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          <maturityDt>2023-09-12</maturityDt>
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      <invstOrSec>
        <name>Toronto-Dominion Bank (The)</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-12</maturityDt>
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      <invstOrSec>
        <name>Banco Santander SA</name>
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        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-04-12</maturityDt>
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      <invstOrSec>
        <name>Takeda Pharmaceutical Co. Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Nordea Bank Abp</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-02-10</maturityDt>
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      <invstOrSec>
        <name>GM Financial Consumer Automobile Receivables Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DNB Bank ASA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Martin Marietta Materials, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Parker-Hannifin Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BofA Securities, Inc.</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-19</maturityDt>
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        <name>Atlas Senior Loan Fund XIII</name>
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        <name>Bank of America Corp.</name>
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        <name>VW Credit, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Westpac Banking Corp.</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
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        <name>National Bank of Canada</name>
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        <name>Evergy Missouri West, Inc.</name>
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        <title>Evergy Missouri West, Inc.</title>
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        <name>American Honda Finance Corp.</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
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        <name>Athene Global Funding</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>Athene Global Funding</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-10-13</maturityDt>
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          <annualizedRt>1.20000000</annualizedRt>
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      <invstOrSec>
        <name>Air Liquide Finance SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Santander UK plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Constellation Brands, Inc.</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>American Express Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Canadian Imperial Bank of Commerce</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Westlake Corp.</name>
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        <title>Westlake Corp.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>UBS AG</name>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Eversource Energy</name>
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        <title>Eversource Energy, Series T</title>
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        <fairValLevel>2</fairValLevel>
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        <name>WFRBS Commercial Mortgage Trust</name>
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        <name>Citigroup Commercial Mortgage Trust</name>
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        <name>Nordea Bank Abp</name>
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        <name>Benefit Street Partners CLO II Ltd.</name>
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        <name>General Motors Financial Co., Inc.</name>
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        <name>NextEra Energy Capital Holdings, Inc.</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
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        <name>Ballyrock CLO Ltd.</name>
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        <name>DNB Bank ASA</name>
        <lei>549300GKFG0RYRRQ1414</lei>
        <title>DNB Bank ASA</title>
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        <name>Siemens Financieringsmaatschappij NV</name>
        <lei>TAFO772JB70PDRN5VS48</lei>
        <title>Siemens Financieringsmaatschappij NV</title>
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        <name>TELUS Corp.</name>
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        <name>Neuberger Berman Loan Advisers CLO 26 Ltd.</name>
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        <name>Fidelity National Information Services, Inc.</name>
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      <invstOrSec>
        <name>Westlake Automobile Receivables Trust</name>
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      <invstOrSec>
        <name>Volkswagen Group of America Finance LLC</name>
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      <invstOrSec>
        <name>Dell Equipment Finance Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Skandinaviska Enskilda Banken AB</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MUFG Bank Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Capital One Prime Auto Receivables Trust</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>Bank of Montreal</title>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Lloyds Bank Trustee Services Ltd.</name>
        <lei>2138002H4PLNENRY4B76</lei>
        <title>Lloyds Bank plc</title>
        <cusip>53947CR42</cusip>
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        <assetCat>STIV</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-16</maturityDt>
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          <annualizedRt>3.89000000</annualizedRt>
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      <invstOrSec>
        <name>Toyota Motor Credit Corp.</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>Toyota Motor Credit Corp.</title>
        <cusip>89236TJM8</cusip>
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        <balance>74615000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>Mitsubishi UFJ Financial Group, Inc.</title>
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        <balance>1594000.00000000</balance>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NatWest Group plc</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>NatWest Group plc</title>
        <cusip>780097BD2</cusip>
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        <assetCat>DBT</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-12</maturityDt>
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        <name>Bank of America Corp.</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp.</title>
        <cusip>06051GJR1</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>Cooperatieve Rabobank UA</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>Cooperatieve Rabobank UA</title>
        <cusip>21688AAQ5</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
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          <maturityDt>2024-01-12</maturityDt>
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        <name>Swiss Re Treasury US Corp.</name>
        <lei>549300G1I1ZMYS87KM16</lei>
        <title>Swiss Re Treasury U.S. Corp.</title>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>Sound Point CLO II Ltd.</name>
        <lei>549300Q00FJ0WHHYC788</lei>
        <title>Sound Point CLO II Ltd., Series 2013-1A, Class A1R</title>
        <cusip>83608GAN6</cusip>
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        <invCountry>KY</invCountry>
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        <name>TCI-Symphony CLO Ltd.</name>
        <lei>N/A</lei>
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        <cusip>87232BAF9</cusip>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Nutrien Ltd.</name>
        <lei>5493002QQ7GD21OWF963</lei>
        <title>Nutrien Ltd.</title>
        <cusip>67077VMC9</cusip>
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        <balance>29500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29458277.27000000</valUSD>
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        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-12</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>National Rural Utilities Cooperative Finance Corp.</name>
        <lei>4NYF266XZC35SCTGX023</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Nordea Bank Abp</name>
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          <isin value="US65558UUE09"/>
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        <invCountry>FI</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Consolidated Edison, Inc.</name>
        <lei>54930033SBW53OO8T749</lei>
        <title>Consolidated Edison, Inc., Series A</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-12-01</maturityDt>
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          <annualizedRt>0.65000000</annualizedRt>
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      <invstOrSec>
        <name>Union Pacific Corp.</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>Union Pacific Corp.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Metropolitan Life Global Funding I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>Metropolitan Life Global Funding I</title>
        <cusip>59217GEH8</cusip>
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          <isin value="US59217GEH83"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-08</maturityDt>
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          <annualizedRt>0.90000000</annualizedRt>
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      <invstOrSec>
        <name>Cigna Corp.</name>
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        <title>Cigna Corp.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-07-15</maturityDt>
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        <name>Mizuho Financial Group, Inc.</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>Mizuho Financial Group, Inc.</title>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-09-11</maturityDt>
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      <invstOrSec>
        <name>New York Life Global Funding</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>New York Life Global Funding</title>
        <cusip>64952WEW9</cusip>
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        <balance>180500000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>3.85500000</annualizedRt>
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      <invstOrSec>
        <name>Volkswagen Group of America Finance LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>Volkswagen Group of America Finance LLC</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>4.25000000</annualizedRt>
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      <invstOrSec>
        <name>Element Fleet Management Corp.</name>
        <lei>5493000PGBS1C22ELQ16</lei>
        <title>Element Fleet Management Corp.</title>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>1.60000000</annualizedRt>
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      <invstOrSec>
        <name>Athene Global Funding</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>Athene Global Funding</title>
        <cusip>04685A2W0</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-16</maturityDt>
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          <annualizedRt>1.00000000</annualizedRt>
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        <name>UBS AG</name>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-02</maturityDt>
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        <name>Toronto-Dominion Bank (The)</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>Toronto-Dominion Bank (The)</title>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings plc</title>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Truist Financial Corp.</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>Truist Financial Corp.</title>
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        <invCountry>US</invCountry>
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        <name>Banque Federative du Credit Mutuel SA</name>
        <lei>VBHFXSYT7OG62HNT8T76</lei>
        <title>Banque Federative du Credit Mutuel SA</title>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Marlette Funding Trust</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-09-15</maturityDt>
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        <name>Norinchukin Bank</name>
        <lei>549300KQZJBM38M51L16</lei>
        <title>Norinchukin Bank (The)</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>American Express Co.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mizuho Financial Group, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Neuberger Berman CLO XVI-S Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sumitomo Mitsui Trust Bank Ltd.</name>
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        <title>Sumitomo Mitsui Trust Bank Ltd.</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-25</maturityDt>
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      <invstOrSec>
        <name>Anchorage Capital CLO 9 Ltd.</name>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>ING Groep NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
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        <cusip>456837AK9</cusip>
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        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-10-02</maturityDt>
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          <annualizedRt>4.10000000</annualizedRt>
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      <invstOrSec>
        <name>Kia Corp.</name>
        <lei>988400V8MJK9N7OI5X76</lei>
        <title>Kia Corp.</title>
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        <curCd>USD</curCd>
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        <invCountry>KR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>1.00000000</annualizedRt>
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        <name>Kellogg Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Norinchukin Bank</name>
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        <title>Norinchukin Bank (The)</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Magnetite VII Ltd.</name>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-15</maturityDt>
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          <annualizedRt>4.87914120</annualizedRt>
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        <name>Penske Truck Leasing Co. LP</name>
        <lei>N/A</lei>
        <title>Penske Truck Leasing Co. LP</title>
        <cusip>709599BC7</cusip>
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        <invCountry>US</invCountry>
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          <maturityDt>2023-08-01</maturityDt>
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          <annualizedRt>4.12500000</annualizedRt>
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        <name>Citibank NA</name>
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        <invCountry>US</invCountry>
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        <name>Sound Point CLO XXII Ltd.</name>
        <lei>N/A</lei>
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        <cusip>83611KAL6</cusip>
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        <invCountry>KY</invCountry>
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        <name>Sumitomo Mitsui Trust Bank Ltd.</name>
        <lei>5493006GGLR4BTEL8O61</lei>
        <title>Sumitomo Mitsui Trust Bank Ltd.</title>
        <cusip>86563VAQ2</cusip>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-12</maturityDt>
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          <annualizedRt>0.80000000</annualizedRt>
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        <name>Societe Generale SA</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale SA</title>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-04</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>Royal Bank of Canada</title>
        <cusip>78015K7G3</cusip>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.60000000</annualizedRt>
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        <name>NatWest Group plc</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>NatWest Group plc</title>
        <cusip>780097BN0</cusip>
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        <balance>133000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>130452.50000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barings CLO Ltd.</name>
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        <name>Standard Chartered plc</name>
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        <name>Bank of America Corp.</name>
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        <name>Palmer Square Loan Funding Ltd.</name>
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        <name>VMware, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Mitsubishi UFJ Financial Group, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Palmer Square Loan Funding Ltd.</name>
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        <name>Aetna, Inc.</name>
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        <name>N/A</name>
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        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <name>Goldentree Loan Management US CLO 7 Ltd.</name>
        <lei>549300DO8S88M0JNL340</lei>
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        <name>AIG Global Funding</name>
        <lei>54930057MDZ7KOVOTV71</lei>
        <title>AIG Global Funding</title>
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        <name>Galaxy XXII CLO Ltd.</name>
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        <name>Penske Truck Leasing Co. LP</name>
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        <name>Canadian Imperial Bank of Commerce</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
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        <name>OCP CLO Ltd.</name>
        <lei>254900XV0U0WEM36A370</lei>
        <title>OCP CLO Ltd., Series 2015-9A, Class X</title>
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        <name>Westpac Banking Corp.</name>
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        <name>NextEra Energy Capital Holdings, Inc.</name>
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        <name>Lloyds Bank Corporate Markets plc</name>
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        <name>Toronto-Dominion Bank (The)</name>
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        <name>Exxon Mobil Corp.</name>
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        <name>ASB Bank Ltd.</name>
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        <name>Toyota Motor Credit Corp.</name>
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        <name>Athene Global Funding</name>
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        <name>Entergy Louisiana LLC</name>
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        <name>ASB Bank Ltd.</name>
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        <name>Mercedes-Benz Finance North America LLC</name>
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        <name>Reynolds American, Inc.</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
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        <name>HSBC Holdings plc</name>
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        <name>Symphony CLO XX Ltd.</name>
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        <name>Charles Schwab Corp. (The)</name>
        <lei>549300VSGCJ7E698NM85</lei>
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      <invstOrSec>
        <name>Penske Truck Leasing Co. LP</name>
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      <invstOrSec>
        <name>Citigroup, Inc.</name>
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        <name>Charles Schwab Corp. (The)</name>
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        <name>Oversea-Chinese Banking Corp. Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Guardian Life Global Funding</name>
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        <name>EOG Resources, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>American Honda Finance Corp.</name>
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        <name>Keurig Dr Pepper, Inc.</name>
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        <name>LMREC LLC</name>
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        <name>Consolidated Edison Co. of New York, Inc.</name>
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        <name>SREIT Trust</name>
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        <name>Canadian Imperial Bank of Commerce</name>
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        <name>Dominion Energy, Inc.</name>
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        <name>Bank of New York Mellon Corp. (The)</name>
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        <name>Westpac Banking Corp.</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
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        <name>Bank of Nova Scotia</name>
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        <invCountry>CA</invCountry>
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        <name>Toronto-Dominion Bank (The)</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>Toronto-Dominion Bank (The)</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>Caterpillar Financial Services Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc. (The)</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WFRBS Commercial Mortgage Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-03-15</maturityDt>
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      <invstOrSec>
        <name>Nutrien Ltd.</name>
        <lei>5493002QQ7GD21OWF963</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cloud Pass-Through Trust</name>
        <lei>N/A</lei>
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          <isin value="US18913AAA34"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-05</maturityDt>
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      <invstOrSec>
        <name>Consumers Energy Co.</name>
        <lei>7NKTFWJ1G6MELP9TU740</lei>
        <title>Consumers Energy Co.</title>
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        <balance>4440000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class A2</title>
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          <isin value="US95001QAR20"/>
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        <balance>9099200.47000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-15</maturityDt>
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          <annualizedRt>4.05800000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Banco Santander SA</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>Banco Santander SA</title>
        <cusip>05964HAD7</cusip>
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          <isin value="US05964HAD70"/>
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        <balance>6000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-02-23</maturityDt>
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      <invstOrSec>
        <name>American Honda Finance Corp.</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>American Honda Finance Corp.</title>
        <cusip>02665WDH1</cusip>
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          <isin value="US02665WDH16"/>
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        <balance>14987000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95000000</annualizedRt>
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      <invstOrSec>
        <name>Walt Disney Co. (The)</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>Walt Disney Co. (The)</title>
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        <balance>54500000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Buckhorn Park CLO Ltd.</name>
        <lei>N/A</lei>
        <title>Buckhorn Park CLO Ltd., Series 2019-1A, Class XR</title>
        <cusip>118382AN0</cusip>
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          <isin value="US118382AN01"/>
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        <balance>2916665.00000000</balance>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ANZ New Zealand Int'l Ltd.</name>
        <lei>213800VD256NU2D97H12</lei>
        <title>ANZ New Zealand Int'l Ltd.</title>
        <cusip>00182EBL2</cusip>
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          <isin value="US00182EBL20"/>
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        <balance>9790000.00000000</balance>
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        <invCountry>NZ</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.90000000</annualizedRt>
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        <name>Virginia Electric and Power Co.</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
        <title>Virginia Electric and Power Co., Series C</title>
        <cusip>927804FN9</cusip>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-15</maturityDt>
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      <invstOrSec>
        <name>Nutrien Ltd.</name>
        <lei>5493002QQ7GD21OWF963</lei>
        <title>Nutrien Ltd.</title>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-13</maturityDt>
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          <annualizedRt>1.90000000</annualizedRt>
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        <name>Mercedes-Benz Finance North America LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>Mercedes-Benz Finance North America LLC</title>
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        <balance>4845000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>Allstate Corp. (The)</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>Allstate Corp. (The)</title>
        <cusip>020002AZ4</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15000000</annualizedRt>
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      <invstOrSec>
        <name>LCM XXV Ltd.</name>
        <lei>549300FY8UGGJMQNCO13</lei>
        <title>LCM Ltd., Series 25A, Class AR</title>
        <cusip>50189PAY8</cusip>
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        <balance>29678697.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29127949.56000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.06332080</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MassMutual Global Funding II</name>
        <lei>549300K1IE3K7YU6VG29</lei>
        <title>MassMutual Global Funding II</title>
        <cusip>57629WCU2</cusip>
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        <name>AerCap Ireland Capital DAC</name>
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        <name>Eversource Energy</name>
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        <name>Air Lease Corp.</name>
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        <name>TELUS Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GoldenTree Loan Management US CLO 12 Ltd.</name>
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        <name>Hyundai Auto Lease Securitization Trust</name>
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        <name>Tesla Auto Lease Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>M&amp;T Bank Corp.</name>
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        <name>Sumitomo Mitsui Financial Group, Inc.</name>
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        <name>ACRE Commercial Mortgage Ltd.</name>
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        <name>Ameren Corp.</name>
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        <name>Capital One Financial Corp.</name>
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        <name>TELUS Corp.</name>
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        <name>Hyundai Capital Services, Inc.</name>
        <lei>549300MALMDAGL2ZJJ27</lei>
        <title>Hyundai Capital Services, Inc.</title>
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        <name>Siemens Financieringsmaatschappij NV</name>
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        <title>Siemens Financieringsmaatschappij NV</title>
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        <name>American Express Co.</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>American Express Co.</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Toronto-Dominion Bank (The)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>World Omni Select Auto Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Parker-Hannifin Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Neuberger Berman Loan Advisers CLO 37 Ltd.</name>
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        <name>UBS Group AG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Telstra Corp. Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>American Express Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Wells Fargo &amp; Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Credit Agricole Corporate and Investment Bank</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Banco Santander SA</name>
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        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Toronto-Dominion Bank (The)</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>Toronto-Dominion Bank (The)</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-13</maturityDt>
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        <name>Conagra Brands, Inc.</name>
        <lei>54930035UDEIH090K650</lei>
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        <name>Take-Two Interactive Software, Inc.</name>
        <lei>BOMSTHHJK882EWYX3334</lei>
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        <name>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Federation des Caisses Desjardins du Quebec</name>
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        <name>AIG Global Funding</name>
        <lei>54930057MDZ7KOVOTV71</lei>
        <title>AIG Global Funding</title>
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        <name>Aimco CLO 12 Ltd.</name>
        <lei>N/A</lei>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Duke Energy Corp.</name>
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      <invstOrSec>
        <name>Elmwood CLO X Ltd.</name>
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      <invstOrSec>
        <name>Parker-Hannifin Corp.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CIFC Funding Ltd.</name>
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        <name>John Deere Capital Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UBS AG</name>
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        <name>3M Co.</name>
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        <name>Skandinaviska Enskilda Banken AB</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Enbridge US, Inc.</name>
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        <name>John Deere Capital Corp.</name>
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        <name>Symphony Static CLO I Ltd.</name>
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        <name>Procter &amp; Gamble Co. (The)</name>
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        <name>Magnetite XVIII Ltd.</name>
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        <name>BNP Paribas SA</name>
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        <name>Heineken NV</name>
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        <name>Independence Plaza Trust</name>
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        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS AG</title>
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          <maturityDt>2023-06-01</maturityDt>
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      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group, Inc.</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>Sumitomo Mitsui Financial Group, Inc.</title>
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        <name>Toyota Motor Credit Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Wells Fargo &amp; Co.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Hyundai Capital America</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Teledyne Technologies, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-04-01</maturityDt>
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      <invstOrSec>
        <name>Toronto-Dominion Bank (The)</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-01</maturityDt>
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      <invstOrSec>
        <name>Hyundai Capital America</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-06-14</maturityDt>
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        <name>Fifth Third Bancorp</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-01-25</maturityDt>
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        <name>Citizens Bank NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KKR CLO 13 Ltd.</name>
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        <name>DNB Bank ASA</name>
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        <name>Oracle Corp.</name>
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        <name>Palmer Square Loan Funding Ltd.</name>
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        <name>HSBC Holdings plc</name>
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        <name>Citibank NA</name>
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        <name>Royal Bank of Canada</name>
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        <name>KKR CLO Ltd.</name>
        <lei>549300OP87QBZ6KR1406</lei>
        <title>KKR CLO Ltd., Series 28A, Class A</title>
        <cusip>48253WAA0</cusip>
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        <name>TELUS Corp.</name>
        <lei>L2TEUTQ8OSHMJWVLCE40</lei>
        <title>TELUS Corp.</title>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-11</maturityDt>
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        <name>Benefit Street Partners CLO Ltd.</name>
        <lei>N/A</lei>
        <title>Benefit Street Partners CLO Ltd., Series 2015-6BR, Class X</title>
        <cusip>08182DAA2</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
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          <annualizedRt>4.94256960</annualizedRt>
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        <name>NatWest Markets plc</name>
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        <name>7-Eleven, Inc.</name>
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        <name>KeyBank NA</name>
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        <name>OHA Credit Funding 7 Ltd.</name>
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        <name>Bank of Montreal</name>
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        <name>Symphony CLO XIV Ltd.</name>
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        <name>Toyota Finance Australia Ltd.</name>
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        <name>Brighthouse Financial Global Funding</name>
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        <name>Truist Bank</name>
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        <name>Wells Fargo &amp; Co.</name>
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        <name>AerCap Ireland Capital DAC</name>
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        <name>Macquarie Bank Ltd.</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
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        <name>Ares XXVII CLO Ltd.</name>
        <lei>549300BC3E2Y44TL8536</lei>
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        <name>AstraZeneca plc</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>AstraZeneca plc</title>
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        <invCountry>GB</invCountry>
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          <maturityDt>2023-05-26</maturityDt>
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          <annualizedRt>0.30000000</annualizedRt>
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        <name>Elevance Health, Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>Elevance Health, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-15</maturityDt>
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          <annualizedRt>3.30000000</annualizedRt>
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      <invstOrSec>
        <name>OHA Credit Partners XIII Ltd.</name>
        <lei>549300EX32IF3NZCVL73</lei>
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      <invstOrSec>
        <name>Magnetite XIX Ltd.</name>
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      <invstOrSec>
        <name>Cooperatieve Rabobank UA</name>
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        <name>AIMCO CLO 10 Ltd.</name>
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        <name>American Electric Power Co., Inc.</name>
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        <name>Humana, Inc.</name>
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        <name>Evergy, Inc.</name>
        <lei>549300PGTHDQY6PSUI61</lei>
        <title>Evergy, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Quanta Services, Inc.</name>
        <lei>SHVRXXEACT60MMH07S24</lei>
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      <invstOrSec>
        <name>Apidos CLO XXIV</name>
        <lei>549300PPHIOJQEKPJH29</lei>
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        <name>NatWest Group plc</name>
        <lei>2138005O9XJIJN4JPN90</lei>
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        <name>Benefit Street Partners CLO III Ltd.</name>
        <lei>549300Y1V90IQ456QX97</lei>
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        <name>Dryden 36 Senior Loan Fund</name>
        <lei>549300XLLT7H0EYXK263</lei>
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        <name>TransCanada PipeLines Ltd.</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>PNC Bank NA</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
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        <name>Bank of America Corp.</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <name>OCP CLO Ltd.</name>
        <lei>254900K70GBA8CMARX66</lei>
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        <cusip>670898AC9</cusip>
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        <name>BX Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BX Commercial Mortgage Trust, Series 2021-VOLT, Class A</title>
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      <invstOrSec>
        <name>Booking Holdings, Inc.</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>Booking Holdings, Inc.</title>
        <cusip>741503BB1</cusip>
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        <name>Athene Global Funding</name>
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      <invstOrSec>
        <name>BNZ International Funding Ltd.</name>
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      <invstOrSec>
        <name>NextEra Energy Capital Holdings, Inc.</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
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      <invstOrSec>
        <name>American Electric Power Co., Inc.</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>American Electric Power Co., Inc.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cooperatieve Rabobank UA</name>
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        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TransCanada PipeLines Ltd.</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ICG US CLO Ltd.</name>
        <lei>635400A7LQADQPBLJB50</lei>
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          <isin value="US44931NAS09"/>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sumitomo Mitsui Banking Corp.</name>
        <lei>549300MS3WYYVQ4HXM15</lei>
        <title>Sumitomo Mitsui Banking Corp.</title>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Caterpillar Financial Services Corp.</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
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        <name>Macquarie Bank Ltd.</name>
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        <name>Lloyds Banking Group plc</name>
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        <invCountry>GB</invCountry>
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        <name>Citizens Bank NA</name>
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        <name>BX Commercial Mortgage Trust</name>
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        <name>Metropolitan Life Global Funding I</name>
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        <name>Sculptor CLO XXVII Ltd.</name>
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        <name>Carvana Auto Receivables Trust</name>
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        <name>Voya CLO Ltd.</name>
        <lei>54930085W413OSH6FR69</lei>
        <title>Voya CLO Ltd., Series 2015-1A, Class A1R</title>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Venture 43 CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Toyota Motor Credit Corp.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Phillips 66</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-04-06</maturityDt>
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          <annualizedRt>3.70000000</annualizedRt>
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      <invstOrSec>
        <name>Credit Suisse AG</name>
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        <title>Credit Suisse AG</title>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-05</maturityDt>
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          <annualizedRt>1.00000000</annualizedRt>
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      <invstOrSec>
        <name>Parker-Hannifin Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Svensk Exportkredit AB</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-25</maturityDt>
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        <name>Citigroup Commercial Mortgage Trust</name>
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        <name>Mercedes-Benz Finance North America LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BX Trust</name>
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        <name>Nordea Bank Abp</name>
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        <invCountry>FI</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Kia Corp.</name>
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        <name>MUFG Bank Ltd.</name>
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        <invCountry>JP</invCountry>
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        <name>NextEra Energy Capital Holdings, Inc.</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
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        <name>National Australia Bank Ltd.</name>
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        <invCountry>AU</invCountry>
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        <name>Entergy Corp.</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>Entergy Corp.</title>
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          <maturityDt>2023-02-22</maturityDt>
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        <name>Skandinaviska Enskilda Banken AB</name>
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        <title>Skandinaviska Enskilda Banken AB</title>
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        <name>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS Group AG</title>
        <cusip>902613AR9</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Mitsui Banking Corp.</name>
        <lei>549300MS3WYYVQ4HXM15</lei>
        <title>Sumitomo Mitsui Banking Corp.</title>
        <cusip>86565FKQ4</cusip>
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          <isin value="US86565FKQ45"/>
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        <balance>46823000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>46393369.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Aimco CLO 12 Ltd.</name>
        <lei>N/A</lei>
        <title>Aimco CLO Ltd., Series 2020-12A, Class AR</title>
        <cusip>00140LAG9</cusip>
        <identifiers>
          <isin value="US00140LAG95"/>
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        <balance>3689000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3616459.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.03361000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BX Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BX Commercial Mortgage Trust, Series 2020-VKNG, Class A</title>
        <cusip>12433YAA5</cusip>
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          <isin value="US12433YAA55"/>
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        <balance>30373969.86000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VW Credit, Inc.</name>
        <lei>549300UUPJ2NXDB68M19</lei>
        <title>VW Credit, Inc.</title>
        <cusip>91842KNK8</cusip>
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          <isin value="US91842KNK87"/>
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        <balance>17550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17436900.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-19</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Mizuho Financial Group, Inc.</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>Mizuho Financial Group, Inc.</title>
        <cusip>60687YAP4</cusip>
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          <isin value="US60687YAP43"/>
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        <balance>16442000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16383712.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.54900000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Suncor Energy, Inc.</name>
        <lei>549300W70ZOQDVLCHY06</lei>
        <title>Suncor Energy, Inc.</title>
        <cusip>86723BPM6</cusip>
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          <isin value="US86723BPM62"/>
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        <balance>10000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9884883.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-21</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CarMax Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>CarMax Auto Owner Trust, Series 2021-2, Class A2A</title>
        <cusip>14314QAB0</cusip>
        <identifiers>
          <isin value="US14314QAB05"/>
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        <balance>448571.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>447850.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.27000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Madison Park Funding XXXVI Ltd.</name>
        <lei>N/A</lei>
        <title>Madison Park Funding Ltd., Series 2019-36A, Class X</title>
        <cusip>55819PAL3</cusip>
        <identifiers>
          <isin value="US55819PAL31"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1497721.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.91361120</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>Bank of Montreal</title>
        <cusip>06368EA44</cusip>
        <identifiers>
          <isin value="US06368EA445"/>
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        <balance>14990000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14899910.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.17738240</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>61772BAA1</cusip>
        <identifiers>
          <isin value="US61772BAA17"/>
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        <balance>38073000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37317373.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.73100160</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KNDL Mortgage Trust</name>
        <lei>N/A</lei>
        <title>KNDL Mortgage Trust, Series 2019-KNSQ, Class A</title>
        <cusip>482598AA7</cusip>
        <identifiers>
          <isin value="US482598AA71"/>
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        <balance>5600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5522225.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.67313840</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Laboratory Corp. of America Holdings</name>
        <lei>OZ7UA8IXAIFILY2VZH07</lei>
        <title>Laboratory Corp. of America Holdings</title>
        <cusip>50540RAN2</cusip>
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          <isin value="US50540RAN26"/>
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        <balance>1900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1877257.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>Fifth Third Bancorp</title>
        <cusip>316773CZ1</cusip>
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          <isin value="US316773CZ10"/>
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        <balance>18545000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18277193.32000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.62500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of Nova Scotia</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>Bank of Nova Scotia (The)</title>
        <cusip>06417MWU5</cusip>
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          <isin value="US06417MWU51"/>
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        <balance>153980000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>154039514.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.38999840</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Carlisle Cos., Inc.</name>
        <lei>XR64VGX1ZPX6G7ZN7Z11</lei>
        <title>Carlisle Cos., Inc.</title>
        <cusip>142339AK6</cusip>
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          <isin value="US142339AK65"/>
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        <balance>2027000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1955841.68000000</valUSD>
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        <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>0.55000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Galaxy XV CLO Ltd.</name>
        <lei>549300MJK1HWQWCLYA68</lei>
        <title>Galaxy CLO Ltd., Series 2013-15A, Class ARR</title>
        <cusip>36318WAK6</cusip>
        <identifiers>
          <isin value="US36318WAK62"/>
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        <balance>28160000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>27734080.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.04914040</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DNB Bank ASA</name>
        <lei>549300GKFG0RYRRQ1414</lei>
        <title>DNB Bank ASA</title>
        <cusip>2332K1SQ4</cusip>
        <identifiers>
          <isin value="US2332K1SQ40"/>
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        <balance>52540000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51285206.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-24</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Protective Life Global Funding</name>
        <lei>635400EVYITCJYWL2I50</lei>
        <title>Protective Life Global Funding</title>
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        <name>NVIDIA Corp.</name>
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        <name>Nutrien Ltd.</name>
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        <name>Macquarie Bank Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Thermo Fisher Scientific, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Westpac Securities NZ Ltd.</name>
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        <name>Credit Agricole SA</name>
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        <name>Macquarie Bank Ltd.</name>
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        <name>Raytheon Technologies Corp.</name>
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        <name>Atmos Energy Corp.</name>
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        <name>Nationwide Building Society</name>
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        <name>Natixis SA</name>
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        <name>JPMorgan Securities Lending Money Market Fund</name>
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        <name>Caterpillar Financial Services Corp.</name>
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        <name>General Motors Financial Co., Inc.</name>
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        <name>Zoetis, Inc.</name>
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        <name>Sumitomo Mitsui Financial Group, Inc.</name>
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        <name>Humana, Inc.</name>
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        <name>Burlington Northern Santa Fe LLC</name>
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        <name>Toronto-Dominion Bank</name>
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        <name>Magnetite XVI Ltd.</name>
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        <name>DBGS Mortgage Trust</name>
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        <name>Elevance Health, Inc.</name>
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        <name>Westlake Automobile Receivables Trust</name>
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        <name>Bank of America Corp.</name>
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        <name>Coca-Cola Europacific Partners plc</name>
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        <name>Citigroup Global Markets, Inc.</name>
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        <name>Cooperatieve Centrale Raiffeisen-Boerenleenbank BA</name>
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        <name>CarMax Auto Owner Trust</name>
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        <name>AutoZone, Inc.</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
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        <name>Magnetite XXV Ltd.</name>
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        <name>Oversea-Chinese Banking Corp. Ltd.</name>
        <lei>5493007O3QFXCPOGWK22</lei>
        <title>Oversea-Chinese Banking Corp. Ltd.</title>
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        <name>CenterPoint Energy Resources Corp.</name>
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        <name>Humana, Inc.</name>
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        <name>Hyundai Capital America</name>
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        <name>Bank of Montreal</name>
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        <name>Societe Generale SA</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ONE Gas, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Nordea Bank Abp</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GS Mortgage Securities Corp. Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Reliance Standard Life Global Funding II</name>
        <lei>N/A</lei>
        <title>Reliance Standard Life Global Funding II</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Natixis SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Banco Santander SA</name>
        <lei>5493006QMFDDMYWIAM13</lei>
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        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Co.</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC Bank USA NA</name>
        <lei>1IE8VN30JCEQV1H4R804</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cooperatieve Rabobank UA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Bank of New York Mellon Corp. (The)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Standard Chartered Bank</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Sumitomo Mitsui Banking Corp.</name>
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        <title>Sumitomo Mitsui Banking Corp.</title>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Marlette Funding Trust</name>
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        <name>Palmer Square Loan Funding Ltd.</name>
        <lei>N/A</lei>
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        <name>Principal Life Global Funding II</name>
        <lei>635400WSLKBQWSOIIT41</lei>
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        <name>Neuberger Berman CLO XIV Ltd.</name>
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        <name>Berkshire Hathaway Energy Co.</name>
        <lei>549300JD0S5IZJE9LY15</lei>
        <title>Berkshire Hathaway Energy Co.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>American Honda Finance Corp.</name>
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        <name>Sherwin-Williams Co. (The)</name>
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        <name>Equitable Financial Life Global Funding</name>
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        <name>Suncor Energy, Inc.</name>
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        <name>Mizuho Financial Group, Inc.</name>
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        <name>3M Co.</name>
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        <name>Enterprise Products Operating LLC</name>
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        <name>Chevron Phillips Chemical Co. LLC</name>
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        <name>Reliance Standard Life Global Funding II</name>
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        <name>Natixis SA</name>
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        <name>FFCB Funding Corp.</name>
        <lei>254900C5LP6DN9OP9V83</lei>
        <title>FFCB Funding Corp.</title>
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        <name>Neuberger Berman CLO XV</name>
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        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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        <name>AmerisourceBergen Corp.</name>
        <lei>AI8GXW8LG5WK7E9UD086</lei>
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        <name>Magnetite XVII Ltd.</name>
        <lei>5493003SVWF9GG13MZ22</lei>
        <title>Magnetite Ltd., Series 2016-17A, Class AR</title>
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        <name>Benchmark Mortgage Trust</name>
        <lei>N/A</lei>
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        <name>KKR CLO Ltd.</name>
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        <name>Lloyds Bank Corporate Markets plc</name>
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        <name>Jackson National Life Global Funding</name>
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        <name>DNB Bank ASA</name>
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        <name>AT&amp;T, Inc.</name>
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        <name>Sumitomo Mitsui Banking Corp.</name>
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        <name>KeyBank NA</name>
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        <name>Toyota Motor Credit Corp.</name>
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      <invstOrSec>
        <name>Entergy Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>KKR CLO Ltd.</name>
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        <name>Bank of America Corp.</name>
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        <name>Standard Chartered Bank</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fox Corp.</name>
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        <name>OCP CLO Ltd.</name>
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        <name>Atlas Senior Loan Fund Ltd.</name>
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        <name>UBS Group AG</name>
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        <name>NiSource, Inc.</name>
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        <name>Citigroup Global Markets Holdings, Inc.</name>
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        <name>NiSource, Inc.</name>
        <lei>549300D8GOWWH0SJB189</lei>
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        <name>Carlyle Global Market Strategies CLO Ltd.</name>
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        <name>BXMT Ltd.</name>
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        <name>Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
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        <invCountry>CA</invCountry>
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        <name>Mitsubishi UFJ Trust &amp; Banking Corp.</name>
        <lei>JBONEPAGQXF4QP29B387</lei>
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        <name>Walt Disney Co. (The)</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>Walt Disney Co. (The)</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-02-22</maturityDt>
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        <name>Principal Financial Group, Inc.</name>
        <lei>CUMYEZJOAF02RYZ1JJ85</lei>
        <title>Principal Financial Group, Inc.</title>
        <cusip>74251VAH5</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Cooperatieve Rabobank UA</name>
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        <name>GoldenTree Loan Management US CLO 14 Ltd.</name>
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        <name>Toyota Finance Australia Ltd.</name>
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        <name>Capital One Financial Corp.</name>
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        <name>TransCanada PipeLines Ltd.</name>
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        <name>National Bank of Canada</name>
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        <name>Royal Bank of Canada</name>
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          <maturityDt>2023-09-22</maturityDt>
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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Consolidated Edison Co. of New York, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Credit Suisse AG</name>
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        <balance>50000000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Credit Industriel et Commercial</name>
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        <title>Credit Industriel et Commercial</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-02-09</maturityDt>
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          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>Svenska Handelsbanken AB</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
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          <isin value="US86960KNJ78"/>
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        <balance>86648000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>86160682.12000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-18</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ryder System, Inc.</name>
        <lei>ZXJ6Y2OSPZXIVGRILD15</lei>
        <title>Ryder System, Inc.</title>
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          <isin value="US78355HKG38"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <maturityDt>2023-03-01</maturityDt>
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      <invstOrSec>
        <name>Telstra Corp. Ltd.</name>
        <lei>PCTXNQGRJVR3OG33JG65</lei>
        <title>Telstra Corp. Ltd.</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>Newark BSL CLO 1 Ltd.</name>
        <lei>549300R0C043JWD1XY94</lei>
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        <cusip>65023TAJ1</cusip>
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          <isin value="US65023TAJ16"/>
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        <curCd>USD</curCd>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>Mitsubishi UFJ Financial Group, Inc.</title>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Toronto-Dominion Bank</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-18</maturityDt>
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      <invstOrSec>
        <name>Hyundai Capital America</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>Hyundai Capital America</title>
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        <balance>837000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-08</maturityDt>
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          <annualizedRt>4.12500000</annualizedRt>
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        <name>Bank of America Corp.</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <invCountry>US</invCountry>
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          <maturityDt>2023-07-24</maturityDt>
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        <name>OCP CLO Ltd.</name>
        <lei>254900ZMV4RGFPV8TK42</lei>
        <title>OCP CLO Ltd., Series 2020-19A, Class XR</title>
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        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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        <invCountry>US</invCountry>
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        <name>Kookmin Bank</name>
        <lei>549300XXMOJSIW8P4769</lei>
        <title>Kookmin Bank</title>
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        <invCountry>KR</invCountry>
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          <maturityDt>2023-03-09</maturityDt>
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      <invstOrSec>
        <name>Entergy Corp.</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>Entergy Corp.</title>
        <cusip>29366GN64</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-06</maturityDt>
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          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>Apidos CLO XXXI</name>
        <lei>549300IG6PHVJ3WBR394</lei>
        <title>Apidos CLO, Series 2019-31A, Class A1R</title>
        <cusip>03767VAG3</cusip>
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        <balance>28565000.00000000</balance>
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        <valUSD>27949110.04000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.17914000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MUFG Bank Ltd.</name>
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      <invstOrSec>
        <name>Alimentation Couche-Tard, Inc.</name>
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      <invstOrSec>
        <name>CIFC Funding Ltd.</name>
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      <invstOrSec>
        <name>Svenska Handelsbanken</name>
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        <fairValLevel>2</fairValLevel>
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        <name>National Australia Bank Ltd.</name>
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        <name>Royal Bank of Canada</name>
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        <name>Eversource Energy</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-12-01</maturityDt>
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      <invstOrSec>
        <name>LCM XX LP</name>
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        <name>Procter &amp; Gamble Co. (The)</name>
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      <invstOrSec>
        <name>522 Funding CLO Ltd.</name>
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        <name>Canadian Imperial Bank of Commerce</name>
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        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <name>Shire Acquisitions Investments Ireland DAC</name>
        <lei>549300XK5HGW68R8K327</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>National Australia Bank Ltd.</name>
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        <name>CBAM Ltd.</name>
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        <name>Triton Container International Ltd.</name>
        <lei>549300O4LZFLCX53XZ54</lei>
        <title>Triton Container International Ltd.</title>
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        <invCountry>BM</invCountry>
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        <name>Woori Bank</name>
        <lei>549300VUVMRL6RE7R376</lei>
        <title>Woori Bank</title>
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        <invCountry>KR</invCountry>
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        <name>Enel Finance America LLC</name>
        <lei>549300EGNLVUJX1DEC60</lei>
        <title>Enel Finance America LLC</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Australia &amp; New Zealand Banking Group Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Lloyds Banking Group plc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BP Capital Markets plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Consolidated Edison Co. of New York, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>State Street Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>JPMorgan U.S. Government Money Market Fund</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Suncor Energy, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley Capital I Trust</name>
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        <name>Brighthouse Financial Global Funding</name>
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        <name>GM Financial Automobile Leasing Trust</name>
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        <name>Bank of Montreal</name>
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        <name>Palmer Square Loan Funding Ltd.</name>
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        <name>Australia &amp; New Zealand Banking Group Ltd.</name>
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        <name>Toronto-Dominion Bank (The)</name>
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        <name>Westpac Banking Corp.</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
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        <name>NTT Finance Corp.</name>
        <lei>3538007PR116187GD960</lei>
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        <invCountry>JP</invCountry>
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        <name>Boeing Co. (The)</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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        <name>Bain Capital Credit CLO</name>
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      <invstOrSec>
        <name>Ballyrock CLO Ltd.</name>
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        <name>Principal Life Global Funding II</name>
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        <name>Toyota Motor Credit Corp.</name>
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        <name>TELUS Corp.</name>
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        <name>KEB Hana Bank USA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CenterPoint Energy Resources Corp.</name>
        <lei>2JADVB0458J06WCD4N56</lei>
        <title>CenterPoint Energy Resources Corp.</title>
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          <isin value="US15189WAM29"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Marathon CLO XIII Ltd.</name>
        <lei>N/A</lei>
        <title>Marathon CLO Ltd., Series 2019-1A, Class AANR</title>
        <cusip>56579AAS9</cusip>
        <identifiers>
          <isin value="US56579AAS96"/>
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        <balance>35000000.00000000</balance>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Quanta Services, Inc.</name>
        <lei>SHVRXXEACT60MMH07S24</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Citigroup Global Markets, Inc.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>Citigroup Global Markets, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>BMW US Capital LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
        <title>BMW US Capital LLC</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>Altria Group, Inc.</title>
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        <name>Venture CLO Ltd.</name>
        <lei>549300AZL7IWJJ04HD37</lei>
        <title>Venture CLO Ltd., Series 2019-36A, Class XR</title>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>Jackson National Life Global Funding</name>
        <lei>635400PQXLYXWJI5QD78</lei>
        <title>Jackson National Life Global Funding</title>
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        <name>Enbridge US, Inc.</name>
        <lei>5493003FRODSVHJWFS32</lei>
        <title>Enbridge US, Inc.</title>
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        <name>Citigroup, Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
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        <valUSD>1921393.01000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>4.04399880</annualizedRt>
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        <name>Credit Suisse Mortgage Capital Certificates</name>
        <lei>N/A</lei>
        <title>Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class A</title>
        <cusip>12653VAA4</cusip>
        <identifiers>
          <isin value="US12653VAA44"/>
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        <name>Enel Finance America LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TransCanada PipeLines Ltd.</name>
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        <name>KKR CLO Ltd.</name>
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        <name>Banco Santander SA</name>
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        <name>BP Capital Markets plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Daimler Trucks Finance North America LLC</name>
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        <name>Barclays plc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Mizuho Financial Group, Inc.</name>
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        <name>Credit Suisse AG</name>
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        <name>Saudi Arabian Oil Co.</name>
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        <name>Sumitomo Mitsui Banking Corp.</name>
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        <name>Symphony CLO XXIV Ltd.</name>
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        <name>Bank of Nova Scotia</name>
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        <name>Exeter Automobile Receivables Trust</name>
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        <name>Mizuho Bank Ltd.</name>
        <lei>RB0PEZSDGCO3JS6CEU02</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Carlyle Global Market Strategies CLO Ltd.</name>
        <lei>5493007AYUHLOG0AMH17</lei>
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      <invstOrSec>
        <name>Dryden Senior Loan Fund</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Venture 33 CLO Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Glencore Funding LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Hyundai Capital America</name>
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        <title>Hyundai Capital America</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Protective Life Global Funding</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-09</maturityDt>
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        <name>TWDC Enterprises 18 Corp.</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-01</maturityDt>
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      <invstOrSec>
        <name>Entergy Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>National Australia Bank Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Korea Development Bank (The)</name>
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        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Bank of Nova Scotia (The)</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
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        <balance>5025000.00000000</balance>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Goldman Sachs Group, Inc. (The)</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Octagon Investment Partners 30 Ltd.</name>
        <lei>549300CDNDWWERRAUA43</lei>
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        <name>National Rural Utilities Cooperative Finance Corp.</name>
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        <name>Volkswagen Group of America Finance LLC</name>
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        <name>Bank of Nova Scotia (The)</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>CarMax Auto Owner Trust</name>
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        <invCountry>US</invCountry>
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        <name>BMW US Capital LLC</name>
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        <name>Enbridge US, Inc.</name>
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        <name>Banque Federative du Credit Mutuel SA</name>
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        <name>Suncor Energy, Inc.</name>
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        <name>Santander Drive Auto Receivables Trust</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Citigroup Commercial Mortgage Trust</name>
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          <isin value="US17320DAN84"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Equinor ASA</name>
        <lei>OW6OFBNCKXC4US5C7523</lei>
        <title>Equinor ASA</title>
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        <balance>1130000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>Mitsubishi UFJ Financial Group, Inc.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Commonwealth Bank of Australia</name>
        <lei>MSFSBD3QN1GSN7Q6C537</lei>
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        <curCd>USD</curCd>
        <valUSD>5304323.53000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Atmos Energy Corp.</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
        <title>Atmos Energy Corp.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>Standard Chartered plc</name>
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        <invCountry>GB</invCountry>
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        <name>Walt Disney Co. (The)</name>
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        <name>Sydney Airport Finance Co. Pty. Ltd.</name>
        <lei>549300MJAANHLHOVTO40</lei>
        <title>Sydney Airport Finance Co. Pty. Ltd.</title>
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        <invCountry>AU</invCountry>
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        <name>Hyundai Capital America</name>
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        <title>Hyundai Capital America</title>
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      <invstOrSec>
        <name>Citigroup, Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
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      <invstOrSec>
        <name>HSBC USA, Inc.</name>
        <lei>549300LBOHZ4QSIWU288</lei>
        <title>HSBC USA, Inc.</title>
        <cusip>40434RN65</cusip>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <name>American Express Co.</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>American Express Co.</title>
        <cusip>025816BW8</cusip>
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        <balance>3130000.00000000</balance>
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        <valUSD>3104938.72000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BMW Vehicle Lease Trust</name>
        <lei>N/A</lei>
        <title>BMW Vehicle Lease Trust, Series 2021-2, Class A2</title>
        <cusip>09690AAB9</cusip>
        <identifiers>
          <isin value="US09690AAB98"/>
        </identifiers>
        <balance>3821242.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3810535.94000000</valUSD>
        <pctVal>0.017049410894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.19000000</annualizedRt>
          <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 Corp.</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>Duke Energy Corp.</title>
        <cusip>26244JME6</cusip>
        <identifiers>
          <isin value="US26244JME63"/>
        </identifiers>
        <balance>30000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29950743.30000000</valUSD>
        <pctVal>0.134008060066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-14</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Republic Bank</name>
        <lei>YWC0TIKBQM2JV8L4IV08</lei>
        <title>First Republic Bank</title>
        <cusip>33616CHQ6</cusip>
        <identifiers>
          <isin value="US33616CHQ69"/>
        </identifiers>
        <balance>592000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>587014.69000000</valUSD>
        <pctVal>0.002626469034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.91199960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NTT Finance Corp.</name>
        <lei>3538007PR116187GD960</lei>
        <title>NTT Finance Corp.</title>
        <cusip>62954WAB1</cusip>
        <identifiers>
          <isin value="US62954WAB19"/>
        </identifiers>
        <balance>320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302896.24000000</valUSD>
        <pctVal>0.001355243077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.58300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Equitable Financial Life Global Funding</name>
        <lei>635400B4JJBON4TCHF02</lei>
        <title>Equitable Financial Life Global Funding</title>
        <cusip>29449WAH0</cusip>
        <identifiers>
          <isin value="US29449WAH07"/>
        </identifiers>
        <balance>63649000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63536610.51000000</valUSD>
        <pctVal>0.284280688206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.21983000</annualizedRt>
          <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</title>
        <cusip>6174468W2</cusip>
        <identifiers>
          <isin value="US6174468W28"/>
        </identifiers>
        <balance>8363000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8282650.30000000</valUSD>
        <pctVal>0.037058909950</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>0.52899840</annualizedRt>
          <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 Banking Corp.</name>
        <lei>549300MS3WYYVQ4HXM15</lei>
        <title>Sumitomo Mitsui Banking Corp.</title>
        <cusip>86565FVT6</cusip>
        <identifiers>
          <isin value="US86565FVT64"/>
        </identifiers>
        <balance>107685000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107799320.55000000</valUSD>
        <pctVal>0.482324517914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.70000160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM 29 Ltd.</name>
        <lei>N/A</lei>
        <title>LCM Ltd., Series 29A, Class AR</title>
        <cusip>50201MAQ6</cusip>
        <identifiers>
          <isin value="US50201MAQ69"/>
        </identifiers>
        <balance>20000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19452640.00000000</valUSD>
        <pctVal>0.087036589491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.14914120</annualizedRt>
          <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.</title>
        <cusip>06051GHR3</cusip>
        <identifiers>
          <isin value="US06051GHR39"/>
        </identifiers>
        <balance>2392000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2328531.87000000</valUSD>
        <pctVal>0.010418507333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.45800160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enbridge, Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge, Inc.</title>
        <cusip>29250NBD6</cusip>
        <identifiers>
          <isin value="US29250NBD66"/>
        </identifiers>
        <balance>29585000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29557234.77000000</valUSD>
        <pctVal>0.132247392085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.20513840</annualizedRt>
          <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 Natural Gas Co. LLC</name>
        <lei>N/A</lei>
        <title>Southern Natural Gas Co. LLC</title>
        <cusip>84346LAC4</cusip>
        <identifiers>
          <isin value="US84346LAC46"/>
        </identifiers>
        <balance>4600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4497011.66000000</valUSD>
        <pctVal>0.020120896587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Leidos, Inc.</name>
        <lei>5493006I78VIN6J1BQ95</lei>
        <title>Leidos, Inc.</title>
        <cusip>52532XAB1</cusip>
        <identifiers>
          <isin value="US52532XAB10"/>
        </identifiers>
        <balance>46063000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45584577.71000000</valUSD>
        <pctVal>0.203958237919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>








    </explntrNotes>
    <signature>
      <ncom:dateSigned>2022-12-30</ncom:dateSigned>
      <ncom:nameOfApplicant>J.P. Morgan Exchange-Traded Fund Trust</ncom:nameOfApplicant>
      <ncom:signature>Timothy J. Clemens</ncom:signature>
      <ncom:signerName>Timothy J. Clemens</ncom:signerName>
      <ncom:title>Treasurer and Principal Financial Officer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
