc="CG Symbol" value="FAC11612"/>
        </identifiers>
        <balance>1515038.130000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1448841.570000000000</valUSD>
        <pctVal>0.0126084965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.868000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4</name>
        <lei>N/A</lei>
        <title>CRVNA 21-N4 A2 1.8% 09-11-28/10-13-26</title>
        <cusip>14687HAB9</cusip>
        <identifiers>
          <isin value="US14687HAB96"/>
          <other otherDesc="CG Symbol" value="FAC12133"/>
        </identifiers>
        <balance>554000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>544774.790000000000</valUSD>
        <pctVal>0.0047408848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2</name>
        <lei>N/A</lei>
        <title>CFMT 18-RM2 A 144A FRN 10-25-68/23</title>
        <cusip>14727QAA3</cusip>
        <identifiers>
          <isin value="US14727QAA31"/>
          <other otherDesc="CG Symbol" value="FAC7709"/>
        </identifiers>
        <balance>6261372.790000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6351561.600000000000</valUSD>
        <pctVal>0.0552742577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.0000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.375% 04-15-24</title>
        <cusip>91282CBV2</cusip>
        <identifiers>
          <isin value="US91282CBV28"/>
          <other otherDesc="CG Symbol" value="FGW21912"/>
        </identifiers>
        <balance>163815600.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159935693.040000000000</valUSD>
        <pctVal>1.3918351528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.125% 04-30-23</title>
        <cusip>91282CBX8</cusip>
        <identifiers>
          <isin value="US91282CBX83"/>
          <other otherDesc="CG Symbol" value="FGW22002"/>
        </identifiers>
        <balance>88500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87417706.950000000000</valUSD>
        <pctVal>0.7607497439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.75% 04-30-26</title>
        <cusip>91282CBW0</cusip>
        <identifiers>
          <isin value="US91282CBW01"/>
          <other otherDesc="CG Symbol" value="FGW22004"/>
        </identifiers>
        <balance>38485000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36976361.060000000000</valUSD>
        <pctVal>0.3217855762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.25% 05-15-24</title>
        <cusip>91282CCC3</cusip>
        <identifiers>
          <isin value="US91282CCC38"/>
          <other otherDesc="CG Symbol" value="FGW22105"/>
        </identifiers>
        <balance>151438500.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147264476.340000000000</valUSD>
        <pctVal>1.2815643027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.625% 05-15-31</title>
        <cusip>91282CCB5</cusip>
        <identifiers>
          <isin value="US91282CCB54"/>
          <other otherDesc="CG Symbol" value="FGW22106"/>
        </identifiers>
        <balance>11800000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11607218.680000000000</valUSD>
        <pctVal>0.1010114420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 2.375% 05-15-51</title>
        <cusip>912810SX7</cusip>
        <identifiers>
          <isin value="US912810SX72"/>
          <other otherDesc="CG Symbol" value="FGW22108"/>
        </identifiers>
        <balance>100000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104381.030000000000</valUSD>
        <pctVal>0.0009083725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST CARMX_19-2</name>
        <lei>N/A</lei>
        <title>CARMX 19-2 A3 2.68% 03-15-24/12-15-22</title>
        <cusip>14316LAC7</cusip>
        <identifiers>
          <isin value="US14316LAC72"/>
          <other otherDesc="CG Symbol" value="FAC7924"/>
        </identifiers>
        <balance>4724085.420000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4758868.860000000000</valUSD>
        <pctVal>0.0414139011</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>2.680000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST CARMX_19-2</name>
        <lei>N/A</lei>
        <title>CARMX 19-2 A4 2.77% 12-16-24/04-17-23</title>
        <cusip>14316LAD5</cusip>
        <identifiers>
          <isin value="US14316LAD55"/>
          <other otherDesc="CG Symbol" value="FAC7925"/>
        </identifiers>
        <balance>2485000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2521241.240000000000</valUSD>
        <pctVal>0.0219410197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.770000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CLOUD PASS-THROUGH TRUST CPTT_19-1</name>
        <lei>N/A</lei>
        <title>CLOUD 19-1A CLOU 144A FRN 12-05-22</title>
        <cusip>18913AAA3</cusip>
        <identifiers>
          <isin value="US18913AAA34"/>
          <other otherDesc="CG Symbol" value="FAC7946"/>
        </identifiers>
        <balance>99394.560000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99624.760000000000</valUSD>
        <pctVal>0.0008669812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.5542300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-1</name>
        <lei>N/A</lei>
        <title>CAALT 20-1 A 144A 2.01% 02-15-29/05-15-23</title>
        <cusip>22534GAA1</cusip>
        <identifiers>
          <isin value="US22534GAA13"/>
          <other otherDesc="CG Symbol" value="FAC8466"/>
        </identifiers>
        <balance>23529000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23577140.330000000000</valUSD>
        <pctVal>0.2051792948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.010000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.25% 08-15-31</title>
        <cusip>91282CCS8</cusip>
        <identifiers>
          <isin value="US91282CCS89"/>
          <other otherDesc="CG Symbol" value="FGW23675"/>
        </identifiers>
        <balance>1645300.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1563801.050000000000</valUSD>
        <pctVal>0.0136089276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.625% 10-15-24</title>
        <cusip>91282CDB4</cusip>
        <identifiers>
          <isin value="US91282CDB46"/>
          <other otherDesc="CG Symbol" value="FGW24231"/>
        </identifiers>
        <balance>10343900.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10088522.560000000000</valUSD>
        <pctVal>0.0877950386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
          <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 CPS_20-B</name>
        <lei>N/A</lei>
        <title>CPS 20-B C 144A 3.30% 04-15-26</title>
        <cusip>12656CAE5</cusip>
        <identifiers>
          <isin value="US12656CAE57"/>
          <other otherDesc="CG Symbol" value="FAC8670"/>
        </identifiers>
        <balance>577180.350000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>580536.080000000000</valUSD>
        <pctVal>0.0050520963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-2</name>
        <lei>N/A</lei>
        <title>CAALT 20-2A A 144A 1.37% 07-16-29/08-15-23</title>
        <cusip>22535MAA7</cusip>
        <identifiers>
          <isin value="US22535MAA71"/>
          <other otherDesc="CG Symbol" value="FAC8765"/>
        </identifiers>
        <balance>13682000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13646563.620000000000</valUSD>
        <pctVal>0.1187587749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.370000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CLI FUNDING LLC CLIF_20-1</name>
        <lei>549300NQLBWJD5AREU05</lei>
        <title>CLIF 20-1A A 144A 2.08% 09-18-45</title>
        <cusip>12563LAN7</cusip>
        <identifiers>
          <isin value="US12563LAN73"/>
          <other otherDesc="CG Symbol" value="FAC8810"/>
        </identifiers>
        <balance>8289741.350000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8012548.980000000000</valUSD>
        <pctVal>0.0697289462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.080000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CLI FUNDING LLC CLIF_20-2</name>
        <lei>N/A</lei>
        <title>CLIF 20-2A A 144A 2.03% 09-15-45</title>
        <cusip>12563LAQ0</cusip>
        <identifiers>
          <isin value="US12563LAQ05"/>
          <other otherDesc="CG Symbol" value="FAC8821"/>
        </identifiers>
        <balance>3866999.880000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3749315.470000000000</valUSD>
        <pctVal>0.0326282956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.030000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 1.375% 11-15-31</title>
        <cusip>91282CDJ7</cusip>
        <identifiers>
          <isin value="US91282CDJ71"/>
          <other otherDesc="CG Symbol" value="FGW24527"/>
        </identifiers>
        <balance>9874200.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9475630.880000000000</valUSD>
        <pctVal>0.0824613687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 1.875% 11-15-51</title>
        <cusip>912810TB4</cusip>
        <identifiers>
          <isin value="US912810TB44"/>
          <other otherDesc="CG Symbol" value="FGW24528"/>
        </identifiers>
        <balance>539300.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503516.420000000000</valUSD>
        <pctVal>0.0043818352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.875% 01-31-24</title>
        <cusip>91282CDV0</cusip>
        <identifiers>
          <isin value="US91282CDV00"/>
          <other otherDesc="CG Symbol" value="FGW25189"/>
        </identifiers>
        <balance>86639000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85721900.190000000000</valUSD>
        <pctVal>0.7459920408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASIAN DEVELOPMENT BANK</name>
        <lei>549300X0MVH42CY8Q105</lei>
        <title>ASIAN DEV BK 1.0% 04-14-26</title>
        <cusip>045167FC2</cusip>
        <identifiers>
          <isin value="US045167FC21"/>
          <other otherDesc="CG Symbol" value="FIA3624"/>
        </identifiers>
        <balance>19197000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18561233.750000000000</valUSD>
        <pctVal>0.1615285314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CLI FUNDING LLC CLIF_20-3</name>
        <lei>N/A</lei>
        <title>CLIF 20-3A A 144A 2.07% 10-18-45</title>
        <cusip>12563LAS6</cusip>
        <identifiers>
          <isin value="US12563LAS60"/>
          <other otherDesc="CG Symbol" value="FAC8882"/>
        </identifiers>
        <balance>1211122.500000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1169402.960000000000</valUSD>
        <pctVal>0.0101766911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.070000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST CPS_21-A</name>
        <lei>N/A</lei>
        <title>CPS 21-A A 144A 0.35% 01-16-24/05-16-22</title>
        <cusip>12656NAA9</cusip>
        <identifiers>
          <isin value="US12656NAA90"/>
          <other otherDesc="CG Symbol" value="FAC9300"/>
        </identifiers>
        <balance>298318.650000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>298243.180000000000</valUSD>
        <pctVal>0.0025954515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASIAN DEVELOPMENT BANK</name>
        <lei>549300X0MVH42CY8Q105</lei>
        <title>ASIAN DEV BK 0.625% 10-08-24</title>
        <cusip>045167FG3</cusip>
        <identifiers>
          <isin value="US045167FG35"/>
          <other otherDesc="CG Symbol" value="FIA4744"/>
        </identifiers>
        <balance>20627000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20096576.700000000000</valUSD>
        <pctVal>0.1748898033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUROPEAN INVESTMENT BANK</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EUROPEAN INVT BK 2.25% 03-15-22</title>
        <cusip>298785HH2</cusip>
        <identifiers>
          <isin value="US298785HH21"/>
          <other otherDesc="CG Symbol" value="FIE1261"/>
        </identifiers>
        <balance>11265000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11272381.950000000000</valUSD>
        <pctVal>0.0980975363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P1</name>
        <lei>N/A</lei>
        <title>CRVNA 21-P1 A3 0.54% 12-10-25/04-10-24</title>
        <cusip>14687BAG1</cusip>
        <identifiers>
          <isin value="US14687BAG14"/>
          <other otherDesc="CG Symbol" value="FAC9833"/>
        </identifiers>
        <balance>651000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>645046.610000000000</valUSD>
        <pctVal>0.0056134971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.540000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENT CLO LP CECLO_14-21A</name>
        <lei>N/A</lei>
        <title>CECLO 14-21A A1R3 144A FRN (L+97) 07-27-30</title>
        <cusip>15137EBN2</cusip>
        <identifiers>
          <isin value="US15137EBN22"/>
          <other otherDesc="CG Symbol" value="FAC9912"/>
        </identifiers>
        <balance>25492000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25254720.460000000000</valUSD>
        <pctVal>0.2197783812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.2375700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUROPEAN INVESTMENT BANK</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EUROPEAN INVT BK 2.0% 12-15-22</title>
        <cusip>298785HN9</cusip>
        <identifiers>
          <isin value="US298785HN98"/>
          <other otherDesc="CG Symbol" value="FIE1741"/>
        </identifiers>
        <balance>9000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9068472.000000000000</valUSD>
        <pctVal>0.0789180818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUROPEAN STABILITY MECHANISM</name>
        <lei>222100W4EEAQ77386N50</lei>
        <title>EURO STABILITY MECHANISM 144A LIFE SR UNSEC 2.125% 11-03-22</title>
        <cusip>29881WAA0</cusip>
        <identifiers>
          <isin value="US29881WAA09"/>
          <other otherDesc="CG Symbol" value="FIE1762"/>
        </identifiers>
        <balance>28324000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28538341.870000000000</valUSD>
        <pctVal>0.2483539894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUROPEAN INVESTMENT BANK</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EUROPEAN INVT BK 2.25% 06-24-24</title>
        <cusip>298785HX7</cusip>
        <identifiers>
          <isin value="US298785HX70"/>
          <other otherDesc="CG Symbol" value="FIE2333"/>
        </identifiers>
        <balance>8479000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8594348.320000000000</valUSD>
        <pctVal>0.0747920360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUROPEAN INVESTMENT BANK</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EUROPEAN INVT BK 1.625% 03-14-25</title>
        <cusip>298785JB3</cusip>
        <identifiers>
          <isin value="US298785JB33"/>
          <other otherDesc="CG Symbol" value="FIE2506"/>
        </identifiers>
        <balance>4000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3981.810000000000</valUSD>
        <pctVal>0.0000346516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT</name>
        <lei>549300HTGDOVDU6OGK19</lei>
        <title>EUROPEAN BK RECON &amp; DEV 0.50% 05-19-25</title>
        <cusip>29874QEG5</cusip>
        <identifiers>
          <isin value="US29874QEG55"/>
          <other otherDesc="CG Symbol" value="FIE2676"/>
        </identifiers>
        <balance>13500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12956908.500000000000</valUSD>
        <pctVal>0.1127570737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUROPEAN STABILITY MECHANISM</name>
        <lei>222100W4EEAQ77386N50</lei>
        <title>EURO STABILITY MECHANISM 144A LIFE UNSEC 0.375% 09-10-25</title>
        <cusip>29881WAD4</cusip>
        <identifiers>
          <isin value="US29881WAD48"/>
          <other otherDesc="CG Symbol" value="FIE2808"/>
        </identifiers>
        <balance>5282000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5023451.380000000000</valUSD>
        <pctVal>0.0437164218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUROPEAN INVESTMENT BANK</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EUROPEAN INVT BK SR UNSEC 0.375% 12-15-25</title>
        <cusip>298785JG2</cusip>
        <identifiers>
          <isin value="US298785JG20"/>
          <other otherDesc="CG Symbol" value="FIE2813"/>
        </identifiers>
        <balance>8000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7584704.000000000000</valUSD>
        <pctVal>0.0660056392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUROPEAN INVESTMENT BANK</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EUROPEAN INVT BK SR UNSEC 1.25% 02-14-31</title>
        <cusip>298785JL1</cusip>
        <identifiers>
          <isin value="US298785JL15"/>
          <other otherDesc="CG Symbol" value="FIE3384"/>
        </identifiers>
        <balance>1824000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1728517.250000000000</valUSD>
        <pctVal>0.0150423650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUROPEAN INVESTMENT BANK</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EUROPEAN INVT BK 2.25% 08-15-22</title>
        <cusip>298785GX8</cusip>
        <identifiers>
          <isin value="US298785GX89"/>
          <other otherDesc="CG Symbol" value="FIE361"/>
        </identifiers>
        <balance>6000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6040962.000000000000</valUSD>
        <pctVal>0.0525712748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTER-AMERICAN DEVELOPMENT BANK</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>INTERAMER DEV BK 1.75% 09-14-22</title>
        <cusip>4581X0CZ9</cusip>
        <identifiers>
          <isin value="US4581X0CZ90"/>
          <other otherDesc="CG Symbol" value="FII1681"/>
        </identifiers>
        <balance>15000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15071955.000000000000</valUSD>
        <pctVal>0.1311631969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_21-2</name>
        <lei>N/A</lei>
        <title>DTAOT 21-2A A 144A 0.41% 03-17-25/02-15-23</title>
        <cusip>23345EAA3</cusip>
        <identifiers>
          <isin value="US23345EAA38"/>
          <other otherDesc="CG Symbol" value="FAD10132"/>
        </identifiers>
        <balance>5468247.290000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5444793.980000000000</valUSD>
        <pctVal>0.0473831420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.410000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRYDEN SENIOR LOAN FUND DRSLF_17-47A</name>
        <lei>N/A</lei>
        <title>DRSLF 17-47A A1R CLO 144A FRN (L+98) 04-15-28</title>
        <cusip>26245EAJ8</cusip>
        <identifiers>
          <isin value="US26245EAJ82"/>
          <other otherDesc="CG Symbol" value="FAD10157"/>
        </identifiers>
        <balance>22160000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22126228.160000000000</valUSD>
        <pctVal>0.1925527790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.2212900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERNATIONAL DEVELOPMENT ASSOCIATION</name>
        <lei>P41R60HC414IWQA1XW02</lei>
        <title>INTERNATIONAL DEVELOPMENT ASSOC 144A LIFE 2.75% 04-24-23</title>
        <cusip>45939EAA8</cusip>
        <identifiers>
          <isin value="US45939EAA82"/>
          <other otherDesc="CG Symbol" value="FII2001"/>
        </identifiers>
        <balance>15000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15259335.000000000000</valUSD>
        <pctVal>0.1327938652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>INTL BK RECON/DEV SR UNSEC 1.625% 01-15-25</title>
        <cusip>459058HT3</cusip>
        <identifiers>
          <isin value="US459058HT33"/>
          <other otherDesc="CG Symbol" value="FII2526"/>
        </identifiers>
        <balance>6653000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6645701.660000000000</valUSD>
        <pctVal>0.0578340020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST DRIVE_21-3</name>
        <lei>N/A</lei>
        <title>DRIVE 21-3 A2 0.52% 01-15-25</title>
        <cusip>262081AB8</cusip>
        <identifiers>
          <isin value="US262081AB88"/>
          <other otherDesc="CG Symbol" value="FAD11833"/>
        </identifiers>
        <balance>20000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19947560.000000000000</valUSD>
        <pctVal>0.1735929904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.520000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_19-2</name>
        <lei>N/A</lei>
        <title>DTAOT 19-2A C 144A 3.18% 02-18-25/02-15-22</title>
        <cusip>26252TAE6</cusip>
        <identifiers>
          <isin value="US26252TAE64"/>
          <other otherDesc="CG Symbol" value="FAD8006"/>
        </identifiers>
        <balance>203336.160000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204131.610000000000</valUSD>
        <pctVal>0.0017764487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.180000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>INTL BK RECON/DEV SR UNSEC 0.75% 03-11-25</title>
        <cusip>459058JA2</cusip>
        <identifiers>
          <isin value="US459058JA24"/>
          <other otherDesc="CG Symbol" value="FII2590"/>
        </identifiers>
        <balance>12933000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12572557.290000000000</valUSD>
        <pctVal>0.1094122698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTER-AMERICAN DEVELOPMENT BANK</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>INTERAMER DEV BK 0.625% 07-15-25</title>
        <cusip>4581X0DN5</cusip>
        <identifiers>
          <isin value="US4581X0DN51"/>
          <other otherDesc="CG Symbol" value="FII2738"/>
        </identifiers>
        <balance>13000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12513696.000000000000</valUSD>
        <pctVal>0.1089000313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1</name>
        <lei>N/A</lei>
        <title>DRIVE 20-1 C 2.36% 03-16-26/02-15-23</title>
        <cusip>26208QAF4</cusip>
        <identifiers>
          <isin value="US26208QAF46"/>
          <other otherDesc="CG Symbol" value="FAD8401"/>
        </identifiers>
        <balance>3352564.670000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3368217.790000000000</valUSD>
        <pctVal>0.0293118055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.360000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_20-2</name>
        <lei>N/A</lei>
        <title>DTAOT 20-2A A 144A 1.14% 01-16-24</title>
        <cusip>23343RAA6</cusip>
        <identifiers>
          <isin value="US23343RAA68"/>
          <other otherDesc="CG Symbol" value="FAD8663"/>
        </identifiers>
        <balance>157069.870000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>157113.060000000000</valUSD>
        <pctVal>0.0013672713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.140000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_20-2</name>
        <lei>N/A</lei>
        <title>DTAOT 20-2A C 144A 3.28% 03-16-26</title>
        <cusip>23343RAE8</cusip>
        <identifiers>
          <isin value="US23343RAE80"/>
          <other otherDesc="CG Symbol" value="FAD8665"/>
        </identifiers>
        <balance>1617000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1641209.720000000000</valUSD>
        <pctVal>0.0142825741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.280000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_20-2</name>
        <lei>N/A</lei>
        <title>DTAOT 20-2A B 144A 2.08% 03-16-26</title>
        <cusip>23343RAC2</cusip>
        <identifiers>
          <isin value="US23343RAC25"/>
          <other otherDesc="CG Symbol" value="FAD8666"/>
        </identifiers>
        <balance>2959000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2969244.060000000000</valUSD>
        <pctVal>0.0258397496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.080000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERNATIONAL DEVELOPMENT ASSOCIATION</name>
        <lei>P41R60HC414IWQA1XW02</lei>
        <title>INTERNATIONAL DEVELOPMENT ASSOC 144A LIFE 0.375% 09-23-25</title>
        <cusip>45939EAB6</cusip>
        <identifiers>
          <isin value="US45939EAB65"/>
          <other otherDesc="CG Symbol" value="FII2837"/>
        </identifiers>
        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9500190.000000000000</valUSD>
        <pctVal>0.0826750937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTER-AMERICAN DEVELOPMENT BANK</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>INTERAMER DEV BK 0.5% 09-23-24</title>
        <cusip>4581X0DZ8</cusip>
        <identifiers>
          <isin value="US4581X0DZ81"/>
          <other otherDesc="CG Symbol" value="FII4604"/>
        </identifiers>
        <balance>16577000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16119093.530000000000</valUSD>
        <pctVal>0.1402758858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARROYO MORTGAGE TRUST ARRW_19-1</name>
        <lei>N/A</lei>
        <title>ARRW 19-1 A1 144A FRN 01-25-49</title>
        <cusip>042859AA6</cusip>
        <identifiers>
          <isin value="US042859AA69"/>
          <other otherDesc="CG Symbol" value="FMA23002"/>
        </identifiers>
        <balance>5188325.450000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5142984.670000000000</valUSD>
        <pctVal>0.0447566564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.8050000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARROYO MORTGAGE TRUST ARRW_20-1</name>
        <lei>N/A</lei>
        <title>ARRW 20-1 A1A 144A 1.662% 03-25-55/02-25-26</title>
        <cusip>04285CAA9</cusip>
        <identifiers>
          <isin value="US04285CAA99"/>
          <other otherDesc="CG Symbol" value="FMA27739"/>
        </identifiers>
        <balance>2689180.080000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2675432.990000000000</valUSD>
        <pctVal>0.0232828683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.662000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARROYO MORTGAGE TRUST ARRW_21-1R</name>
        <lei>N/A</lei>
        <title>ARRW 21-1R A1 144A FRN 10-25-48</title>
        <cusip>042853AA9</cusip>
        <identifiers>
          <isin value="US042853AA99"/>
          <other otherDesc="CG Symbol" value="FMA31006"/>
        </identifiers>
        <balance>4988025.210000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4890883.420000000000</valUSD>
        <pctVal>0.0425627535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.1750000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARROYO MORTGAGE TRUST ARRW_19-2</name>
        <lei>N/A</lei>
        <title>ARRW 19-2 A3 144A FRN 04-25-49/11-25-25</title>
        <cusip>042858AC4</cusip>
        <identifiers>
          <isin value="US042858AC43"/>
          <other otherDesc="CG Symbol" value="FMA31706"/>
        </identifiers>
        <balance>5613754.940000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5555422.410000000000</valUSD>
        <pctVal>0.0483458823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.8000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2</name>
        <lei>N/A</lei>
        <title>DRIVE 20-2 C 2.28% 08-17-26/09-15-23</title>
        <cusip>26208VAF3</cusip>
        <identifiers>
          <isin value="US26208VAF31"/>
          <other otherDesc="CG Symbol" value="FAD8688"/>
        </identifiers>
        <balance>4085000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4113374.410000000000</valUSD>
        <pctVal>0.0357965067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.280000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2</name>
        <lei>N/A</lei>
        <title>DRIVE 20-2 B 1.42% 03-17-25/12-15-22</title>
        <cusip>26208VAE6</cusip>
        <identifiers>
          <isin value="US26208VAE65"/>
          <other otherDesc="CG Symbol" value="FAD8692"/>
        </identifiers>
        <balance>1496012.100000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1497412.370000000000</valUSD>
        <pctVal>0.0130311823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.420000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARROYO MORTGAGE TRUST ARRW_19-2</name>
        <lei>N/A</lei>
        <title>ARRW 19-2 A2 144A FRN 04-25-49/11-25-25</title>
        <cusip>042858AB6</cusip>
        <identifiers>
          <isin value="US042858AB69"/>
          <other otherDesc="CG Symbol" value="FMA32804"/>
        </identifiers>
        <balance>789812.230000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>781053.210000000000</valUSD>
        <pctVal>0.0067970901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.4980000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST AOMT_20-2</name>
        <lei>N/A</lei>
        <title>AOMT 20-2 A1A 144A FRN 01-26-65/06-25-24</title>
        <cusip>03464XAL4</cusip>
        <identifiers>
          <isin value="US03464XAL47"/>
          <other otherDesc="CG Symbol" value="FMA34273"/>
        </identifiers>
        <balance>4226393.740000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4234119.590000000000</valUSD>
        <pctVal>0.0368472876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-01-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.5310000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARROYO MORTGAGE TRUST ARRW_22-1</name>
        <lei>N/A</lei>
        <title>ARRW 22-1 A1A 144A 2.495% 12-25-56/02-25-26</title>
        <cusip>042855AA4</cusip>
        <identifiers>
          <isin value="US042855AA48"/>
          <other otherDesc="CG Symbol" value="FMA34454"/>
        </identifiers>
        <balance>12000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11991096.000000000000</valUSD>
        <pctVal>0.1043521219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.495000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANC OF AMERICA COMMERCIAL MORTGAGE TRUST BACM_15-UBS7</name>
        <lei>N/A</lei>
        <title>BACM 15-UBS7 A4 3.705% 09-15-48/09-17-25</title>
        <cusip>06054AAX7</cusip>
        <identifiers>
          <isin value="US06054AAX72"/>
          <other otherDesc="CG Symbol" value="FMB13472"/>
        </identifiers>
        <balance>500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>517626.000000000000</valUSD>
        <pctVal>0.0045046234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.705000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_21-1</name>
        <lei>N/A</lei>
        <title>DTAOT 21-1A A 144A 0.35% 01-15-25/10-17-22</title>
        <cusip>23344GAA9</cusip>
        <identifiers>
          <isin value="US23344GAA94"/>
          <other otherDesc="CG Symbol" value="FAD9297"/>
        </identifiers>
        <balance>7818917.950000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7804937.720000000000</valUSD>
        <pctVal>0.0679222160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_21-1</name>
        <lei>N/A</lei>
        <title>DTAOT 21-1A B 144A 0.62% 09-15-25/04-17-23</title>
        <cusip>23344GAC5</cusip>
        <identifiers>
          <isin value="US23344GAC50"/>
          <other otherDesc="CG Symbol" value="FAD9299"/>
        </identifiers>
        <balance>1322000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1311130.520000000000</valUSD>
        <pctVal>0.0114100706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.620000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-2</name>
        <lei>N/A</lei>
        <title>BHLD 19-2 A1 144A FRN 07-25-49/23</title>
        <cusip>12061RAA9</cusip>
        <identifiers>
          <isin value="US12061RAA95"/>
          <other otherDesc="CG Symbol" value="FMB24874"/>
        </identifiers>
        <balance>6032186.820000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6028489.090000000000</valUSD>
        <pctVal>0.0524627297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.8790000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1</name>
        <lei>N/A</lei>
        <title>BRAVO 20-RPL1 A1 144A FRN 05-26-59</title>
        <cusip>10568YAA6</cusip>
        <identifiers>
          <isin value="US10568YAA64"/>
          <other otherDesc="CG Symbol" value="FMB27698"/>
        </identifiers>
        <balance>9247859.160000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9221391.790000000000</valUSD>
        <pctVal>0.0802488613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-05-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.5000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2</name>
        <lei>N/A</lei>
        <title>BRAVO 20-RPL2 A1 144A FRN 05-25-59</title>
        <cusip>10569BAA5</cusip>
        <identifiers>
          <isin value="US10569BAA52"/>
          <other otherDesc="CG Symbol" value="FMB28361"/>
        </identifiers>
        <balance>12646297.990000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12438203.160000000000</valUSD>
        <pctVal>0.1082430574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.0000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BXP TRUST BXP_17-GM</name>
        <lei>N/A</lei>
        <title>BXP 17-GM A 144A 3.379% 06-13-39/06-15-27</title>
        <cusip>056083AA6</cusip>
        <identifiers>
          <isin value="US056083AA67"/>
          <other otherDesc="CG Symbol" value="FMB30394"/>
        </identifiers>
        <balance>1000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1018514.000000000000</valUSD>
        <pctVal>0.0088635849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.379000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR</name>
        <lei>N/A</lei>
        <title>BX 21-SOAR A 144A FRN (L+67) 06-15-38/23</title>
        <cusip>05608WAA2</cusip>
        <identifiers>
          <isin value="US05608WAA27"/>
          <other otherDesc="CG Symbol" value="FMB30685"/>
        </identifiers>
        <balance>4783000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4681045.570000000000</valUSD>
        <pctVal>0.0407366464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.8611400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR</name>
        <lei>N/A</lei>
        <title>BX 21-SOAR B 144A FRN (L+87) 06-15-38/23</title>
        <cusip>05608WAG9</cusip>
        <identifiers>
          <isin value="US05608WAG96"/>
          <other otherDesc="CG Symbol" value="FMB30686"/>
        </identifiers>
        <balance>1361000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1331455.410000000000</valUSD>
        <pctVal>0.0115869473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.0611400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT</name>
        <lei>N/A</lei>
        <title>BX 21-VOLT B 144A FRN (L+95) 09-15-36/23</title>
        <cusip>05609VAG0</cusip>
        <identifiers>
          <isin value="US05609VAG05"/>
          <other otherDesc="CG Symbol" value="FMB31725"/>
        </identifiers>
        <balance>679000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>657705.200000000000</valUSD>
        <pctVal>0.0057236581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.1411400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT</name>
        <lei>N/A</lei>
        <title>BX 21-VOLT A 144A FRN (L+70) 09-15-36/23</title>
        <cusip>05609VAA3</cusip>
        <identifiers>
          <isin value="US05609VAA35"/>
          <other otherDesc="CG Symbol" value="FMB31727"/>
        </identifiers>
        <balance>21661000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21067315.310000000000</valUSD>
        <pctVal>0.1833376244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.8911400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF</name>
        <lei>N/A</lei>
        <title>BX 21-SDMF A 144A FRN (L+58.9) 09-15-34/23</title>
        <cusip>12434CAA2</cusip>
        <identifiers>
          <isin value="US12434CAA27"/>
          <other otherDesc="CG Symbol" value="FMB31826"/>
        </identifiers>
        <balance>27861000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26957913.550000000000</valUSD>
        <pctVal>0.2346003635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.7800000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BX TRUST BX_21-ARIA</name>
        <lei>N/A</lei>
        <title>BX 21-ARIA A 144A FRN (L+89.91) 10-15-36/26</title>
        <cusip>05608RAA3</cusip>
        <identifiers>
          <isin value="US05608RAA32"/>
          <other otherDesc="CG Symbol" value="FMB32288"/>
        </identifiers>
        <balance>8798000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8634533.160000000000</valUSD>
        <pctVal>0.0751417432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.0901000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-4</name>
        <lei>N/A</lei>
        <title>EART 21-4A A3 0.68% 07-15-25/08-15-23</title>
        <cusip>30165JAC0</cusip>
        <identifiers>
          <isin value="US30165JAC09"/>
          <other otherDesc="CG Symbol" value="FAE11816"/>
        </identifiers>
        <balance>12566000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12471880.660000000000</valUSD>
        <pctVal>0.1085361347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.680000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2</name>
        <lei>N/A</lei>
        <title>EART 19-2 C 144A 3.3% 03-15-24/04-15-22</title>
        <cusip>30167LAE9</cusip>
        <identifiers>
          <isin value="US30167LAE92"/>
          <other otherDesc="CG Symbol" value="FAE7960"/>
        </identifiers>
        <balance>1614982.220000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1618331.690000000000</valUSD>
        <pctVal>0.0140834788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BX TRUST BX_21-ACNT</name>
        <lei>N/A</lei>
        <title>BX 21-ACNT A 144A FRN (L+85) 11-15-38/11-16-26</title>
        <cusip>05609QAA4</cusip>
        <identifiers>
          <isin value="US05609QAA40"/>
          <other otherDesc="CG Symbol" value="FMB33046"/>
        </identifiers>
        <balance>17514000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17348930.550000000000</valUSD>
        <pctVal>0.1509785023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.0420000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1</name>
        <lei>N/A</lei>
        <title>BRAVO 22-RPL1 A1 144A 2.75% 09-25-61</title>
        <cusip>10569XAA7</cusip>
        <identifiers>
          <isin value="US10569XAA72"/>
          <other otherDesc="CG Symbol" value="FMB34274"/>
        </identifiers>
        <balance>6411000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6438560.890000000000</valUSD>
        <pctVal>0.0560313662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BINOM SECURITIZATION TRUST BINOM_22-RPL1</name>
        <lei>N/A</lei>
        <title>BINOM 22-RPL1 A1 144A FRN 02-25-61/01-25-27</title>
        <cusip>05552CAA2</cusip>
        <identifiers>
          <isin value="US05552CAA27"/>
          <other otherDesc="CG Symbol" value="FMB34455"/>
        </identifiers>
        <balance>4952000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4989174.660000000000</valUSD>
        <pctVal>0.0434181298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.0000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANC OF AMERICA MERRILL LYNCH LARGE LOAN BAMLL_15-200P</name>
        <lei>N/A</lei>
        <title>BAMLL 15-200P A 144A 3.218% 04-14-33/25</title>
        <cusip>05526QAA4</cusip>
        <identifiers>
          <isin value="US05526QAA40"/>
          <other otherDesc="CG Symbol" value="FMB9374"/>
        </identifiers>
        <balance>5500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5578501.500000000000</valUSD>
        <pctVal>0.0485467274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.218000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_14-CR18</name>
        <lei>N/A</lei>
        <title>COMM 14-CR18 A5 3.828% 07-15-47/06-17-24</title>
        <cusip>12632QAX1</cusip>
        <identifiers>
          <isin value="US12632QAX16"/>
          <other otherDesc="CG Symbol" value="FMC13019"/>
        </identifiers>
        <balance>12500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12873537.500000000000</valUSD>
        <pctVal>0.1120315403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.828000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_13-GC17</name>
        <lei>N/A</lei>
        <title>CGCMT 13-GC17 B FRN 11-10-46/23</title>
        <cusip>17321RAJ5</cusip>
        <identifiers>
          <isin value="US17321RAJ59"/>
          <other otherDesc="CG Symbol" value="FMC13054"/>
        </identifiers>
        <balance>1255000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1282652.670000000000</valUSD>
        <pctVal>0.0111622430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.0950000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_15-CR22</name>
        <lei>N/A</lei>
        <title>COMM 15-CR22 B FRN 03-10-48/03-12-25</title>
        <cusip>12592XBG0</cusip>
        <identifiers>
          <isin value="US12592XBG07"/>
          <other otherDesc="CG Symbol" value="FMC13153"/>
        </identifiers>
        <balance>1000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1017859.000000000000</valUSD>
        <pctVal>0.0088578848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.9260000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_15-PC1</name>
        <lei>N/A</lei>
        <title>COMM 15-PC1 A4 3.62% 07-10-50/02-12-25</title>
        <cusip>12593GAE2</cusip>
        <identifiers>
          <isin value="US12593GAE26"/>
          <other otherDesc="CG Symbol" value="FMC13435"/>
        </identifiers>
        <balance>2694356.140000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2730209.940000000000</valUSD>
        <pctVal>0.0237595630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.620000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EART_17-3A</name>
        <lei>N/A</lei>
        <title>EART 17-3A C 144A 3.68% 07-17-23</title>
        <cusip>30165YAE3</cusip>
        <identifiers>
          <isin value="US30165YAE32"/>
          <other otherDesc="CG Symbol" value="FAE8547"/>
        </identifiers>
        <balance>942067.240000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>949872.270000000000</valUSD>
        <pctVal>0.0082662325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.680000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A</name>
        <lei>N/A</lei>
        <title>EDVES 21-A A 144A 1.8% 11-25-45</title>
        <cusip>28166LAA2</cusip>
        <identifiers>
          <isin value="US28166LAA26"/>
          <other otherDesc="CG Symbol" value="FAE9695"/>
        </identifiers>
        <balance>1004410.570000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>954243.280000000000</valUSD>
        <pctVal>0.0083042710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC33</name>
        <lei>N/A</lei>
        <title>CGCMT 15-GC33 A3 3.515% 09-10-58/08-12-25</title>
        <cusip>29425AAC7</cusip>
        <identifiers>
          <isin value="US29425AAC71"/>
          <other otherDesc="CG Symbol" value="FMC13549"/>
        </identifiers>
        <balance>5390343.480000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5503378.980000000000</valUSD>
        <pctVal>0.0478929761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.515000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_14-CR16</name>
        <lei>N/A</lei>
        <title>COMM 14-CR16 A3 3.775% 04-10-47/03-12-24</title>
        <cusip>12591VAD3</cusip>
        <identifiers>
          <isin value="US12591VAD38"/>
          <other otherDesc="CG Symbol" value="FMC13786"/>
        </identifiers>
        <balance>745149.290000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>764134.200000000000</valUSD>
        <pctVal>0.0066498530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.775000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_14-UBS6</name>
        <lei>N/A</lei>
        <title>COMM 2014-UBS6 AM FRN 12-10-47/11-10-24</title>
        <cusip>12592PBH5</cusip>
        <identifiers>
          <isin value="US12592PBH55"/>
          <other otherDesc="CG Symbol" value="FMC13938"/>
        </identifiers>
        <balance>1308000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1348461.670000000000</valUSD>
        <pctVal>0.0117349437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.048000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_14-GC23</name>
        <lei>N/A</lei>
        <title>CGCMT 14-GC23 A4 3.622% 07-10-47/24</title>
        <cusip>17322VAT3</cusip>
        <identifiers>
          <isin value="US17322VAT35"/>
          <other otherDesc="CG Symbol" value="FMC13944"/>
        </identifiers>
        <balance>500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>511669.500000000000</valUSD>
        <pctVal>0.0044527871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.622000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREEDOM FINANCIAL FREED_21-2</name>
        <lei>N/A</lei>
        <title>FREED 21-2 A 144A 0.68% 06-19-28/12-19-22</title>
        <cusip>35635CAA0</cusip>
        <identifiers>
          <isin value="US35635CAA09"/>
          <other otherDesc="CG Symbol" value="FAF10434"/>
        </identifiers>
        <balance>899904.670000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>899461.020000000000</valUSD>
        <pctVal>0.0078275302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.680000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREED ABS TRUST FREED_21-3FP</name>
        <lei>N/A</lei>
        <title>FREED 21-3FP A 144A 0.62% 11-20-28</title>
        <cusip>30322MAA7</cusip>
        <identifiers>
          <isin value="US30322MAA71"/>
          <other otherDesc="CG Symbol" value="FAF11394"/>
        </identifiers>
        <balance>972359.480000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>969891.630000000000</valUSD>
        <pctVal>0.0084404503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.620000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_13-GC11</name>
        <lei>N/A</lei>
        <title>CGCMT 13-GC11 B 3.732% 04-10-46/23</title>
        <cusip>17320DAQ1</cusip>
        <identifiers>
          <isin value="US17320DAQ16"/>
          <other otherDesc="CG Symbol" value="FMC14000"/>
        </identifiers>
        <balance>1094000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1103425.900000000000</valUSD>
        <pctVal>0.0096025279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.7320000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C2</name>
        <lei>549300D5DIOOMKWXVZ20</lei>
        <title>CSAIL 15-C2 A3 3.2312% 06-15-57/03-17-25</title>
        <cusip>12634NAS7</cusip>
        <identifiers>
          <isin value="US12634NAS71"/>
          <other otherDesc="CG Symbol" value="FMC14242"/>
        </identifiers>
        <balance>1236924.370000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1245133.840000000000</valUSD>
        <pctVal>0.0108357366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.231200000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD CREDIT AUTO OWNER TRUST FORDR_19-1</name>
        <lei>N/A</lei>
        <title>FORDR 19-1 A 144A 3.52% 07-15-30/01-16-24</title>
        <cusip>34532PAA8</cusip>
        <identifiers>
          <isin value="US34532PAA84"/>
          <other otherDesc="CG Symbol" value="FAF7775"/>
        </identifiers>
        <balance>9391000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9678411.560000000000</valUSD>
        <pctVal>0.0842260610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.520000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K734</name>
        <lei>N/A</lei>
        <title>FHMS K734 A2 (MF) 3.208% 02-25-26</title>
        <cusip>3137FLN34</cusip>
        <identifiers>
          <isin value="US3137FLN340"/>
          <other otherDesc="CG Symbol" value="FAF7942"/>
        </identifiers>
        <balance>4605000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4784714.730000000000</valUSD>
        <pctVal>0.0416388239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.208000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_15-PC1</name>
        <lei>N/A</lei>
        <title>COMM 15-PC1 AM FRN 07-10-50/06-12-25</title>
        <cusip>12593GAH5</cusip>
        <identifiers>
          <isin value="US12593GAH56"/>
          <other otherDesc="CG Symbol" value="FMC14290"/>
        </identifiers>
        <balance>500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>519394.500000000000</valUSD>
        <pctVal>0.0045200137</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>4.2900000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_16-COR1</name>
        <lei>N/A</lei>
        <title>COMM 16-COR1 A4 3.091% 10-10-49/08-10-26</title>
        <cusip>12594MBC1</cusip>
        <identifiers>
          <isin value="US12594MBC10"/>
          <other otherDesc="CG Symbol" value="FMC15410"/>
        </identifiers>
        <balance>4000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4062156.000000000000</valUSD>
        <pctVal>0.0353507801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.091000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FINANCE OF AMERICA STRUCTURED FASST_19-JR2</name>
        <lei>N/A</lei>
        <title>FASST 19-JR2 A1 144A 2.0% 04-01-69</title>
        <cusip>31739GAA5</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="FAF8081"/>
        </identifiers>
        <balance>14699473.740000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16035905.790000000000</valUSD>
        <pctVal>0.1395519472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD CREDIT AUTO OWNER TRUST FORDR_20-1</name>
        <lei>N/A</lei>
        <title>FORDR 20-1 A 144A 2.04% 08-15-31/02-18-25</title>
        <cusip>34531NAA4</cusip>
        <identifiers>
          <isin value="US34531NAA46"/>
          <other otherDesc="CG Symbol" value="FAF8467"/>
        </identifiers>
        <balance>1857000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1845144.910000000000</valUSD>
        <pctVal>0.0160573134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.040000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIRST INVESTORS AUTO OWNER TRUST FIAOT_21-1</name>
        <lei>N/A</lei>
        <title>FIAOT 21-1A A 144A 0.45% 03-16-26/12-15-23</title>
        <cusip>32059FAA7</cusip>
        <identifiers>
          <isin value="US32059FAA75"/>
          <other otherDesc="CG Symbol" value="FAF9254"/>
        </identifiers>
        <balance>2950587.640000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2936483.830000000000</valUSD>
        <pctVal>0.0255546548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GCI FUNDING I LLC GCI_21-1</name>
        <lei>N/A</lei>
        <title>GCI 21-1 A 144A 2.38% 06-18-46/09-18-31</title>
        <cusip>36166VAE5</cusip>
        <identifiers>
          <isin value="US36166VAE56"/>
          <other otherDesc="CG Symbol" value="FAG10613"/>
        </identifiers>
        <balance>4952757.350000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4821420.130000000000</valUSD>
        <pctVal>0.0419582514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.380000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-4</name>
        <lei>N/A</lei>
        <title>GMCAR 19-4 B 2.04% 02-17-25</title>
        <cusip>36258MAF1</cusip>
        <identifiers>
          <isin value="US36258MAF14"/>
          <other otherDesc="CG Symbol" value="FAG8261"/>
        </identifiers>
        <balance>4331000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4354772.860000000000</valUSD>
        <pctVal>0.0378972688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.040000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-4</name>
        <lei>N/A</lei>
        <title>GMCAR 19-4 C 2.24% 03-18-25</title>
        <cusip>36258MAG9</cusip>
        <identifiers>
          <isin value="US36258MAG96"/>
          <other otherDesc="CG Symbol" value="FAG8262"/>
        </identifiers>
        <balance>3130000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3151140.020000000000</valUSD>
        <pctVal>0.0274226933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.240000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2</name>
        <lei>N/A</lei>
        <title>GMALT 20-2 A3 0.80% 07-20-23/10-20-22</title>
        <cusip>36259PAD8</cusip>
        <identifiers>
          <isin value="US36259PAD87"/>
          <other otherDesc="CG Symbol" value="FAG8681"/>
        </identifiers>
        <balance>3712074.850000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3712022.880000000000</valUSD>
        <pctVal>0.0323037581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GCI FUNDING I LLC GCI_2020</name>
        <lei>N/A</lei>
        <title>GCI 20-1 A 144A 2.82% 10-18-45/30</title>
        <cusip>36166VAA3</cusip>
        <identifiers>
          <isin value="US36166VAA35"/>
          <other otherDesc="CG Symbol" value="FAG8957"/>
        </identifiers>
        <balance>16546622.690000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16332542.490000000000</valUSD>
        <pctVal>0.1421334184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.820000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSI ASSET SECURITIZATION CORPORATION TRUST HASC_06-OPT2</name>
        <lei>N/A</lei>
        <title>HASC 06-OPT2 M2 FRN (L+58.5) 01-25-36</title>
        <cusip>40430HEB0</cusip>
        <identifiers>
          <isin value="US40430HEB06"/>
          <other otherDesc="CG Symbol" value="FAH10673"/>
        </identifiers>
        <balance>5448040.600000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5440146.390000000000</valUSD>
        <pctVal>0.0473426965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.7718600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HERTZ VEHICLE FINANCING LLC HERTZ_21-1</name>
        <lei>N/A</lei>
        <title>HERTZ 21-1A A 144A 1.21% 12-26-25/24</title>
        <cusip>42806MAA7</cusip>
        <identifiers>
          <isin value="US42806MAA71"/>
          <other otherDesc="CG Symbol" value="FAH10714"/>
        </identifiers>
        <balance>30495000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29658278.190000000000</valUSD>
        <pctVal>0.2581001987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.210000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HERTZ VEHICLE FINANCING LLC HERTZ_21-2</name>
        <lei>N/A</lei>
        <title>HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26</title>
        <cusip>42806MAE9</cusip>
        <identifiers>
          <isin value="US42806MAE93"/>
          <other otherDesc="CG Symbol" value="FAH10715"/>
        </identifiers>
        <balance>18970000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18224725.610000000000</valUSD>
        <pctVal>0.1586000803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.680000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HERTZ VEHICLE FINANCING LLC HERTZ_21-1</name>
        <lei>N/A</lei>
        <title>HERTZ 21-1A B 144A 1.56% 12-26-25/24</title>
        <cusip>42806MAB5</cusip>
        <identifiers>
          <isin value="US42806MAB54"/>
          <other otherDesc="CG Symbol" value="FAH10793"/>
        </identifiers>
        <balance>3660000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3555668.040000000000</valUSD>
        <pctVal>0.0309430852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.560000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HERTZ VEHICLE FINANCING LLC HERTZ_21-2</name>
        <lei>N/A</lei>
        <title>HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26</title>
        <cusip>42806MAF6</cusip>
        <identifiers>
          <isin value="US42806MAF68"/>
          <other otherDesc="CG Symbol" value="FAH10796"/>
        </identifiers>
        <balance>857000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>831518.820000000000</valUSD>
        <pctVal>0.0072362654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.120000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HERTZ VEHICLE FINANCING III LLC HERTZ_22-1</name>
        <lei>549300MNOMKDMDFI8J66</lei>
        <title>HERTZ 22-1A B 144A 2.19% 06-25-26/25</title>
        <cusip>42806MAK5</cusip>
        <identifiers>
          <isin value="US42806MAK53"/>
          <other otherDesc="CG Symbol" value="FAH12438"/>
        </identifiers>
        <balance>1811000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1788775.410000000000</valUSD>
        <pctVal>0.0155667597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.190000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HERTZ VEHICLE FINANCING III LLC HERTZ_22-1</name>
        <lei>549300MNOMKDMDFI8J66</lei>
        <title>HERTZ 22-1A A 144A 1.99% 06-25-26/25</title>
        <cusip>42806MAJ8</cusip>
        <identifiers>
          <isin value="US42806MAJ80"/>
          <other otherDesc="CG Symbol" value="FAH12440"/>
        </identifiers>
        <balance>20181000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19946678.410000000000</valUSD>
        <pctVal>0.1735853184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.990000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INVITATION HOMES TRUST IHSFR_18-SFR3</name>
        <lei>N/A</lei>
        <title>IHSFR 18-SFR3 A 144A (L+100) FRN 07-17-37/20</title>
        <cusip>46187VAA7</cusip>
        <identifiers>
          <isin value="US46187VAA70"/>
          <other otherDesc="CG Symbol" value="FAI8732"/>
        </identifiers>
        <balance>675630.180000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>675651.800000000000</valUSD>
        <pctVal>0.0058798378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.1911400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN MORTGAGE ACQUISITION CORP JPMAC_06-HE1</name>
        <lei>N/A</lei>
        <title>JPMAC 06-HE1 A4 FRN (L+58) 01-25-36</title>
        <cusip>46626LGF1</cusip>
        <identifiers>
          <isin value="US46626LGF13"/>
          <other otherDesc="CG Symbol" value="FAJ10692"/>
        </identifiers>
        <balance>1253680.340000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1254079.010000000000</valUSD>
        <pctVal>0.0109135817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.4768600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONGFELLOW PLACE CLO LTD LONGF_13-1A</name>
        <lei>549300FY38ZCUKZQU403</lei>
        <title>LONGF 13-1A AR3 144A FRN (L+100) 04-15-29</title>
        <cusip>54303PAY1</cusip>
        <identifiers>
          <isin value="US54303PAY16"/>
          <other otherDesc="CG Symbol" value="FAL10114"/>
        </identifiers>
        <balance>8073981.300000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8072358.430000000000</valUSD>
        <pctVal>0.0702494360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.2412900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LAD AUTO RECEIVABLES TRUST LADAR_21-1</name>
        <lei>N/A</lei>
        <title>LADAR 21-1A A 144A 1.3% 08-17-26/09-16-24</title>
        <cusip>501683AA4</cusip>
        <identifiers>
          <isin value="US501683AA41"/>
          <other otherDesc="CG Symbol" value="FAL11873"/>
        </identifiers>
        <balance>12492266.300000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12356425.400000000000</valUSD>
        <pctVal>0.1075313891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LAD AUTO RECEIVABLES TRUST LADAR_21-1</name>
        <lei>N/A</lei>
        <title>LADAR 21-1A B 144A 1.94% 11-16-26/12-16-24</title>
        <cusip>501683AB2</cusip>
        <identifiers>
          <isin value="US501683AB24"/>
          <other otherDesc="CG Symbol" value="FAL11874"/>
        </identifiers>
        <balance>730000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>716424.920000000000</valUSD>
        <pctVal>0.0062346645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.940000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST LMAT_19-GS5</name>
        <lei>N/A</lei>
        <title>LMAT 19-GS5 A1 144A FRN 05-25-59</title>
        <cusip>52475FAF0</cusip>
        <identifiers>
          <isin value="US52475FAF09"/>
          <other otherDesc="CG Symbol" value="FAL8158"/>
        </identifiers>
        <balance>13382199.390000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13404828.690000000000</valUSD>
        <pctVal>0.1166550845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.2000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC</name>
        <lei>N/A</lei>
        <title>MHC 21-MHC A 144A FRN (L+80.1) 04-15-26</title>
        <cusip>55316VAA2</cusip>
        <identifiers>
          <isin value="US55316VAA26"/>
          <other otherDesc="CG Symbol" value="FAM10052"/>
        </identifiers>
        <balance>12421000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12258483.640000000000</valUSD>
        <pctVal>0.1066790541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.9921000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-2</name>
        <lei>N/A</lei>
        <title>MWST 21-2 A 144A FRN (L+75) 04-25-55/04-24-24</title>
        <cusip>58552NAA7</cusip>
        <identifiers>
          <isin value="US58552NAA72"/>
          <other otherDesc="CG Symbol" value="FAM10156"/>
        </identifiers>
        <balance>823000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>816830.790000000000</valUSD>
        <pctVal>0.0071084433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.9368600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MISSION LANE CREDIT MASTER TRUST MLANE_21-A</name>
        <lei>N/A</lei>
        <title>MLANE 21-A A 144A 1.59% 09-15-26/07-17-23</title>
        <cusip>60510MAA6</cusip>
        <identifiers>
          <isin value="US60510MAA62"/>
          <other otherDesc="CG Symbol" value="FAM11034"/>
        </identifiers>
        <balance>12936000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12746125.390000000000</valUSD>
        <pctVal>0.1109227405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.590000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARATHON CLO LTD MCLO_17-9A</name>
        <lei>5493008SBRQGMZFP2M89</lei>
        <title>MCLO 17-9A A1AR 144A FRN (L+115) 04-15-29</title>
        <cusip>56577PAL3</cusip>
        <identifiers>
          <isin value="US56577PAL31"/>
          <other otherDesc="CG Symbol" value="FAM9353"/>
        </identifiers>
        <balance>16220270.310000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16236912.310000000000</valUSD>
        <pctVal>0.1413011999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.3912900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MADISON PARK FUNDING LTD MDPK_15-17A</name>
        <lei>N/A</lei>
        <title>MDPK 15-17A AR2 CLO 144A FRN (L+100) 07-21-30</title>
        <cusip>55818YBN0</cusip>
        <identifiers>
          <isin value="US55818YBN04"/>
          <other otherDesc="CG Symbol" value="FAM9412"/>
        </identifiers>
        <balance>30860000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30737146.340000000000</valUSD>
        <pctVal>0.2674890136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.2551400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERCURY FINANCIAL MFCC_21-1</name>
        <lei>N/A</lei>
        <title>MFCC 21-1A A 144A 1.54% 03-20-26</title>
        <cusip>58940BAA4</cusip>
        <identifiers>
          <isin value="US58940BAA44"/>
          <other otherDesc="CG Symbol" value="FAM9754"/>
        </identifiers>
        <balance>7800000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7721797.200000000000</valUSD>
        <pctVal>0.0671986883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.540000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NELNET STUDENT LOAN TRUST NSLT_21-A</name>
        <lei>N/A</lei>
        <title>NSLT 21-A APT1 144A 1.36% 04-20-62</title>
        <cusip>64035DAB2</cusip>
        <identifiers>
          <isin value="US64035DAB29"/>
          <other otherDesc="CG Symbol" value="FAN10492"/>
        </identifiers>
        <balance>16447580.180000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15790894.090000000000</valUSD>
        <pctVal>0.1374197408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.360000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C</name>
        <lei>N/A</lei>
        <title>NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28</title>
        <cusip>63942JAA5</cusip>
        <identifiers>
          <isin value="US63942JAA51"/>
          <other otherDesc="CG Symbol" value="FAN10513"/>
        </identifiers>
        <balance>12260530.940000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11883777.080000000000</valUSD>
        <pctVal>0.1034181825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.060000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NELNET STUDENT LOAN TRUST NSLT_21-B</name>
        <lei>N/A</lei>
        <title>NSLT 21-B AFX 144A 1.42% 04-20-62</title>
        <cusip>64034QAB4</cusip>
        <identifiers>
          <isin value="US64034QAB41"/>
          <other otherDesc="CG Symbol" value="FAN10612"/>
        </identifiers>
        <balance>33153544.730000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31799089.810000000000</valUSD>
        <pctVal>0.2767305420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.420000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST NAVSL_21-E</name>
        <lei>N/A</lei>
        <title>NAVSL 21-EA A 144A 0.97% 12-16-69/12-15-28</title>
        <cusip>63942EAA6</cusip>
        <identifiers>
          <isin value="US63942EAA64"/>
          <other otherDesc="CG Symbol" value="FAN11036"/>
        </identifiers>
        <balance>12377119.830000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11937076.090000000000</valUSD>
        <pctVal>0.1038820154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.970000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NELNET STUDENT LOAN TRUST NSLT_21-C</name>
        <lei>N/A</lei>
        <title>NSLT 21-CA AFX 144A 1.32% 04-20-62</title>
        <cusip>64035GAB5</cusip>
        <identifiers>
          <isin value="US64035GAB59"/>
          <other otherDesc="CG Symbol" value="FAN11152"/>
        </identifiers>
        <balance>21270654.990000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20349295.300000000000</valUSD>
        <pctVal>0.1770890787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.320000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-F</name>
        <lei>N/A</lei>
        <title>NAVSL 21-FA A 1.11% 02-18-70/05-15-29</title>
        <cusip>63942GAA1</cusip>
        <identifiers>
          <isin value="US63942GAA13"/>
          <other otherDesc="CG Symbol" value="FAN11392"/>
        </identifiers>
        <balance>6584562.740000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6289199.010000000000</valUSD>
        <pctVal>0.0547315493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-02-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.110000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G</name>
        <lei>N/A</lei>
        <title>NAVSL 21-G A 144A 1.58% 04-15-70</title>
        <cusip>63942KAA2</cusip>
        <identifiers>
          <isin value="US63942KAA25"/>
          <other otherDesc="CG Symbol" value="FAN11876"/>
        </identifiers>
        <balance>19334340.670000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18845046.510000000000</valUSD>
        <pctVal>0.1639984027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.580000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1</name>
        <lei>N/A</lei>
        <title>NZRT 20-RPL1 A1 144A FRN 11-25-59</title>
        <cusip>64828XAA1</cusip>
        <identifiers>
          <isin value="US64828XAA19"/>
          <other otherDesc="CG Symbol" value="FAN8554"/>
        </identifiers>
        <balance>15033482.080000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15141768.250000000000</valUSD>
        <pctVal>0.1317707444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST NAVSL_21-A</name>
        <lei>N/A</lei>
        <title>NAVSL 21-A A 144A 0.84% 05-15-69/03-15-29</title>
        <cusip>63942BAA2</cusip>
        <identifiers>
          <isin value="US63942BAA26"/>
          <other otherDesc="CG Symbol" value="FAN9273"/>
        </identifiers>
        <balance>3698615.620000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3594865.750000000000</valUSD>
        <pctVal>0.0312842020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.840000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEWARK BSL CLO NBCLO_17-1A</name>
        <lei>N/A</lei>
        <title>NBCLO 2017-1A A1R 144A FRN (L+97) 07-25-30</title>
        <cusip>65023PAN0</cusip>
        <identifiers>
          <isin value="US65023PAN06"/>
          <other otherDesc="CG Symbol" value="FAN9454"/>
        </identifiers>
        <balance>5412000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5404396.140000000000</valUSD>
        <pctVal>0.0470315812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.2277100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-B</name>
        <lei>N/A</lei>
        <title>NAVSL 21-B A 144A 0.94% 07-15-69/06-15-28</title>
        <cusip>63942LAA0</cusip>
        <identifiers>
          <isin value="US63942LAA08"/>
          <other otherDesc="CG Symbol" value="FAN9832"/>
        </identifiers>
        <balance>6077394.870000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5882577.900000000000</valUSD>
        <pctVal>0.0511929423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.940000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1</name>
        <lei>N/A</lei>
        <title>ONDK 21-1A A 144A 1.59% 05-17-27/24</title>
        <cusip>68236WAA0</cusip>
        <identifiers>
          <isin value="US68236WAA09"/>
          <other otherDesc="CG Symbol" value="FAO10293"/>
        </identifiers>
        <balance>8688000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8452181.620000000000</valUSD>
        <pctVal>0.0735548349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.590000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPORTUN FUNDING LLC OPTN_21-B</name>
        <lei>N/A</lei>
        <title>OPTN 21-B A 144A 1.47% 05-08-31/05-01-24</title>
        <cusip>68377GAA4</cusip>
        <identifiers>
          <isin value="US68377GAA40"/>
          <other otherDesc="CG Symbol" value="FAO10395"/>
        </identifiers>
        <balance>8636000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8336589.880000000000</valUSD>
        <pctVal>0.0725489016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.470000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPTION ONE MORTGAGE LOANTRUST OOMLT_05-3</name>
        <lei>N/A</lei>
        <title>OOMLT 05-3 M2 FRN (L+73.5) 08-25-35</title>
        <cusip>68389FHT4</cusip>
        <identifiers>
          <isin value="US68389FHT49"/>
          <other otherDesc="CG Symbol" value="FAO6426"/>
        </identifiers>
        <balance>2233909.740000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2233775.710000000000</valUSD>
        <pctVal>0.0194393603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.9218600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPORTUN FUNDING LLC OPTN_21-A</name>
        <lei>N/A</lei>
        <title>OPTN 21-A A 144A 1.21% 03-08-28/23</title>
        <cusip>68377BAA5</cusip>
        <identifiers>
          <isin value="US68377BAA52"/>
          <other otherDesc="CG Symbol" value="FAO9712"/>
        </identifiers>
        <balance>9200000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8992420.400000000000</valUSD>
        <pctVal>0.0782562453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.210000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PRODIGY FINANCE PRDGY_21-1</name>
        <lei>635400HTAZNW3LYYMQ40</lei>
        <title>PRDGY 21-1A A 144A FRN (L+125) 07-25-51</title>
        <cusip>742855AA7</cusip>
        <identifiers>
          <isin value="US742855AA76"/>
          <other otherDesc="CG Symbol" value="FAP11012"/>
        </identifiers>
        <balance>2213505.500000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2210422.090000000000</valUSD>
        <pctVal>0.0192361262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.4368600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4</name>
        <lei>N/A</lei>
        <title>PSTAT 21-4A A1 CLO 144A FRN (L+80) 10-15-29</title>
        <cusip>69702HAA6</cusip>
        <identifiers>
          <isin value="US69702HAA68"/>
          <other otherDesc="CG Symbol" value="FAP11372"/>
        </identifiers>
        <balance>12500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12482250.000000000000</valUSD>
        <pctVal>0.1086263736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.9280000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4</name>
        <lei>N/A</lei>
        <title>PSTAT 21-4A A2 CLO 144A FRN (L+140) 10-15-29</title>
        <cusip>69702HAC2</cusip>
        <identifiers>
          <isin value="US69702HAC25"/>
          <other otherDesc="CG Symbol" value="FAP11374"/>
        </identifiers>
        <balance>4278000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4261020.620000000000</valUSD>
        <pctVal>0.0370813930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.5280000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD PSTAT_22-1A</name>
        <lei>N/A</lei>
        <title>PSTAT 22-1A A1 CLO 144A FRN (L+105) 04-15-30</title>
        <cusip>69701CAA8</cusip>
        <identifiers>
          <isin value="US69701CAA80"/>
          <other otherDesc="CG Symbol" value="FAP12520"/>
        </identifiers>
        <balance>5891000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5875106.080000000000</valUSD>
        <pctVal>0.0511279191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.1867100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD PSTAT_19-1A</name>
        <lei>N/A</lei>
        <title>PSTAT 19-1A-A1 CLO 144A FRN (L+105) 04-20-27</title>
        <cusip>69700VAA7</cusip>
        <identifiers>
          <isin value="US69700VAA70"/>
          <other otherDesc="CG Symbol" value="FAP7819"/>
        </identifiers>
        <balance>5620763.400000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5621775.140000000000</valUSD>
        <pctVal>0.0489233148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.3040000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD PSTAT_19-2</name>
        <lei>N/A</lei>
        <title>PSTAT 19-2 A1 CLO 144A FRN (L+97) 04-20-27</title>
        <cusip>69689PAA5</cusip>
        <identifiers>
          <isin value="US69689PAA57"/>
          <other otherDesc="CG Symbol" value="FAP7971"/>
        </identifiers>
        <balance>3457048.740000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3456219.050000000000</valUSD>
        <pctVal>0.0300776336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.2240000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROG 2019-SFR3</name>
        <lei>N/A</lei>
        <title>PROG 19SFR3-A 144A 2.271% 09-17-36</title>
        <cusip>74332WAA1</cusip>
        <identifiers>
          <isin value="US74332WAA18"/>
          <other otherDesc="CG Symbol" value="FAP8164"/>
        </identifiers>
        <balance>20853564.060000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20640461.490000000000</valUSD>
        <pctVal>0.1796229430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.271000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROGRESS RESIDENTIAL TRUST PROG_19-SFR4</name>
        <lei>N/A</lei>
        <title>PROG 19-SRF4 A 144A 2.687% 10-17-36/10-21-24</title>
        <cusip>74331AAA0</cusip>
        <identifiers>
          <isin value="US74331AAA07"/>
          <other otherDesc="CG Symbol" value="FAP8733"/>
        </identifiers>
        <balance>471000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>467827.340000000000</valUSD>
        <pctVal>0.0040712522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.687000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD PSTAT_20-4</name>
        <lei>N/A</lei>
        <title>PSTAT 20-4 A1 CLO 144A FRN (L+100) 11-25-28</title>
        <cusip>69701PAA9</cusip>
        <identifiers>
          <isin value="US69701PAA93"/>
          <other otherDesc="CG Symbol" value="FAP8857"/>
        </identifiers>
        <balance>25223347.170000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25139857.890000000000</valUSD>
        <pctVal>0.2187787934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.4975700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD PSTAT_21-1</name>
        <lei>N/A</lei>
        <title>PSTAT 21-1 A1 CLO 144A FRN (L+90) 04-20-29</title>
        <cusip>69701YAA0</cusip>
        <identifiers>
          <isin value="US69701YAA01"/>
          <other otherDesc="CG Symbol" value="FAP9232"/>
        </identifiers>
        <balance>2879800.810000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2878107.490000000000</valUSD>
        <pctVal>0.0250466366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.1540000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RMF PROPRIETARY ISSUANCE TRUST RMF_19-1</name>
        <lei>N/A</lei>
        <title>RPIT 19-1 A 144A FRN 10-25-63/10-15-24</title>
        <cusip>74968RAA3</cusip>
        <identifiers>
          <isin value="US74968RAA32"/>
          <other otherDesc="CG Symbol" value="FAR8260"/>
        </identifiers>
        <balance>3343347.320000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3328115.030000000000</valUSD>
        <pctVal>0.0289628125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RACE POINT CLO LTD RACEP_15-9A</name>
        <lei>549300C3570PBQ31OI09</lei>
        <title>RACEP 15-9A A1A2 CLO 144A FRN (L+94) 10-15-30</title>
        <cusip>74982WAA4</cusip>
        <identifiers>
          <isin value="US74982WAA45"/>
          <other otherDesc="CG Symbol" value="FAR9872"/>
        </identifiers>
        <balance>23025000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23010171.900000000000</valUSD>
        <pctVal>0.2002452705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.1812900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SBA TOWER TRUST</name>
        <lei>N/A</lei>
        <title>SBA TOWER TRUST 144A LIFE 1.631% 11-15-26</title>
        <cusip>78403DAT7</cusip>
        <identifiers>
          <isin value="US78403DAT72"/>
          <other otherDesc="CG Symbol" value="FAS10401"/>
        </identifiers>
        <balance>6741000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6485812.700000000000</valUSD>
        <pctVal>0.0564425735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.631000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GLOBAL SC FINANCE SRL SEACO_21-2</name>
        <lei>549300JZYOMTAKV6RT73</lei>
        <title>SEACO 21-2A A 144A 1.95% 08-17-41</title>
        <cusip>37959PAG2</cusip>
        <identifiers>
          <isin value="US37959PAG28"/>
          <other otherDesc="CG Symbol" value="FAS10516"/>
        </identifiers>
        <balance>6620655.510000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6374645.190000000000</valUSD>
        <pctVal>0.0554751419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3</name>
        <lei>N/A</lei>
        <title>SDART 21-3 A2 0.29% 05-15-24/09-15-22</title>
        <cusip>80287EAB1</cusip>
        <identifiers>
          <isin value="US80287EAB11"/>
          <other otherDesc="CG Symbol" value="FAS10992"/>
        </identifiers>
        <balance>2260122.510000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2257026.140000000000</valUSD>
        <pctVal>0.0196416964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.290000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUTTONPARK STRUCTURED SETTLEMENTS SPPS_2021-1</name>
        <lei>N/A</lei>
        <title>SPSS 21-1 A 144A 1.95% 09-15-75</title>
        <cusip>78472VAA4</cusip>
        <identifiers>
          <isin value="US78472VAA44"/>
          <other otherDesc="CG Symbol" value="FAS11212"/>
        </identifiers>
        <balance>19568715.930000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19009500.730000000000</valUSD>
        <pctVal>0.1654295602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2075-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STONEPEAK 2021-1 ABS SALTT_21-1A</name>
        <lei>N/A</lei>
        <title>SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27</title>
        <cusip>78433XAA8</cusip>
        <identifiers>
          <isin value="US78433XAA81"/>
          <other otherDesc="CG Symbol" value="FAS11574"/>
        </identifiers>
        <balance>4162784.440000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4049735.700000000000</valUSD>
        <pctVal>0.0352426929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.301000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPRITE LIMITED SPRTE_21-1</name>
        <lei>N/A</lei>
        <title>SPRTE 21-1 A 144A 3.75% 11-15-46/10-16-28</title>
        <cusip>85208UAA2</cusip>
        <identifiers>
          <isin value="US85208UAA25"/>
          <other otherDesc="CG Symbol" value="FAS11693"/>
        </identifiers>
        <balance>9798109.020000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9426741.090000000000</valUSD>
        <pctVal>0.0820359069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIAL PROFESSIONAL LOAN PROGRAM LLC SOFI_15-C</name>
        <lei>N/A</lei>
        <title>SOFI 15-D A2 144A 2.72% 10-27-36/02-25-25</title>
        <cusip>78470NAB2</cusip>
        <identifiers>
          <isin value="US78470NAB29"/>
          <other otherDesc="CG Symbol" value="FAS3026"/>
        </identifiers>
        <balance>1106086.090000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1106086.090000000000</valUSD>
        <pctVal>0.0096256781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.720000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_19-3</name>
        <lei>N/A</lei>
        <title>SDART 19-3 C 2.49% 10-15-25/09-15-22</title>
        <cusip>80286HAF6</cusip>
        <identifiers>
          <isin value="US80286HAF64"/>
          <other otherDesc="CG Symbol" value="FAS8166"/>
        </identifiers>
        <balance>2008918.870000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2016255.440000000000</valUSD>
        <pctVal>0.0175463972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.490000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER CONSUMER ACQUIRED RECEIVABLES TRUST SCART_20-A</name>
        <lei>N/A</lei>
        <title>SCART 20-A A 144A 1.37% 10-15-24/01-17-23</title>
        <cusip>80281MAA1</cusip>
        <identifiers>
          <isin value="US80281MAA18"/>
          <other otherDesc="CG Symbol" value="FAS8643"/>
        </identifiers>
        <balance>5122417.370000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5129153.350000000000</valUSD>
        <pctVal>0.0446362898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.370000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SORT_20-1</name>
        <lei>N/A</lei>
        <title>SORT 20-1 A1 144A 1.69% 07-15-60/25</title>
        <cusip>12530MAA3</cusip>
        <identifiers>
          <isin value="US12530MAA36"/>
          <other otherDesc="CG Symbol" value="FAS8734"/>
        </identifiers>
        <balance>18840484.550000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18231032.560000000000</valUSD>
        <pctVal>0.1586549663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.690000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEACO_20-1</name>
        <lei>N/A</lei>
        <title>SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30</title>
        <cusip>37959PAA5</cusip>
        <identifiers>
          <isin value="US37959PAA57"/>
          <other otherDesc="CG Symbol" value="FAS8800"/>
        </identifiers>
        <balance>22814635.930000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22316227.390000000000</valUSD>
        <pctVal>0.1942062411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.170000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GLOBAL SC FINANCE VII SRL</name>
        <lei>N/A</lei>
        <title>SEACO 20-2A A 144A 2.26% 11-19-40/03-18-30</title>
        <cusip>37959PAC1</cusip>
        <identifiers>
          <isin value="US37959PAC14"/>
          <other otherDesc="CG Symbol" value="FAS8832"/>
        </identifiers>
        <balance>20803840.450000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20402908.840000000000</valUSD>
        <pctVal>0.1775556488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.260000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A</name>
        <lei>N/A</lei>
        <title>SMB 21-A APT2 144A 1.07% 01-15-53</title>
        <cusip>78448YAJ0</cusip>
        <identifiers>
          <isin value="US78448YAJ01"/>
          <other otherDesc="CG Symbol" value="FAS9377"/>
        </identifiers>
        <balance>2800671.360000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2627206.180000000000</valUSD>
        <pctVal>0.0228631761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.070000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A</name>
        <lei>N/A</lei>
        <title>SMB 21-A A1 144A FRN (L+50) 01-15-53</title>
        <cusip>78448YAA9</cusip>
        <identifiers>
          <isin value="US78448YAA91"/>
          <other otherDesc="CG Symbol" value="FAS9379"/>
        </identifiers>
        <balance>1016531.480000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1016122.830000000000</valUSD>
        <pctVal>0.0088427758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.6911400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUND POINT CLO LTD SNDPT_15-1RA</name>
        <lei>N/A</lei>
        <title>SNDPT 15-1RA AR CLO 144A FRN (L+108) 04-15-30</title>
        <cusip>83607HAL9</cusip>
        <identifiers>
          <isin value="US83607HAL96"/>
          <other otherDesc="CG Symbol" value="FAS9473"/>
        </identifiers>
        <balance>16955000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16933840.160000000000</valUSD>
        <pctVal>0.1473661917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.3212900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CF HIPPOLYTA ISSUER LLC SORT_21-1</name>
        <lei>N/A</lei>
        <title>SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26</title>
        <cusip>12530MAE5</cusip>
        <identifiers>
          <isin value="US12530MAE57"/>
          <other otherDesc="CG Symbol" value="FAS9673"/>
        </identifiers>
        <balance>13107627.840000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12477635.920000000000</valUSD>
        <pctVal>0.1085862197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.530000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GLOBAL SC FINANCE SRL SEACO_21-1A</name>
        <lei>N/A</lei>
        <title>SEACO 21-1A A 144A 1.86% 04-17-41/04-19-32</title>
        <cusip>37959PAE7</cusip>
        <identifiers>
          <isin value="US37959PAE79"/>
          <other otherDesc="CG Symbol" value="FAS9733"/>
        </identifiers>
        <balance>19931874.820000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19094217.850000000000</valUSD>
        <pctVal>0.1661668081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.860000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_17-3</name>
        <lei>N/A</lei>
        <title>TPMT 17-3 M1 144A FRN 07-25-57</title>
        <cusip>89169DAC5</cusip>
        <identifiers>
          <isin value="US89169DAC56"/>
          <other otherDesc="CG Symbol" value="FAT11512"/>
        </identifiers>
        <balance>2300000.020000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2349525.920000000000</valUSD>
        <pctVal>0.0204466727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.5000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_15-4</name>
        <lei>N/A</lei>
        <title>TPMT 15-4 M1 144A FRN 04-25-55/05-25-22</title>
        <cusip>89171UAE9</cusip>
        <identifiers>
          <isin value="US89171UAE91"/>
          <other otherDesc="CG Symbol" value="FAT11934"/>
        </identifiers>
        <balance>3215193.470000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3240770.330000000000</valUSD>
        <pctVal>0.0282026981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_15-4</name>
        <lei>N/A</lei>
        <title>TPMT 15-4 M2 144A FRN 04-25-55/01-25-27</title>
        <cusip>89171UAG4</cusip>
        <identifiers>
          <isin value="US89171UAG40"/>
          <other otherDesc="CG Symbol" value="FAT11935"/>
        </identifiers>
        <balance>2552100.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2588722.640000000000</valUSD>
        <pctVal>0.0225282744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_15-3</name>
        <lei>549300ZHISOOIT5VZP03</lei>
        <title>TPMT 15-3 M2 144A FRN 03-25-54/09-27-27</title>
        <cusip>89172HAD9</cusip>
        <identifiers>
          <isin value="US89172HAD98"/>
          <other otherDesc="CG Symbol" value="FAT11952"/>
        </identifiers>
        <balance>947900.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>964363.130000000000</valUSD>
        <pctVal>0.0083923387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.0000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_17-2</name>
        <lei>N/A</lei>
        <title>TPMT 17-2 M1 144A FRN 04-25-57</title>
        <cusip>89173HAC0</cusip>
        <identifiers>
          <isin value="US89173HAC07"/>
          <other otherDesc="CG Symbol" value="FAT12453"/>
        </identifiers>
        <balance>6817999.930000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6977793.390000000000</valUSD>
        <pctVal>0.0607240194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_17-1</name>
        <lei>N/A</lei>
        <title>TPMT 17-1 A1 144A 2.75% 10-25-56</title>
        <cusip>89173FAA8</cusip>
        <identifiers>
          <isin value="US89173FAA84"/>
          <other otherDesc="CG Symbol" value="FAT4707"/>
        </identifiers>
        <balance>134909.580000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135789.330000000000</valUSD>
        <pctVal>0.0011817022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_16-5</name>
        <lei>N/A</lei>
        <title>TPMT 16-5 A1 2.5% 10-25-56</title>
        <cusip>89173CAA5</cusip>
        <identifiers>
          <isin value="US89173CAA53"/>
          <other otherDesc="CG Symbol" value="FAT4986"/>
        </identifiers>
        <balance>169454.770000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170279.680000000000</valUSD>
        <pctVal>0.0014818534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.5000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_19-1</name>
        <lei>N/A</lei>
        <title>TALNT 19-1 A 144A 2.56% 11-25-31</title>
        <cusip>89231XAA9</cusip>
        <identifiers>
          <isin value="US89231XAA90"/>
          <other otherDesc="CG Symbol" value="FAT8069"/>
        </identifiers>
        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10147890.000000000000</valUSD>
        <pctVal>0.0883116818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.560000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_18-2</name>
        <lei>N/A</lei>
        <title>TPMT 18-2 A1 144A FRN 03-25-58</title>
        <cusip>89175VAA1</cusip>
        <identifiers>
          <isin value="US89175VAA17"/>
          <other otherDesc="CG Symbol" value="FAT8340"/>
        </identifiers>
        <balance>10107136.750000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10230221.460000000000</valUSD>
        <pctVal>0.0890281686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.2500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_18-3</name>
        <lei>N/A</lei>
        <title>TPMT 18-3 A1 144A FRN 05-25-58</title>
        <cusip>89175MAA1</cusip>
        <identifiers>
          <isin value="US89175MAA18"/>
          <other otherDesc="CG Symbol" value="FAT8520"/>
        </identifiers>
        <balance>4439366.510000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4546559.450000000000</valUSD>
        <pctVal>0.0395662853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_19-1</name>
        <lei>N/A</lei>
        <title>TPMT 19-1 A1 144A FRN 03-25-58/11-27-28</title>
        <cusip>89177BAA3</cusip>
        <identifiers>
          <isin value="US89177BAA35"/>
          <other otherDesc="CG Symbol" value="FAT8522"/>
        </identifiers>
        <balance>5532092.140000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5659628.990000000000</valUSD>
        <pctVal>0.0492527367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_18-4</name>
        <lei>N/A</lei>
        <title>TPMT 18-4 A1 144A FRN 06-25-58</title>
        <cusip>89175TAA6</cusip>
        <identifiers>
          <isin value="US89175TAA60"/>
          <other otherDesc="CG Symbol" value="FAT8523"/>
        </identifiers>
        <balance>2647041.580000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2669700.260000000000</valUSD>
        <pctVal>0.0232329794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.0000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_17-2</name>
        <lei>N/A</lei>
        <title>TPMT 17-2 A1 144A FRN 04-25-57</title>
        <cusip>89173HAA4</cusip>
        <identifiers>
          <isin value="US89173HAA41"/>
          <other otherDesc="CG Symbol" value="FAT8526"/>
        </identifiers>
        <balance>153833.020000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154660.490000000000</valUSD>
        <pctVal>0.0013459279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_17-3</name>
        <lei>N/A</lei>
        <title>TPMT 17-3 A1 144A FRN 07-25-57</title>
        <cusip>89169DAA9</cusip>
        <identifiers>
          <isin value="US89169DAA90"/>
          <other otherDesc="CG Symbol" value="FAT8527"/>
        </identifiers>
        <balance>522556.480000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>526302.160000000000</valUSD>
        <pctVal>0.0045801274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.7500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_16-1</name>
        <lei>N/A</lei>
        <title>TPMT 16-1 A3B 144A FRN 02-25-55</title>
        <cusip>89172EBJ2</cusip>
        <identifiers>
          <isin value="US89172EBJ29"/>
          <other otherDesc="CG Symbol" value="FAT8533"/>
        </identifiers>
        <balance>61597.800000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61856.570000000000</valUSD>
        <pctVal>0.0005383048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.0000000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TPMT 2019-HY2 A1</name>
        <lei>N/A</lei>
        <title>TPMT 19-HY2 A1 144A FRN (L+100) 05-25-58</title>
        <cusip>89177HAA0</cusip>
        <identifiers>
          <isin value="US89177HAA05"/>
          <other otherDesc="CG Symbol" value="FAT8548"/>
        </identifiers>
        <balance>2692808.360000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2703366.860000000000</valUSD>
        <pctVal>0.0235259619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.1868600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1</name>
        <lei>N/A</lei>
        <title>TMCL 20-1A A 144A 2.73% 08-21-45/05-21-29</title>
        <cusip>88315LAE8</cusip>
        <identifiers>
          <isin value="US88315LAE83"/>
          <other otherDesc="CG Symbol" value="FAT8792"/>
        </identifiers>
        <balance>367832.790000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>366497.190000000000</valUSD>
        <pctVal>0.0031894298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.730000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRITON CONTAINER FINANCE LLC TCF_20-1</name>
        <lei>N/A</lei>
        <title>TCF 20-1 A 144A 2.11% 09-20-45/05-20-30</title>
        <cusip>89680HAA0</cusip>
        <identifiers>
          <isin value="US89680HAA05"/>
          <other otherDesc="CG Symbol" value="FAT8808"/>
        </identifiers>
        <balance>15533441.610000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15073574.070000000000</valUSD>
        <pctVal>0.1311772868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.110000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2</name>
        <lei>549300WW1K7EYP0YPC14</lei>
        <title>TMCL 20-2A A 144A 2.10% 09-20-45/06-20-30</title>
        <cusip>88315LAG3</cusip>
        <identifiers>
          <isin value="US88315LAG32"/>
          <other otherDesc="CG Symbol" value="FAT8828"/>
        </identifiers>
        <balance>3985900.370000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3864222.790000000000</valUSD>
        <pctVal>0.0336282728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAL ADVANTAGE LLC TAL_20-1A</name>
        <lei>N/A</lei>
        <title>TAL 20-1A A 144A 2.05% 09-20-45/05-21-29</title>
        <cusip>87407RAA4</cusip>
        <identifiers>
          <isin value="US87407RAA41"/>
          <other otherDesc="CG Symbol" value="FAT8830"/>
        </identifiers>
        <balance>4057057.500000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3935694.680000000000</valUSD>
        <pctVal>0.0342502546</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1</name>
        <lei>549300Q7RHLEMSLA9Y26</lei>
        <title>TMCL 21-1A A 144A 1.68% 02-20-46/08-21-28</title>
        <cusip>88315LAL2</cusip>
        <identifiers>
          <isin value="US88315LAL27"/>
          <other otherDesc="CG Symbol" value="FAT9376"/>
        </identifiers>
        <balance>2320240.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2201731.420000000000</valUSD>
        <pctVal>0.0191604959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.680000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2</name>
        <lei>N/A</lei>
        <title>TMCL 21-2A A 144A 2.23% 04-20-46</title>
        <cusip>88315LAQ1</cusip>
        <identifiers>
          <isin value="US88315LAQ14"/>
          <other otherDesc="CG Symbol" value="FAT9932"/>
        </identifiers>
        <balance>9682000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9437761.870000000000</valUSD>
        <pctVal>0.0821318149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.230000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1</name>
        <lei>N/A</lei>
        <title>USRE 21-1 A1 144A 1.91% 10-20-61/26</title>
        <cusip>643821AA9</cusip>
        <identifiers>
          <isin value="US643821AA93"/>
          <other otherDesc="CG Symbol" value="FAU11553"/>
        </identifiers>
        <balance>61588000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59276663.950000000000</valUSD>
        <pctVal>0.5158532349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.910000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VOLKSWAGEN AUTO LEASE TRUST VWALT_19-A</name>
        <lei>N/A</lei>
        <title>VWALT 19-A A3 1.99% 11-21-22</title>
        <cusip>92867XAD8</cusip>
        <identifiers>
          <isin value="US92867XAD84"/>
          <other otherDesc="CG Symbol" value="FAV8251"/>
        </identifiers>
        <balance>694050.410000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>695455.170000000000</valUSD>
        <pctVal>0.0060521759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.990000000000</annualizedRt>
          <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 WLAKE_21-3</name>
        <lei>N/A</lei>
        <title>WLAKE 21-3 A2 144A 0.57% 09-16-24</title>
        <cusip>96043JAC9</cusip>
        <identifiers>
          <isin value="US96043JAC99"/>
          <other otherDesc="CG Symbol" value="FAW11814"/>
        </identifiers>
        <balance>21313000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21221290.160000000000</valUSD>
        <pctVal>0.1846775855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.570000000000</annualizedRt>
          <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 WLAKE_20-2</name>
        <lei>N/A</lei>
        <title>WLAKE 20-2 A2A 144A 0.93% 02-15-24</title>
        <cusip>96042PAB8</cusip>
        <identifiers>
          <isin value="US96042PAB85"/>
          <other otherDesc="CG Symbol" value="FAW8702"/>
        </identifiers>
        <balance>3038594.110000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3039490.500000000000</valUSD>
        <pctVal>0.0264510670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.930000000000</annualizedRt>
          <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 WLAKE_20-2</name>
        <lei>N/A</lei>
        <title>WLAKE 20-2 B 144A 1.32% 07-15-25</title>
        <cusip>96042PAD4</cusip>
        <identifiers>
          <isin value="US96042PAD42"/>
          <other otherDesc="CG Symbol" value="FAW8703"/>
        </identifiers>
        <balance>4345000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4350978.720000000000</valUSD>
        <pctVal>0.0378642504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.320000000000</annualizedRt>
          <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 WLAKE_20-2</name>
        <lei>N/A</lei>
        <title>WLAKE 20-2 C 144A 2.01% 07-15-25</title>
        <cusip>96042PAE2</cusip>
        <identifiers>
          <isin value="US96042PAE25"/>
          <other otherDesc="CG Symbol" value="FAW8704"/>
        </identifiers>
        <balance>2110000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2120033.050000000000</valUSD>
        <pctVal>0.0184495185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.010000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERIZON OWNER TRUST VZOT_19-C</name>
        <lei>N/A</lei>
        <title>VZOT 19C-A1A 1.94% 04-22-24/11-21-22</title>
        <cusip>92348AAA3</cusip>
        <identifiers>
          <isin value="US92348AAA34"/>
          <other otherDesc="CG Symbol" value="FAX8259"/>
        </identifiers>
        <balance>2466038.840000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2475325.940000000000</valUSD>
        <pctVal>0.0215414433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.940000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>7-ELEVEN INC</name>
        <lei>549300K23JPL0SS3LB18</lei>
        <title>7-ELEVEN 144A LIFE SR UNSEC 0.625% 02-10-23</title>
        <cusip>817826AA8</cusip>
        <identifiers>
          <isin value="US817826AA80"/>
          <other otherDesc="CG Symbol" value="FC767665"/>
        </identifiers>
        <balance>10695000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10614049.550000000000</valUSD>
        <pctVal>0.0923684201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHUBB INA HOLDINGS INC</name>
        <lei>CZCBJZWDMLTHWJDXU843</lei>
        <title>ACE INA HOLDINGS INC SR UNSEC 2.875% 11-03-22</title>
        <cusip>00440EAU1</cusip>
        <identifiers>
          <isin value="US00440EAU10"/>
          <other otherDesc="CG Symbol" value="FCA20569"/>
        </identifiers>
        <balance>1275000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1287194.100000000000</valUSD>
        <pctVal>0.0112017647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHUBB INA HOLDINGS INC</name>
        <lei>CZCBJZWDMLTHWJDXU843</lei>
        <title>ACE INA HOLDINGS INC SR UNSEC 3.35% 05-03-26</title>
        <cusip>00440EAV9</cusip>
        <identifiers>
          <isin value="US00440EAV92"/>
          <other otherDesc="CG Symbol" value="FCA20570"/>
        </identifiers>
        <balance>1275000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1325168.700000000000</valUSD>
        <pctVal>0.0115322374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASTRAZENECA PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>ASTRAZENECA PLC SR UNSEC FRN (L+66.5) 08-17-23</title>
        <cusip>046353AS7</cusip>
        <identifiers>
          <isin value="US046353AS79"/>
          <other otherDesc="CG Symbol" value="FCA52129"/>
        </identifiers>
        <balance>11772000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11850260.260000000000</valUSD>
        <pctVal>0.1031265034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.1337100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIR PRODUCTS &amp; CHEMICALS INC</name>
        <lei>7QEON6Y1RL5XR3R1W237</lei>
        <title>AIR PRODUCTS &amp; CHEMICALS SR UNSEC 1.5% 10-15-25</title>
        <cusip>009158BB1</cusip>
        <identifiers>
          <isin value="US009158BB15"/>
          <other otherDesc="CG Symbol" value="FCA61531"/>
        </identifiers>
        <balance>6815000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6676185.270000000000</valUSD>
        <pctVal>0.0580992846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>APPLE INC</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC SR UNSEC 1.125% 05-11-25</title>
        <cusip>037833DT4</cusip>
        <identifiers>
          <isin value="US037833DT41"/>
          <other otherDesc="CG Symbol" value="FCA61777"/>
        </identifiers>
        <balance>4352000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4245993.980000000000</valUSD>
        <pctVal>0.0369506241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMAZON.COM INC</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMAZON.COM INC SR UNSEC 0.8% 06-03-25</title>
        <cusip>023135BQ8</cusip>
        <identifiers>
          <isin value="US023135BQ82"/>
          <other otherDesc="CG Symbol" value="FCA62698"/>
        </identifiers>
        <balance>8635000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8332248.270000000000</valUSD>
        <pctVal>0.0725111188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HONDA FINANCE CORPORATION</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>AMERICAN HONDA FINANCE CORP SR UNSEC 0.875% 07-07-23</title>
        <cusip>02665WDK4</cusip>
        <identifiers>
          <isin value="US02665WDK45"/>
          <other otherDesc="CG Symbol" value="FCA63549"/>
        </identifiers>
        <balance>1000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>990813.000000000000</valUSD>
        <pctVal>0.0086225178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HONDA FINANCE CORPORATION</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>AMERICAN HONDA FINANCE CORP SR UNSEC 1.2% 07-08-25</title>
        <cusip>02665WDL2</cusip>
        <identifiers>
          <isin value="US02665WDL28"/>
          <other otherDesc="CG Symbol" value="FCA63550"/>
        </identifiers>
        <balance>764000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>740534.500000000000</valUSD>
        <pctVal>0.0064444773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALPHABET INC</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>ALPHABET INC SR UNSEC 0.45% 08-15-25</title>
        <cusip>02079KAH0</cusip>
        <identifiers>
          <isin value="US02079KAH05"/>
          <other otherDesc="CG Symbol" value="FCA63978"/>
        </identifiers>
        <balance>445000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>421930.760000000000</valUSD>
        <pctVal>0.0036718387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALPHABET INC</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>ALPHABET INC SR UNSEC 0.8% 08-15-27</title>
        <cusip>02079KAJ6</cusip>
        <identifiers>
          <isin value="US02079KAJ60"/>
          <other otherDesc="CG Symbol" value="FCA63979"/>
        </identifiers>
        <balance>3315000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3072162.990000000000</valUSD>
        <pctVal>0.0267353982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASTRAZENECA PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>ASTRAZENECA PLC SR UNSEC 0.7% 04-08-26</title>
        <cusip>046353AV0</cusip>
        <identifiers>
          <isin value="US046353AV09"/>
          <other otherDesc="CG Symbol" value="FCA63986"/>
        </identifiers>
        <balance>1112000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1045007.560000000000</valUSD>
        <pctVal>0.0090941442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>APPLE INC</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC SR UNSEC 0.55% 08-20-25</title>
        <cusip>037833DX5</cusip>
        <identifiers>
          <isin value="US037833DX52"/>
          <other otherDesc="CG Symbol" value="FCA64272"/>
        </identifiers>
        <balance>1100000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1047770.900000000000</valUSD>
        <pctVal>0.0091181921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HONDA FINANCE CORPORATION</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>AMERICAN HONDA FINANCE CORP SR UNSEC 0.65% 09-08-23</title>
        <cusip>02665WDM0</cusip>
        <identifiers>
          <isin value="US02665WDM01"/>
          <other otherDesc="CG Symbol" value="FCA64651"/>
        </identifiers>
        <balance>13250000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13054204.750000000000</valUSD>
        <pctVal>0.1136037911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HONDA FINANCE CORPORATION</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>AMERICAN HONDA FINANCE CORP SR UNSEC 0.55% 07-12-24</title>
        <cusip>02665WDS7</cusip>
        <identifiers>
          <isin value="US02665WDS70"/>
          <other otherDesc="CG Symbol" value="FCA67225"/>
        </identifiers>
        <balance>12250000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11866660.750000000000</valUSD>
        <pctVal>0.1032692282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>APPLE INC</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC SR UNSEC 0.7% 02-08-26</title>
        <cusip>037833EB2</cusip>
        <identifiers>
          <isin value="US037833EB24"/>
          <other otherDesc="CG Symbol" value="FCA67774"/>
        </identifiers>
        <balance>14135000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13525201.970000000000</valUSD>
        <pctVal>0.1177026291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMAZON.COM INC</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMAZON.COM INC SR UNSEC 0.25% 05-12-23</title>
        <cusip>023135BV7</cusip>
        <identifiers>
          <isin value="US023135BV77"/>
          <other otherDesc="CG Symbol" value="FCA70130"/>
        </identifiers>
        <balance>9210000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9087028.080000000000</valUSD>
        <pctVal>0.0790795655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMAZON.COM INC</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMAZON.COM INC SR UNSEC 0.45% 05-12-24</title>
        <cusip>023135BW5</cusip>
        <identifiers>
          <isin value="US023135BW50"/>
          <other otherDesc="CG Symbol" value="FCA70131"/>
        </identifiers>
        <balance>9210000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8984843.130000000000</valUSD>
        <pctVal>0.0781903043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASTRAZENECA FINANCE LLC</name>
        <lei>549300C3HATU4Q460S18</lei>
        <title>ASTRAZENECA FINANCE SR UNSEC 0.7% 05-28-24</title>
        <cusip>04636NAC7</cusip>
        <identifiers>
          <isin value="US04636NAC74"/>
          <other otherDesc="CG Symbol" value="FCA70538"/>
        </identifiers>
        <balance>15000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14609355.000000000000</valUSD>
        <pctVal>0.1271374354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HONDA FINANCE CORPORATION</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>AMERICAN HONDA FINANCE CORP SR UNSEC 0.75% 08-09-24</title>
        <cusip>02665WDY4</cusip>
        <identifiers>
          <isin value="US02665WDY49"/>
          <other otherDesc="CG Symbol" value="FCA73068"/>
        </identifiers>
        <balance>16000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15538608.000000000000</valUSD>
        <pctVal>0.1352242294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN EXPRESS CO</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AMERICAN EXPRESS SR UNSEC 1.65% 11-04-26</title>
        <cusip>025816CM9</cusip>
        <identifiers>
          <isin value="US025816CM94"/>
          <other otherDesc="CG Symbol" value="FCA74490"/>
        </identifiers>
        <balance>9000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8705952.000000000000</valUSD>
        <pctVal>0.0757632634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BMW US CAPITAL LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
        <title>BMW US CAPITAL 144A LIFE SR UNSEC 3.45% 04-12-23</title>
        <cusip>05565EAW5</cusip>
        <identifiers>
          <isin value="US05565EAW57"/>
          <other otherDesc="CG Symbol" value="FCB48037"/>
        </identifiers>
        <balance>13235000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13485723.840000000000</valUSD>
        <pctVal>0.1173590719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BMW US CAPITAL LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
        <title>BMW US CAPITAL LLC 144A LIFE SR UNSEC 2.95% 04-14-22</title>
        <cusip>05565EBF1</cusip>
        <identifiers>
          <isin value="US05565EBF16"/>
          <other otherDesc="CG Symbol" value="FCB55008"/>
        </identifiers>
        <balance>3000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3006990.000000000000</valUSD>
        <pctVal>0.0261682324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB CO</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BRISTOL-MYERS SQUIBB SR UNSEC 2.9% 07-26-24</title>
        <cusip>110122CM8</cusip>
        <identifiers>
          <isin value="US110122CM85"/>
          <other otherDesc="CG Symbol" value="FCB63619"/>
        </identifiers>
        <balance>9005000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9220885.870000000000</valUSD>
        <pctVal>0.0802444586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSEC 1.197% 10-24-26/25</title>
        <cusip>06051GJK6</cusip>
        <identifiers>
          <isin value="US06051GJK67"/>
          <other otherDesc="CG Symbol" value="FCB65586"/>
        </identifiers>
        <balance>11225000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10620443.950000000000</valUSD>
        <pctVal>0.0924240671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.1970000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA 144A LIFE SR UNSEC 1.0% 01-20-26</title>
        <cusip>05578AAP3</cusip>
        <identifiers>
          <isin value="US05578AAP30"/>
          <other otherDesc="CG Symbol" value="FCB67252"/>
        </identifiers>
        <balance>11000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10370129.000000000000</valUSD>
        <pctVal>0.0902457094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BMW US CAPITAL LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
        <title>BMW US CAPITAL 144A LIFE SR UNSEC 0.8% 04-01-24</title>
        <cusip>05565EBQ7</cusip>
        <identifiers>
          <isin value="US05565EBQ70"/>
          <other otherDesc="CG Symbol" value="FCB69172"/>
        </identifiers>
        <balance>13735000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13416705.110000000000</valUSD>
        <pctVal>0.1167584387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSEC 0.523% 06-14-24</title>
        <cusip>06051GJY6</cusip>
        <identifiers>
          <isin value="US06051GJY61"/>
          <other otherDesc="CG Symbol" value="FCB70831"/>
        </identifiers>
        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9821940.000000000000</valUSD>
        <pctVal>0.0854751125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.5230000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF NOVA SCOTIA (THE)</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA SR UNSEC 1.35% 06-24-26</title>
        <cusip>0641594A1</cusip>
        <identifiers>
          <isin value="US0641594A17"/>
          <other otherDesc="CG Symbol" value="FCB71116"/>
        </identifiers>
        <balance>7000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6672456.000000000000</valUSD>
        <pctVal>0.0580668307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BMW US CAPITAL LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
        <title>BMW US CAPITAL 144A LIFE SR UNSEC 0.75% 08-12-24</title>
        <cusip>05565EBU8</cusip>
        <identifiers>
          <isin value="US05565EBU82"/>
          <other otherDesc="CG Symbol" value="FCB72620"/>
        </identifiers>
        <balance>18750000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18206118.750000000000</valUSD>
        <pctVal>0.1584381547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSEC 1.53% 12-06-25/24</title>
        <cusip>06051GKE8</cusip>
        <identifiers>
          <isin value="US06051GKE88"/>
          <other otherDesc="CG Symbol" value="FCB75134"/>
        </identifiers>
        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9718090.000000000000</valUSD>
        <pctVal>0.0845713613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.5300000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF NOVA SCOTIA (THE)</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA SR UNSEC 1.45% 01-10-25</title>
        <cusip>06417XAB7</cusip>
        <identifiers>
          <isin value="US06417XAB73"/>
          <other otherDesc="CG Symbol" value="FCB76520"/>
        </identifiers>
        <balance>9000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8806500.000000000000</valUSD>
        <pctVal>0.0766382791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA 144A LIFE SR UNSEC 1.625% 01-14-25</title>
        <cusip>05578AAV0</cusip>
        <identifiers>
          <isin value="US05578AAV08"/>
          <other otherDesc="CG Symbol" value="FCB76740"/>
        </identifiers>
        <balance>6000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5893788.000000000000</valUSD>
        <pctVal>0.0512904979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSEC 1.843% 02-04-25/24</title>
        <cusip>06051GKG3</cusip>
        <identifiers>
          <isin value="US06051GKG37"/>
          <other otherDesc="CG Symbol" value="FCB77366"/>
        </identifiers>
        <balance>6000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5944902.000000000000</valUSD>
        <pctVal>0.0517353158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.8430000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMMONWEALTH BANK OF AUSTRALIA</name>
        <lei>MSFSBD3QN1GSN7Q6C537</lei>
        <title>COMMONWEALTH BK OF AUSTRALIA 144A LIFE SR UNSEC FRN (L+70) 03-10-22</title>
        <cusip>2027A0JL4</cusip>
        <identifiers>
          <isin value="US2027A0JL44"/>
          <other otherDesc="CG Symbol" value="FCC40334"/>
        </identifiers>
        <balance>5000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5000770.000000000000</valUSD>
        <pctVal>0.0435190378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.9005000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHEVRON USA INC</name>
        <lei>VA8TZDWPEZYU430RZ444</lei>
        <title>CHEVRON USA INC SR UNSEC 0.426% 08-11-23</title>
        <cusip>166756AJ5</cusip>
        <identifiers>
          <isin value="US166756AJ53"/>
          <other otherDesc="CG Symbol" value="FCC64151"/>
        </identifiers>
        <balance>1100000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1083022.600000000000</valUSD>
        <pctVal>0.0094249689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.426000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHEVRON USA INC</name>
        <lei>VA8TZDWPEZYU430RZ444</lei>
        <title>CHEVRON USA INC SR UNSEC 0.687% 08-12-25</title>
        <cusip>166756AE6</cusip>
        <identifiers>
          <isin value="US166756AE66"/>
          <other otherDesc="CG Symbol" value="FCC64152"/>
        </identifiers>
        <balance>390000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>372612.630000000000</valUSD>
        <pctVal>0.0032426493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.687000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIGNA CORP</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORPORATION SR UNSEC 1.25% 03-15-26</title>
        <cusip>125523CP3</cusip>
        <identifiers>
          <isin value="US125523CP36"/>
          <other otherDesc="CG Symbol" value="FCC68326"/>
        </identifiers>
        <balance>11234000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10752735.440000000000</valUSD>
        <pctVal>0.0935753295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC SR UNSEC 2.014% 01-25-26/25</title>
        <cusip>17327CAN3</cusip>
        <identifiers>
          <isin value="US17327CAN39"/>
          <other otherDesc="CG Symbol" value="FCC76992"/>
        </identifiers>
        <balance>7000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6892536.000000000000</valUSD>
        <pctVal>0.0599820698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.0140000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONOCOPHILLIPS CO</name>
        <lei>6VJJ5GQWIRDQ06DUXG89</lei>
        <title>CONOCOPHILLIPS SR UNSEC 2.4% 03-07-25</title>
        <cusip>20826FAU0</cusip>
        <identifiers>
          <isin value="US20826FAU03"/>
          <other otherDesc="CG Symbol" value="FCC77710"/>
        </identifiers>
        <balance>2000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2002256.000000000000</valUSD>
        <pctVal>0.0174245675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DUKE ENERGY PROGRESS LLC</name>
        <lei>0NIFZ782LS46WOC9QK20</lei>
        <title>DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 3.375% 09-01-23</title>
        <cusip>26442UAF1</cusip>
        <identifiers>
          <isin value="US26442UAF12"/>
          <other otherDesc="CG Symbol" value="FCD51985"/>
        </identifiers>
        <balance>11846000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12160179.610000000000</valUSD>
        <pctVal>0.1058235665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER TRUCKS FINANCE NORTH AMERICA LLC</name>
        <lei>5493003HSDTSCZRXBA58</lei>
        <title>DAIMLER TRUCKS FIN NA 144A LIFE SR UNSEC 2.0% 12-14-26</title>
        <cusip>233853AF7</cusip>
        <identifiers>
          <isin value="US233853AF73"/>
          <other otherDesc="CG Symbol" value="FCD75169"/>
        </identifiers>
        <balance>8525000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8230273.700000000000</valUSD>
        <pctVal>0.0716236885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXXON MOBIL CORP</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>EXXON MOBIL CORP SR UNSEC 2.019% 08-16-24</title>
        <cusip>30231GBC5</cusip>
        <identifiers>
          <isin value="US30231GBC50"/>
          <other otherDesc="CG Symbol" value="FCE56784"/>
        </identifiers>
        <balance>5125000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5145530.750000000000</valUSD>
        <pctVal>0.0447788135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.019000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXXON MOBIL CORP</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>EXXON MOBIL CORP SR UNSEC 1.571% 04-15-23</title>
        <cusip>30231GBL5</cusip>
        <identifiers>
          <isin value="US30231GBL59"/>
          <other otherDesc="CG Symbol" value="FCE61227"/>
        </identifiers>
        <balance>10200000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10224408.600000000000</valUSD>
        <pctVal>0.0889775824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.571000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENTERGY LOUISIANA LLC</name>
        <lei>0V5453U14HDZO63CGH17</lei>
        <title>ENTERGY LA LLC SR SEC 1ST LIEN 0.95% 10-01-24</title>
        <cusip>29364WBK3</cusip>
        <identifiers>
          <isin value="US29364WBK36"/>
          <other otherDesc="CG Symbol" value="FCE73750"/>
        </identifiers>
        <balance>16000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15541616.000000000000</valUSD>
        <pctVal>0.1352504064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL FARM CREDIT BANKS FUNDING CORP</name>
        <lei>N/A</lei>
        <title>FED FARM CR UNSEC 1.125% 01-06-25</title>
        <cusip>3133ENKS8</cusip>
        <identifiers>
          <isin value="US3133ENKS80"/>
          <other otherDesc="CG Symbol" value="FCF76630"/>
        </identifiers>
        <balance>19451000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19177314.700000000000</valUSD>
        <pctVal>0.1668899558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL FARM CREDIT BANKS FUNDING CORP</name>
        <lei>N/A</lei>
        <title>FED FARM CR 1.75% 02-14-25</title>
        <cusip>3133ENPG9</cusip>
        <identifiers>
          <isin value="US3133ENPG97"/>
          <other otherDesc="CG Symbol" value="FCF77508"/>
        </identifiers>
        <balance>33144000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33203483.540000000000</valUSD>
        <pctVal>0.2889522327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP SR UNSEC 1.093% 12-09-26/25</title>
        <cusip>38141GXM1</cusip>
        <identifiers>
          <isin value="US38141GXM13"/>
          <other otherDesc="CG Symbol" value="FCG66416"/>
        </identifiers>
        <balance>4075000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3835279.980000000000</valUSD>
        <pctVal>0.0333763989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.0930000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GUARDIAN LIFE GLOBAL FUNDING</name>
        <lei>635400NHILJ5JEKILC36</lei>
        <title>GUARDIAN LIFE GLOBAL FUNDING 144A LIFE SEC 0.875% 12-10-25</title>
        <cusip>40139LBC6</cusip>
        <identifiers>
          <isin value="US40139LBC63"/>
          <other otherDesc="CG Symbol" value="FCG66474"/>
        </identifiers>
        <balance>8000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7644280.000000000000</valUSD>
        <pctVal>0.0665240974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP SR UNSEC 1.757% 01-24-25/24</title>
        <cusip>38141GZH0</cusip>
        <identifiers>
          <isin value="US38141GZH00"/>
          <other otherDesc="CG Symbol" value="FCG77018"/>
        </identifiers>
        <balance>9750000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9645743.250000000000</valUSD>
        <pctVal>0.0839417661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.7570000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC SR UNSEC 4.292% 09-12-26</title>
        <cusip>404280BX6</cusip>
        <identifiers>
          <isin value="US404280BX62"/>
          <other otherDesc="CG Symbol" value="FCH52310"/>
        </identifiers>
        <balance>20000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20874200.000000000000</valUSD>
        <pctVal>0.1816570447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.2920000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HONEYWELL INTERNATIONAL INC</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>HONEYWELL INTL SR UNSEC 0.483% 08-19-22</title>
        <cusip>438516CC8</cusip>
        <identifiers>
          <isin value="US438516CC86"/>
          <other otherDesc="CG Symbol" value="FCH64337"/>
        </identifiers>
        <balance>1840000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1838029.360000000000</valUSD>
        <pctVal>0.0159953906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.483000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTUIT INC</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>INTUIT INC. SR UNSEC 0.95% 07-15-25</title>
        <cusip>46124HAB2</cusip>
        <identifiers>
          <isin value="US46124HAB24"/>
          <other otherDesc="CG Symbol" value="FCI63363"/>
        </identifiers>
        <balance>3955000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3787379.190000000000</valUSD>
        <pctVal>0.0329595439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE INC</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>INTERCONTINENTAL EXCHANGE SR UNSEC 0.7% 06-15-23</title>
        <cusip>45866FAM6</cusip>
        <identifiers>
          <isin value="US45866FAM68"/>
          <other otherDesc="CG Symbol" value="FCI64344"/>
        </identifiers>
        <balance>11150000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11025828.030000000000</valUSD>
        <pctVal>0.0959519089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JP MORGAN CHASE SR UNSEC 0.563% 02-16-25/24</title>
        <cusip>46647PBY1</cusip>
        <identifiers>
          <isin value="US46647PBY16"/>
          <other otherDesc="CG Symbol" value="FCJ67927"/>
        </identifiers>
        <balance>12300000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11937445.200000000000</valUSD>
        <pctVal>0.1038852275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.5630000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JP MORGAN CHASE SR UNSEC 0.768% 08-09-25/24</title>
        <cusip>46647PCM6</cusip>
        <identifiers>
          <isin value="US46647PCM68"/>
          <other otherDesc="CG Symbol" value="FCJ72457"/>
        </identifiers>
        <balance>12500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12018712.500000000000</valUSD>
        <pctVal>0.1045924536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.7680000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANK PLC SR UNSEC 0.695% 05-11-24/23</title>
        <cusip>53944YAN3</cusip>
        <identifiers>
          <isin value="US53944YAN31"/>
          <other otherDesc="CG Symbol" value="FCL68481"/>
        </identifiers>
        <balance>12000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11814900.000000000000</valUSD>
        <pctVal>0.1028187819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.6950000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MICROSOFT CORP</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MICROSOFT CORP SR UNSEC 2.875% 02-06-24</title>
        <cusip>594918BX1</cusip>
        <identifiers>
          <isin value="US594918BX11"/>
          <other otherDesc="CG Symbol" value="FCM39291"/>
        </identifiers>
        <balance>20974000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21488450.270000000000</valUSD>
        <pctVal>0.1870025377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>METLIFE GLOBAL FUNDING GIC 144A LIFE 3.6% 01-11-24</title>
        <cusip>59217GCT4</cusip>
        <identifiers>
          <isin value="US59217GCT40"/>
          <other otherDesc="CG Symbol" value="FCM53655"/>
        </identifiers>
        <balance>7007000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7228729.510000000000</valUSD>
        <pctVal>0.0629077828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>METLIFE GLOBAL FUNDING GIC SEC 144A 0.95% 07-02-25</title>
        <cusip>59217GEJ4</cusip>
        <identifiers>
          <isin value="US59217GEJ40"/>
          <other otherDesc="CG Symbol" value="FCM63449"/>
        </identifiers>
        <balance>905000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>870591.000000000000</valUSD>
        <pctVal>0.0075762898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>METLIFE GLOBAL FUNDING GIC 144A LIFE SEC 0.4% 01-07-24</title>
        <cusip>59217GGV5</cusip>
        <identifiers>
          <isin value="US59217GGV59"/>
          <other otherDesc="CG Symbol" value="FCM67057"/>
        </identifiers>
        <balance>13575000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13221859.950000000000</valUSD>
        <pctVal>0.1150628050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SR UNSEC 0.529% 01-25-24/23</title>
        <cusip>6174468W2</cusip>
        <identifiers>
          <isin value="US6174468W28"/>
          <other otherDesc="CG Symbol" value="FCM67484"/>
        </identifiers>
        <balance>13000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12853737.000000000000</valUSD>
        <pctVal>0.1118592271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.5290000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MET TOWER GLOBAL FUNDING</name>
        <lei>635400OFJCY9IOGBGY57</lei>
        <title>MET TOWER GLOBAL FUNDING 144A LIFE SEC 0.7% 04-05-24</title>
        <cusip>58989V2C7</cusip>
        <identifiers>
          <isin value="US58989V2C71"/>
          <other otherDesc="CG Symbol" value="FCM69196"/>
        </identifiers>
        <balance>25000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24397925.000000000000</valUSD>
        <pctVal>0.2123221466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SR UNSEC 0.791% 01-22-25/24</title>
        <cusip>61747YEB7</cusip>
        <identifiers>
          <isin value="US61747YEB74"/>
          <other otherDesc="CG Symbol" value="FCM71600"/>
        </identifiers>
        <balance>22500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21870900.000000000000</valUSD>
        <pctVal>0.1903307940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.7910000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MET TOWER GLOBAL FUNDING</name>
        <lei>635400OFJCY9IOGBGY57</lei>
        <title>MET TOWER GLOBAL FUNDING 144A LIFE SEC 1.25% 09-14-26</title>
        <cusip>58989V2D5</cusip>
        <identifiers>
          <isin value="US58989V2D54"/>
          <other otherDesc="CG Symbol" value="FCM73065"/>
        </identifiers>
        <balance>20000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19066180.000000000000</valUSD>
        <pctVal>0.1659228097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SR UNSEC 1.164% 10-21-25/24</title>
        <cusip>61747YEG6</cusip>
        <identifiers>
          <isin value="US61747YEG61"/>
          <other otherDesc="CG Symbol" value="FCM74097"/>
        </identifiers>
        <balance>19129000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18463578.610000000000</valUSD>
        <pctVal>0.1606786907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.1640000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERCK &amp; CO INC</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>MERCK &amp; CO INC SR UNSEC 1.7% 06-10-27</title>
        <cusip>58933YBC8</cusip>
        <identifiers>
          <isin value="US58933YBC84"/>
          <other otherDesc="CG Symbol" value="FCM75253"/>
        </identifiers>
        <balance>6236000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6076121.430000000000</valUSD>
        <pctVal>0.0528772486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>METLIFE GLOBAL FUNDING 144A LIFE SEC 1.875% 01-11-27</title>
        <cusip>59217GER6</cusip>
        <identifiers>
          <isin value="US59217GER65"/>
          <other otherDesc="CG Symbol" value="FCM76518"/>
        </identifiers>
        <balance>18000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17601138.000000000000</valUSD>
        <pctVal>0.1531733294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SR UNSEC 2.475% 01-21-28/27</title>
        <cusip>61747YEK7</cusip>
        <identifiers>
          <isin value="US61747YEK73"/>
          <other otherDesc="CG Symbol" value="FCM77013"/>
        </identifiers>
        <balance>6360000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6256815.360000000000</valUSD>
        <pctVal>0.0544497316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.4750000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FUNDING</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLOBAL FNDNG GIC 144A LIFE SEC 2.25% 07-12-22</title>
        <cusip>64952WDH3</cusip>
        <identifiers>
          <isin value="US64952WDH34"/>
          <other otherDesc="CG Symbol" value="FCN56234"/>
        </identifiers>
        <balance>2760000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2774697.000000000000</valUSD>
        <pctVal>0.0241467102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NOVARTIS CAPITAL CORP</name>
        <lei>5493002KF87V5RSRQS84</lei>
        <title>NOVARTIS CAPITAL CORP SR UNSEC 1.75% 02-14-25</title>
        <cusip>66989HAP3</cusip>
        <identifiers>
          <isin value="US66989HAP38"/>
          <other otherDesc="CG Symbol" value="FCN59892"/>
        </identifiers>
        <balance>10420000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10365357.520000000000</valUSD>
        <pctVal>0.0902041858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NOVARTIS CAPITAL CORP</name>
        <lei>5493002KF87V5RSRQS84</lei>
        <title>NOVARTIS CAPITAL CORP SR UNSEC 2.0% 02-14-27</title>
        <cusip>66989HAQ1</cusip>
        <identifiers>
          <isin value="US66989HAQ11"/>
          <other otherDesc="CG Symbol" value="FCN59893"/>
        </identifiers>
        <balance>3656000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3615630.450000000000</valUSD>
        <pctVal>0.0314649061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FUNDING</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLOBAL FNDNG GIC 144A LIFE SEC 0.95% 06-24-25</title>
        <cusip>64952WDQ3</cusip>
        <identifiers>
          <isin value="US64952WDQ33"/>
          <other otherDesc="CG Symbol" value="FCN63161"/>
        </identifiers>
        <balance>17680000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17071047.760000000000</valUSD>
        <pctVal>0.1485602364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NESTLE HOLDINGS INC.</name>
        <lei>549300EAEU8YV8MQXP30</lei>
        <title>NESTLE HOLDINGS 144A LIFE SR UNSEC 0.625% 01-15-26</title>
        <cusip>641062AR5</cusip>
        <identifiers>
          <isin value="US641062AR54"/>
          <other otherDesc="CG Symbol" value="FCN64649"/>
        </identifiers>
        <balance>8000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7565888.000000000000</valUSD>
        <pctVal>0.0658418936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATIONAL SECURITIES CLEARING CORP</name>
        <lei>549300RYC9NELN2ICA34</lei>
        <title>NATIONAL SECURITIES CLEARING CORP 144A LIFE SR UNSEC 0.4% 12-07-23</title>
        <cusip>637639AC9</cusip>
        <identifiers>
          <isin value="US637639AC95"/>
          <other otherDesc="CG Symbol" value="FCN66332"/>
        </identifiers>
        <balance>40000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39043560.000000000000</valUSD>
        <pctVal>0.3397753076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORTHWESTERN MUTUAL GLOBAL FUNDING</name>
        <lei>635400LZXFVELZDVP257</lei>
        <title>NORTHWESTERN MUTUAL GLBL 144A LIFE SEC 0.8% 01-14-26</title>
        <cusip>66815L2A6</cusip>
        <identifiers>
          <isin value="US66815L2A63"/>
          <other otherDesc="CG Symbol" value="FCN67150"/>
        </identifiers>
        <balance>16215000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15433501.860000000000</valUSD>
        <pctVal>0.1343095466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FUNDING</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLOBAL FNDNG GIC 144A LIFE SEC 0.85% 01-15-26</title>
        <cusip>64952WDW0</cusip>
        <identifiers>
          <isin value="US64952WDW01"/>
          <other otherDesc="CG Symbol" value="FCN67221"/>
        </identifiers>
        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9496290.000000000000</valUSD>
        <pctVal>0.0826411540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORTHWESTERN MUTUAL GLOBAL FUNDING</name>
        <lei>635400LZXFVELZDVP257</lei>
        <title>NORTHWESTERN MUTUAL GLBL 144A LIFE SEC 0.6% 03-25-24</title>
        <cusip>66815L2B4</cusip>
        <identifiers>
          <isin value="US66815L2B47"/>
          <other otherDesc="CG Symbol" value="FCN68830"/>
        </identifiers>
        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9733830.000000000000</valUSD>
        <pctVal>0.0847083381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATWEST MARKETS PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>NATWEST MARKETS SR UNSEC 0.8% 08-12-24</title>
        <cusip>63906YAB4</cusip>
        <identifiers>
          <isin value="US63906YAB48"/>
          <other otherDesc="CG Symbol" value="FCN70035"/>
        </identifiers>
        <balance>20000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19187740.000000000000</valUSD>
        <pctVal>0.1669806816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NESTLE HOLDINGS INC.</name>
        <lei>549300EAEU8YV8MQXP30</lei>
        <title>NESTLE HOLDINGS 144A LIFE SR UNSEC 0.606% 09-14-24</title>
        <cusip>641062AU8</cusip>
        <identifiers>
          <isin value="US641062AU83"/>
          <other otherDesc="CG Symbol" value="FCN73071"/>
        </identifiers>
        <balance>20000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19370320.000000000000</valUSD>
        <pctVal>0.1685695781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.606000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NESTLE HOLDINGS INC.</name>
        <lei>549300EAEU8YV8MQXP30</lei>
        <title>NESTLE HOLDINGS 144A LIFE SR UNSEC 1.15% 01-14-27</title>
        <cusip>641062AV6</cusip>
        <identifiers>
          <isin value="US641062AV66"/>
          <other otherDesc="CG Symbol" value="FCN73072"/>
        </identifiers>
        <balance>11000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10442487.000000000000</valUSD>
        <pctVal>0.0908754026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FUNDING</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLOBAL FNDNG GIC 144A LIFE SEC 0.9% 10-29-24</title>
        <cusip>64952WEJ8</cusip>
        <identifiers>
          <isin value="US64952WEJ80"/>
          <other otherDesc="CG Symbol" value="FCN74347"/>
        </identifiers>
        <balance>20000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19537400.000000000000</valUSD>
        <pctVal>0.1700235863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATIONAL AUSTRALIA BANK LTD</name>
        <lei>F8SB4JFBSYQFRQEH3Z21</lei>
        <title>NATIONAL AUSTRALIA BANK 144A LIFE SR UNSEC 1.388% 01-12-25</title>
        <cusip>6325C0DZ1</cusip>
        <identifiers>
          <isin value="US6325C0DZ10"/>
          <other otherDesc="CG Symbol" value="FCN76556"/>
        </identifiers>
        <balance>20000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19651980.000000000000</valUSD>
        <pctVal>0.1710207151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.388000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATIONAL AUSTRALIA BANK LTD</name>
        <lei>F8SB4JFBSYQFRQEH3Z21</lei>
        <title>NATIONAL AUSTRALIA BANK 144A LIFE SR UNSEC 1.887% 01-12-27</title>
        <cusip>6325C0EB3</cusip>
        <identifiers>
          <isin value="US6325C0EB33"/>
          <other otherDesc="CG Symbol" value="FCN76557"/>
        </identifiers>
        <balance>6000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5884212.000000000000</valUSD>
        <pctVal>0.0512071630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.887000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUBLIC STORAGE</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>PUBLIC STORAGE SR UNSEC 2.37% 09-15-22</title>
        <cusip>74460DAB5</cusip>
        <identifiers>
          <isin value="US74460DAB55"/>
          <other otherDesc="CG Symbol" value="FCP44149"/>
        </identifiers>
        <balance>2770000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2784805.650000000000</valUSD>
        <pctVal>0.0242346804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.370000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PHILIP MORRIS INTERNATIONAL</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTL INC SR UNSEC 2.5% 11-02-22</title>
        <cusip>718172CD9</cusip>
        <identifiers>
          <isin value="US718172CD93"/>
          <other otherDesc="CG Symbol" value="FCP45057"/>
        </identifiers>
        <balance>1250000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1259938.750000000000</valUSD>
        <pctVal>0.0109645759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PHILIP MORRIS INTERNATIONAL</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTL INC SR UNSEC 2.875% 05-01-24</title>
        <cusip>718172CH0</cusip>
        <identifiers>
          <isin value="US718172CH08"/>
          <other otherDesc="CG Symbol" value="FCP55163"/>
        </identifiers>
        <balance>4000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4080576.000000000000</valUSD>
        <pctVal>0.0355110796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROCTER &amp; GAMBLE CO</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>PROCTER &amp; GAMBLE CO SR UNSEC 0.55% 10-29-25</title>
        <cusip>742718FL8</cusip>
        <identifiers>
          <isin value="US742718FL83"/>
          <other otherDesc="CG Symbol" value="FCP65775"/>
        </identifiers>
        <balance>7937000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7556103.370000000000</valUSD>
        <pctVal>0.0657567432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUBLIC STORAGE</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>PUBLIC STORAGE SR UNSEC FRN (SOFR + 47) 04-23-24</title>
        <cusip>74460WAB3</cusip>
        <identifiers>
          <isin value="US74460WAB37"/>
          <other otherDesc="CG Symbol" value="FCP69497"/>
        </identifiers>
        <balance>13770000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13770385.560000000000</valUSD>
        <pctVal>0.1198363313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.0500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROCTER &amp; GAMBLE CO</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>PROCTER &amp; GAMBLE CO SR UNSEC 1.0% 04-23-26</title>
        <cusip>742718FP9</cusip>
        <identifiers>
          <isin value="US742718FP97"/>
          <other otherDesc="CG Symbol" value="FCP69684"/>
        </identifiers>
        <balance>2389000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2297976.710000000000</valUSD>
        <pctVal>0.0199980674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA SR UNSEC 0.425% 01-19-24</title>
        <cusip>78015K7L2</cusip>
        <identifiers>
          <isin value="US78015K7L29"/>
          <other otherDesc="CG Symbol" value="FCR67294"/>
        </identifiers>
        <balance>18632000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18121576.360000000000</valUSD>
        <pctVal>0.1577024273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.425000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA SR UNSEC 1.2% 04-27-26</title>
        <cusip>78016EZQ3</cusip>
        <identifiers>
          <isin value="US78016EZQ33"/>
          <other otherDesc="CG Symbol" value="FCR69716"/>
        </identifiers>
        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9503950.000000000000</valUSD>
        <pctVal>0.0827078149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA SR UNSEC 0.75% 10-07-24</title>
        <cusip>78016EZX8</cusip>
        <identifiers>
          <isin value="US78016EZX83"/>
          <other otherDesc="CG Symbol" value="FCR73904"/>
        </identifiers>
        <balance>8000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7730560.000000000000</valUSD>
        <pctVal>0.0672749463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWEDBANK AB</name>
        <lei>M312WZV08Y7LYUC71685</lei>
        <title>SWEDBANK AB 144A LIFE SR UNSEC 2.8% 03-14-22</title>
        <cusip>87020PAH0</cusip>
        <identifiers>
          <isin value="US87020PAH01"/>
          <other otherDesc="CG Symbol" value="FCS40317"/>
        </identifiers>
        <balance>6800000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6804379.200000000000</valUSD>
        <pctVal>0.0592148881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO MITSUI FINANCIAL GROUP INC</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMITOMO MITSUI BK SR UNSEC 3.936% 10-16-23</title>
        <cusip>86562MBF6</cusip>
        <identifiers>
          <isin value="US86562MBF68"/>
          <other otherDesc="CG Symbol" value="FCS52818"/>
        </identifiers>
        <balance>14846000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15327307.320000000000</valUSD>
        <pctVal>0.1333853921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.936000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SKANDINAVISKA ENSKILDA BANKEN AB</name>
        <lei>F3JS33DEI6XQ4ZBPTN86</lei>
        <title>SE BANKEN 144A LIFE SR UNSEC 2.2% 12-12-22</title>
        <cusip>83051GAM0</cusip>
        <identifiers>
          <isin value="US83051GAM06"/>
          <other otherDesc="CG Symbol" value="FCS58823"/>
        </identifiers>
        <balance>30000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30217230.000000000000</valUSD>
        <pctVal>0.2629644586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.</name>
        <lei>TAFO772JB70PDRN5VS48</lei>
        <title>SIEMENS 144A LIFE SR UNSEC 0.65% 03-11-24</title>
        <cusip>82620KAX1</cusip>
        <identifiers>
          <isin value="US82620KAX19"/>
          <other otherDesc="CG Symbol" value="FCS68375"/>
        </identifiers>
        <balance>15000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14672670.000000000000</valUSD>
        <pctVal>0.1276884322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SWEDBANK AB</name>
        <lei>M312WZV08Y7LYUC71685</lei>
        <title>SWEDBANK AB 144A LIFE SR UNSEC 0.85% 03-18-24</title>
        <cusip>87020PAM9</cusip>
        <identifiers>
          <isin value="US87020PAM95"/>
          <other otherDesc="CG Symbol" value="FCS68598"/>
        </identifiers>
        <balance>20000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19582460.000000000000</valUSD>
        <pctVal>0.1704157195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SALESFORCE.COM INC</name>
        <lei>RCGZFPDMRW58VJ54VR07</lei>
        <title>SALESFORCE.COM SR UNSEC 0.625% 07-15-24</title>
        <cusip>79466LAG9</cusip>
        <identifiers>
          <isin value="US79466LAG95"/>
          <other otherDesc="CG Symbol" value="FCS71321"/>
        </identifiers>
        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9729050.000000000000</valUSD>
        <pctVal>0.0846667403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2022-04-27</ncom:dateSigned>
      <ncom:nameOfApplicant>Short-Term Bond Fund of America</ncom:nameOfApplicant>
      <ncom:signature>Scott Lewis</ncom:signature>
      <ncom:signerName>Scott Lewis</ncom:signerName>
      <ncom:title>Analyst</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
